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随机实验中处理效应的半参数估计AI 解读

Abstract We develop new semi-parametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large, and where assignment is completely random. This setting is of particular interest in recent online experimentation. We propose using parametric models for the treatment effects, leading to semi-parametric models for the outcome distributions. We derive…

Bickel 等对《Varimax 经典因子分析实现统计推断》的讨论意见AI 解读

We compliment the authors for their unification of old and new latent variable models. Their motivation seems to have come from Thurstone’s Factor Analysis and the wish to explain the somewhat mysterious success of Kaiser’s Varimax rule in that context. However, their major applications and notation stem from overlapping network community detection and Latent Dirichlet Allocation (LDA) (Blei et al., 2003). Inference for these models can be unified in another way via a…

可交换误差下固定设计线性模型的精确检验AI 解读

Summary We propose the cyclic permutation test to test general linear hypotheses for linear models. The test is nonrandomized and valid in finite samples with exact Type I error $\alpha$ for an arbitrary fixed design matrix and arbitrary exchangeable errors, whenever $1 / \alpha$ is an integer and $n / p \geqslant 1 / \alpha - 1$, where $n$ is the sample size and $p$ is the number of parameters. The test involves applying the marginal rank test to $1 / \alpha$ linear…