Regression-Based Retention for Covariates Known at Decision Time
Abstract
Covariate-indexed selection and regression subset allocation need a shared timing boundary. The metamodel should be fitted offline and checked in contexts available before action. Independent measurements near membership reversals reveal whether local borrowing is useful. Retrospective predictors and a strong average fit cannot establish an implementable retained-set rule. This focused synthesis develops an empirical comparison that preserves the terminal action, observation process, and total verification cost. Its proposed tests are prospective; no new simulation run, model-training result, or intervention effect is reported.
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