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传染病数据的非参数生存分析AI 解读

Summary The paper develops non-parametric methods based on contact intervals for the analysis of infectious disease data. The contact interval from person i to person j is the time between the onset of infectiousness in i and infectious contact from i to j, where we define infectious contact as a contact sufficient to infect a susceptible individual. The hazard function of the contact interval distribution equals the hazard of infectious contact from i to j, so it provides a…

利用间接测量估计网络中的潜在过程AI 解读

In a communication network, point-to-point traffic volumes over time are critical for designing protocols that route information efficiently and for maintaining security, whether at the scale of an Internet service provider or within a corporation. While technically feasible, the direct measurement of point-to-point traffic imposes a heavy burden on network performance and is typically not implemented. Instead, indirect aggregate traffic volumes are routinely collected. We…

一类条件分布模型的误设检验AI 解读

We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer–von Mises distance between an unrestricted estimate of the joint distribution function of the data and a restricted estimate that imposes the structure implied by the model. The procedure is straightforward to implement, is consistent against fixed alternatives, has nontrivial…

实验干预下稀疏因果高斯网络的学习：正则化与坐标下降AI 解读

Causal networks are graphically represented by directed acyclic graphs (DAGs). Learning causal networks from data is a challenging problem due to the size of the space of DAGs, the acyclicity constraint placed on the graphical structures, and the presence of equivalence classes. In this article, we develop an L 1-penalized likelihood approach to estimate the structure of causal Gaussian networks. A blockwise coordinate descent algorithm, which takes advantage of the…

允许响应与协变量缺失的扩展状态空间模型AI 解读

This article proposes an extended state-space model for accommodating multivariate panel data. The novel aspect of this contribution is an adjustment to the classical model for multiple subjects that allows missingness in the covariates in addition to the responses. Missing covariate data are handled by a second state-space model nested inside the first to represent unobserved exogenous information. Relevant Kalman filter equations are derived, and explicit expressions are…

观察性研究中的效应修饰与设计敏感性AI 解读

In an observational study of treatment effects, subjects are not randomly assigned to treatment or control, so differing outcomes in treated and control groups may reflect a bias from nonrandom assignment rather than a treatment effect. After adjusting for measured pretreatment covariates, perhaps by matching, a sensitivity analysis determines the magnitude of bias from an unmeasured covariate that would need to be present to alter the conclusions of the naive analysis that…

整群随机试验数据的嵌套Dirichlet过程分析：老年照护评估应用AI 解读

In cluster randomized trials, patients seen by the same physician are randomized to the same treatment arm as a group. Besides the natural clustering of patients due to cluster/group randomization, interactions between an individual patient and the attending physician within the group could just as well influence patient care outcomes. Despite the intuitive relevance of these interactions to treatment assessment, few studies have thus far examined their influences. Whether…

南非的 HIV 感染状况与劳动力市场参与AI 解读

We use econometric methods based on the propensity score to estimate the causal effect of HIV status on employment outcomes in South Africa. Relying on rich data from a national survey, which included HIV testing, we control for systematic differences between HIV-positive and HIV-negative individuals. We provide the first nationally representative estimates of the impact of HIV status on employment outcomes for southern Africa. Being HIV positive is associated with an…

处理效应的持续期依赖与未观测异质性：瑞典就业培训与就业转移率AI 解读

SUMMARY The effect of a treatment on the hazard rate of a duration outcome may depend on the elapsed time since treatment. In addition, treatment effects may be heterogeneous across agents. The former gives rise to duration dependence of the treatment effect, whereas unobserved heterogeneity gives rise to spurious duration dependence of the observable hazard rate. We develop a model allowing for duration dependence and unobserved heterogeneity in the treatment effect. The…

Napster对唱片销量的影响：构成变化下的双重差分估计AI 解读

SUMMARY This paper measures the effect of Napster on record sales. I treat the introduction of Napster as a technological event that only Internet users experienced, and use a difference‐in‐differences (DD) approach. Because of potential compositional changes in Internet users, I examine identifying assumptions for the DD estimator under compositional changes and develop a test for identifying restrictions. To address potential bias due to compositional changes, I extend DD…

通过导数约束建模内生解释变量与异质性结构方程AI 解读

In this paper, I present a general modeling framework for nonparametric models with endogenous regressors and heterogeneity. I show that many existing models in the literature can be derived from a structural equation with unobserved heterogeneity by imposing constancy assumptions on the first and second derivatives. I consider a less restrictive model that imposes constancy assumptions on the second partial derivative of the structural equation. Assuming the existence of…

识别同伴成绩溢出：学校去隔离与成绩差距的含义AI 解读

This paper develops a new approach to identifying peer achievement spillovers in the context of an equilibrium model of student effort choices. By focusing on the effect of contemporaneous peer achievement, this framework integrates previously unexplored types of heterogeneity in peer spillovers in the achievement production context. Applying the strategy to North Carolina public elementary school students, I find peer achievement spillovers exist primarily within race-based…

效用与选择概率映射的满射性AI 解读

This note considers a standard multinomial choice model. It is shown that if the distribution of additive utility shocks has a density, then the mapping from deterministic components of utilities to choice probabilities is surjective. In other words, any vector of choice probabilities can be obtained by selecting suitable utilities for alternatives. This result has implications for at least three areas of interest to econometricians: the Hotz and Miller (1993) estimator for…

混杂变量的定义AI 解读

The causal inference literature has provided a clear formal definition of confounding expressed in terms of counterfactual independence. The literature has not, however, come to any consensus on a formal definition of a confounder, as it has given priority to the concept of confounding over that of a confounder. We consider a number of candidate definitions arising from various more informal statements made in the literature. We consider the properties satisfied by each…

高维异质数据的分位数自适应无模型变量筛选AI 解读

We introduce a quantile-adaptive framework for nonlinear variable screening with high-dimensional heterogeneous data. This framework has two distinctive features: (1) it allows the set of active variables to vary across quantiles, thus making it more flexible to accommodate heterogeneity; (2) it is model-free and avoids the difficult task of specifying the form of a statistical model in a high dimensional space. Our nonlinear independence screening procedure employs spline…

线性随机序与多元有序分布的定向推断AI 解读

Researchers are often interested in drawing inferences regarding the order between two experimental groups on the basis of multivariate response data. Since standard multivariate methods are designed for two sided alternatives they may not be ideal for testing for order between two groups. In this article we introduce the notion of the linear stochastic order and investigate its properties. Statistical theory and methodology are developed to both estimate the direction which…

社会互动下处理反应的识别AI 解读

This paper studies identification of potential outcome distributions when treatment response may have social interactions. Defining a person's treatment response to be a function of the entire vector of treatments received by the population, I study identification when non‐parametric shape restrictions and distributional assumptions are placed on response functions. An early key result is that the traditional assumption of individualistic treatment response is a polar case…

线性及面板回归中空间误差相关的标准化LM检验AI 解读

The robustness of the Lagrange Multiplier (LM) tests for spatial error dependence of Burridge (1980) and Born and Breitung (2011) for the linear regression model, and Anselin (1988) and Debarsy and Etur (2010) for the panel regression model with random or fixed effects are examined. While all tests are asymptotically robust against distributional mis‐specification, their finite sample behaviour may be sensitive to the spatial layout. To overcome this shortcoming,…

不假定独立性时非对称拍卖的部分识别AI 解读

This paper examines identification in second‐price and ascending auctions within the private‐values framework. The first part of the paper considers an arbitrary type of dependence of bidders’ values and analyses identification under several observational scenarios, in which the highest bid is never observed. In a basic scenario, only the winner’s identity and the winning price are observed. The most informative is the scenario in which all the identities and all the bids…

重新审视样本选择模型的无穷远识别AI 解读

It is often believed that without instruments, endogenous sample selection models are identified only if a covariate with a large support is available (see, e.g., Chamberlain, 1986, Journal of Econometrics 32, 189–218; Lewbel, 2007, Journal of Econometrics 141, 777–806) . We propose a new identification strategy mainly based on the condition that the selection variable becomes independent of the covariates for large values of the outcome. No large support on the covariates…

随机效应与固定效应面板模型中的神谕有效变量选择AI 解读

This paper generalizes the results for the Bridge estimator of Huang, Horowitz, and Ma (2008) to linear random and fixed effects panel data models which are allowed to grow in both dimensions. In particular, we show that the Bridge estimator isoracle efficient. It can correctly distinguish between relevant and irrelevant variables and the asymptotic distribution of the estimators of the coefficients of the relevant variables is the same as if only these had been included in…

离散选择模型中的无应答AI 解读

Missing values are endemic in the data sets available to econometricians. This paper suggests a semiparametrically efficient likelihood-based approach to deal with general non-ignorable missing data problems for discrete choice models. Our concern is when the dependent variable and/or covariates are unobserved for some sampling units. A supplementary random sample of observations on all covariates may be available. The key insight of this paper is the recognition of…

纵向数据非参数回归函数的新局部估计方法AI 解读

Summary The paper develops a new estimation of non-parametric regression functions for clustered or longitudinal data. We propose to use Cholesky decomposition and profile least squares techniques to estimate the correlation structure and regression function simultaneously. We further prove that the estimator proposed is as asymptotically efficient as if the covariance matrix were known. A Monte Carlo simulation study is conducted to examine the finite sample performance of…

针对缺失值与观察性研究进行处理前变量调整的Mann–Whitney检验AI 解读

Summary The conventional Wilcoxon or Mann–Whitney test can be invalid for comparing treatment effects in the presence of missing values or in observational studies. This is because the missingness of the outcomes or the participation in the treatments may depend on certain pretreatment variables. We propose an approach to adjust the Mann–Whitney test by correcting the potential bias via consistently estimating the conditional distributions of the outcomes given the…