SearcharxivSearch

arXiv · 2409.10750

GPT takes the SAT: Tracing changes in Test Difficulty and Math Performance of Students

Abstract

Scholastic Aptitude Test (SAT) is crucial for college admissions but its effectiveness and relevance are increasingly questioned. This paper enhances Synthetic Control methods by introducing "Transformed Control", a novel method that employs Large Language Models (LLMs) powered by Artificial Intelligence to generate control groups. We utilize OpenAI's API to generate a control group where GPT-4, or ChatGPT, takes multiple SATs annually from 2008 to 2023. This control group helps analyze shifts in SAT math difficulty over time, starting from the baseline year of 2008. Using parallel trends, we calculate the Average Difference in Scores (ADS) to assess changes in high school students' math performance. Our results indicate a significant decrease in the difficulty of the SAT math section over time, alongside a decline in students' math performance. The analysis shows a 71-point drop in the rigor of SAT math from 2008 to 2023, with student performance decreasing by 36 points, resulting in a 107-point total divergence in average student math performance. We investigate possible mechanisms for this decline in math proficiency, such as changing university selection criteria, increased screen time, grade inflation, and worsening adolescent mental health. Disparities among demographic groups show a 104-point drop for White students, 84 points for Black students, and 53 points for Asian students. Male students saw a 117-point reduction, while female students had a 100-point decrease.

Explore related subjects

Keep this discovery

BibTeXRIS

Vikram Krishnaveti, Saannidhya Rawat. 2024-09-16. GPT takes the SAT: Tracing changes in Test Difficulty and Math Performance of Students. https://arxiv.org/abs/2409.10750

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Identification in Linear Quantile Panel Models

This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict exogeneity, whereby the conditional quantile restriction holds given the individual's complete regressor history and latent individual effect, but otherwise allow the disturbances to be arbitrarily dependent over time.

econ.EM

Experimental Design for Policy Choice

We show how to optimally design experiments when the resulting data will be used to choose a welfare-maximizing policy subject to constraints. A decision maker seeks to maximize Bayes expected welfare by choosing a policy whose effects depend on an unknown finite-dimensional parameter. The decision maker has access to a first wave of experimental data with a fixed design but may choose the design of a second wave that will be collected before choosing the policy. The resulting experimental design--policy choice problem is a very high-dimensional dynamic program that is generally intractable in finite samples. We propose a tractable approximation based on the limit experiment and show it is asymptotically optimal using a new asymptotic representation theorem for adaptive experiments with continuous treatments. We apply the method to a conditional cash transfer experiment and demonstrate the potential for large gains from tailoring the experiment to the policy choice.

econ.EM

Designing Spatial Treatments

Spatial treatments are interventions assigned to locations potentially distinct from those of the responding units. We study their optimal design under a general model in which a unit's response diminishes with distance to a treated site. Our estimand of interest is an ``uncontaminated'' effect equal to the average impact of a single intervention site over all hypothetical sites. We propose a novel design based on a Mat\'{e}rn point process which separates treatments by a distance of at least $r$. A larger choice of $r$ reduces bias by separating interventions but increases variance by reducing their numerosity. We choose $r$ to maximize the rate of convergence of a Horvitz-Thompson estimator and prove that this is minimax rate-optimal. We provide weak conditions under which the estimator is asymptotically normal and propose a variance estimator.

econ.EM