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检验两个参数的符号一致性AI 解读

ABSTRACT We test the null hypothesis that two parameters have the same sign, assuming that (asymptotically) normal estimators are available. Examples of this problem include the analysis of heterogeneous treatment effects, causal interpretation of reduced‐form estimands, meta‐studies, and mediation analysis. A number of tests were recently proposed. We recommend a test that is simple and rejects more often than many of these recent proposals. Like all other tests in the…

司机请注意，附近有儿童：交通、污染与婴儿健康AI 解读

We investigate the effects of automobile congestion on ambient air pollution and local infant mortality rates using data from California spanning 2002 to 2007. Constructing instrumental variables (IV) using the relationship of traffic, weather conditions, and pollutants, we show that particulate matter, even at modern levels, has large marginal effects on weekly infant mortality rates, especially for premature or low birthweight infants. We also find suggestive evidence of…

多向聚类下的稳健推断AI 解读

In this article we propose a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit, and GMM. This variance estimator enables cluster-robust inference when there is two-way or multiway clustering that is nonnested. The variance estimator extends the standard cluster-robust variance estimator or sandwich estimator for one-way clustering (e.g., Liang and Zeger 1986; Arellano 1987) and relies on similar relatively weak distributional…