日期精度：到日 2406 篇 · 到月 3853 篇 · 到年 470 篇 · 未提供 22 篇
用于均值回归的比例似然比模型
The proportional likelihood ratio model introduced in Luo & Tsai (2011) is adapted to explicitly model the means of observations. This is useful for the estimation of and inference on treatment effects, particularly in designed experiments, and allows the data analyst greater control over model specification and parameter interpretation.
利用半竞争风险模型估计治疗转换下的治疗效应：结直肠癌研究应用
Treatment switching is a frequent occurrence in clinical trials, where, during the course of the trial, patients who fail on the control treatment may change to the experimental treatment. Analysing the data without accounting for switching yields highly biased and inefficient estimates of the treatment effect. In this paper, we propose a novel class of semiparametric semicompeting risks transition survival models to accommodate treatment switches. Theoretical properties of…
纵向数据协方差建模中的移动平均 Cholesky 因子模型
We propose new regression models for parameterizing covariance structures in longitudinal data analysis. Using a novel Cholesky factor, the entries in this decomposition have a moving average and log-innovation interpretation and are modelled as linear functions of covariates. We propose efficient maximum likelihood estimates for joint mean-covariance analysis based on this decomposition and derive the asymptotic distributions of the coefficient estimates. Furthermore, we…
充分原因交互作用的半参数检验
Summary A sufficient cause interaction between two exposures signals the presence of individuals for whom the outcome would occur only under certain values of the two exposures. When the outcome is dichotomous and all exposures are categorical, then, under certain no confounding assumptions, empirical conditions for sufficient cause interactions can be constructed on the basis of the sign of linear contrasts of conditional outcome probabilities between differently exposed…
随机系数面板模型中的单位根检验
This paper proposes new unit root tests in the context of a random autoregressive coefficient panel data model, in which the null of a unit root corresponds to the joint restriction that the autoregressive coefficient has unit mean and zero variance. The asymptotic distributions of the test statistics are derived and simulation results are provided to suggest that they perform very well in small samples.
非对称匿名竞标者拍卖模型的计量分析
We consider standard auction models when bidders’ identities are not–or are only partially–observed by the econometrician. We first adapt the definition of identifiability to a framework with anonymous bids and explore the extent to which anonymity reduces the possibility of identifying private value auction models. Second, in the asymmetric independent private value model which is nonparametrically identified, we generalize Guerre, Perrigne and Vuong’s estimation procedure…
预算约束下福利最大化处理分配的推断
This paper concerns the problem of allocating a binary treatment among a target population based on observed covariates. The goal is to (i) maximize the mean social welfare arising from an eventual outcome distribution, when a budget constraint limits what fraction of the population can be treated and (ii) to infer the dual value, i.e. the minimum resources needed to attain a specific level of mean welfare via efficient treatment assignment. We consider a treatment…
固定效应空间动态面板的估计：空间协整情形
Yu et al. (2008) establish asymptotic properties of quasi-maximum likelihood estimators for a stable spatial dynamic panel model with fixed effects when both the number of individuals n and the number of time periods T are large. This paper investigates unstable cases where there are unit roots generated by temporal and spatial correlations. We focus on the spatial cointegration model where some eigenvalues of the data generating process are equal to 1 and the outcomes of…
用于分析超高维异质性的分位数回归
Ultra-high dimensional data often display heterogeneity due to either heteroscedastic variance or other forms of non-location-scale covariate effects. To accommodate heterogeneity, we advocate a more general interpretation of sparsity which assumes that only a small number of covariates influence the conditional distribution of the response variable given all candidate covariates; however, the sets of relevant covariates may differ when we consider different segments of the…
HIV预防试验中时变主分层的部分隐马尔可夫模型
It is frequently of interest to estimate the intervention effect that adjusts for post-randomization variables in clinical trials. In the recently completed HPTN 035 trial, there is differential condom use between the three microbicide gel arms and the No Gel control arm, so that intention to treat (ITT) analyses only assess the net treatment effect that includes the indirect treatment effect mediated through differential condom use. Various statistical methods in causal…
动态处理方案的贝叶斯推断：学生分层中的流动、公平与效率
Policies in health, education, and economics often unfold sequentially and adapt to changing conditions. Such time-varying treatments pose problems for standard program evaluation methods because intermediate outcomes are simultaneously pretreatment confounders and posttreatment outcomes. This article extends the Bayesian perspective on causal inference and optimal treatment to these types of dynamic treatment regimes. A unifying idea remains ignorable treatment assignment,…
具有空间依赖的样本选择模型估计
SUMMARY We consider the estimation of a sample selection model that exhibits spatial autoregressive errors (SAE). Our methodology is motivated by a two‐step strategy where in the first step we estimate a spatial probit model and in the second step (outcome equation) we include an estimated inverse Mills ratio (IMR) as a regressor to control for selection bias. Since the appropriate IMR under SAE depends on a parameter from the second step, both steps are jointly estimated…
重新考察贸易创造与转移：模型不确定性和自然贸易伙伴效应
SUMMARY The effect of preferential trade agreements (PTAs) on trade flows is subject to model uncertainty stemming from the diverse and even contradictory effects suggested by the theoretical PTA literature. The existing empirical literature has produced remarkably disparate results and the wide variety of empirical approaches reflects the uncertainty about the ‘correct’ set of explanatory variables that ought to be included in the analysis. To account for the model…
从市场份额到消费者类型：差异化产品需求估计中的对偶性
SUMMARY A widely applied method for differentiated product demand estimation, introduced by Berry, Levinsohn and Pakes in 1995, is founded on matching observed and theoretical market shares of products. In this paper, we allow for discrete consumer tastes and derive an equivalent matching occurring in the consumer type space. The equivalence between the two formulations expresses a duality between market shares and consumer types. In applications where a large number of…
汽油需求的价格响应：经济形状约束与非参数估计
This paper develops a new method for estimating a demand function and the welfare consequences of price changes. The method is applied to gasoline demand in the United States and is applicable to other goods. The method uses shape restrictions derived from economic theory to improve the precision of a nonparametric estimate of the demand function. Using data from the U.S. National Household Travel Survey, we show that the restrictions are consistent with the data on gasoline…
存在潜在变量与选择变量时的高维有向无环图学习
We consider the problem of learning causal information between random variables in directed acyclic graphs (DAGs) when allowing arbitrarily many latent and selection variables. The FCI (Fast Causal Inference) algorithm has been explicitly designed to infer conditional independence and causal information in such settings. However, FCI is computationally infeasible for large graphs. We therefore propose the new RFCI algorithm, which is much faster than FCI. In some situations…
基于条件随机化检验的序贯监测
Sequential monitoring in clinical trials is often employed to allow for early stopping and other interim decisions, while maintaining the type I error rate. However, sequential monitoring is typically described only in the context of a population model. We describe a computational method to implement sequential monitoring in a randomization-based context. In particular, we discuss a new technique for the computation of approximate conditional tests following restricted…
具有AR(1)误差和短时间维度的面板单位根检验
We propose unit root tests for panel data with a small number of time periods, T, and increments that follow an AR(1) process under the null. The model is a fixed‐effect panel version of the augmented Dickey–Fuller regression of order 1. Individual‐specific linear trends may also be included. The test statistics are t‐type statistics based on least‐squares estimates from which the Nickell bias is removed. Their limiting distributions (for an increasing number of independent…
固定效应半参数面板模型的共同趋势检验
This paper proposes a non‐parametric test for common trends in semi‐parametric panel data models with fixed effects based on a measure of non‐parametric goodness‐of‐fit (R2). We first estimate the model under the null hypothesis of common trends by the method of profile least squares, and obtain the augmented residual which consistently estimates the sum of the fixed effect and the disturbance under the null. Then we run a local linear regression of the augmented residuals…
重尾分布下不平等指标的推断问题
We consider the class of heavy‐tailed income distributions and show that the shape of the income distribution has a strong effect on inference for inequality measures. In particular, we demonstrate how the severity of the inference problem responds to the exact nature of the right tail of the income distribution. It is shown that the density of the studentized inequality measure is heavily skewed to the left, and that the excessive coverage failures of the usual confidence…
连续状态空间马尔可夫决策过程的半参数估计
We propose a general two-step estimator for a popular Markov discrete choice model that includes a class of Markovian games with continuous observable state space. Our estimation procedure generalizes the computationally attractive methodology of Pesendorfer and Schmidt-Dengler (2008) that assumed finite observable states. This extension is non-trivial as the policy value functions are solutions to some type II integral equations. We show that the inverse problem is…
固定效应线性面板中对异方差、自相关与空间相关稳健的推断
This paper develops an asymptotic theory for test statistics in linear panel models that are robust to heteroskedasticity, autocorrelation and/or spatial correlation. Two classes of standard errors are analyzed. Both are based on nonparametric heteroskedasticity autocorrelation (HAC) covariance matrix estimators. The first class is based on averages of HAC estimators across individuals in the cross-section, i.e. “averages of HACs”. This class includes the well known cluster…
不可分结构系统中的局部间接最小二乘与平均边际效应
We study the scope of local indirect least squares (LILS) methods for nonparametrically estimating average marginal effects of an endogenous cause X on a response Y in triangular structural systems that need not exhibit linearity, separability, or monotonicity in scalar unobservables. One main finding is negative: in the fully nonseparable case, LILS methods cannot recover the average marginal effect. LILS methods can nevertheless test the hypothesis of no effect in the…
重新审视工具变量的有效性
This paper shows how valid inferences can be made when an instrumental variable does not perfectly satisfy the orthogonality condition. When there is a mild violation of the orthogonality condition, the Anderson and Rubin (1949) test is oversized. In order to correct this problem, the fractionally resampled Anderson–Rubin test is derived by modifying Wu’s (1990) resampling technique. We select half of the sample when resampling and obtain valid but conservative critical…