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用提升法加性分位数回归识别儿童严重营养不良风险因素AI 解读

We investigated the risk factors for childhood malnutrition in India based on the 2005/2006 Demographic and Health Survey by applying a novel estimation technique for additive quantile regression. Ordinary linear and generalized linear regression models relate the mean of a response variable to a linear combination of covariate effects, and, as a consequence, focus on average properties of the response. The use of such a regression model for analyzing childhood malnutrition…

主分层框架下用Copula建模部分依从性AI 解读

Within the principal stratification framework for causal inference, modeling partial compliance is challenging because the continuous nature of the principal strata raises subtle specification issues. In this context, we propose an approach based on the assumption that the joint distribution of the degree of compliance to the treatment and the degree of compliance to the control follows a Plackett copula, so that their association is modeled in a flexible way through a…

删失纵向数据分析的半参数阈值模型AI 解读

Motivated by an investigation of the relationship between blood pressure change and progression of microalbuminuria (MA) among individuals with type I diabetes, we propose a new semiparametric threshold model for censored longitudinal data analysis. We also study a new semiparametric Bayes information criterion-type criterion for identifying the parametric component of the proposed model. Cluster effects in the model are implemented as unknown fixed effects. Asymptotic…

观察期依赖事件时的自控病例系列分析AI 解读

The self-controlled case series method may be used to study the association between a time-varying exposure and a health event. It is based only on cases, and it controls for fixed confounders. Exposure and event histories are collected for each case over a predefined observation period. The method requires that observation periods should be independent of event times. This requirement is violated when events increase the mortality rate, since censoring of the observation…

主分层内基于随机化的推断AI 解读

In randomized studies, treatment comparisons conditional on intermediate post-randomization outcomes using standard analytic methods do not have a causal interpretation. An alternate approach entails treatment comparisons within principal strata defined by the potential outcomes for the intermediate outcome that would be observed under each treatment assignment. In this paper, we develop methods for randomization-based inference within principal strata. The proposed methods…

利用时空信息估计长期空气污染效应AI 解读

There is substantial observational evidence that long-term exposure to particulate air pollution is associated with premature death in urban populations. Estimates of the magnitude of these effects derive largely from cross-sectional comparisons of adjusted mortality rates among cities with varying pollution levels. Such estimates are potentially confounded by other differences among the populations correlated with air pollution, for example, socioeconomic factors. An…

作为病态逆问题的半参数需求分析AI 解读

In this paper we are concerned with analyzing the behavior of a semiparametric estimator that corrects for endogeneity in a nonparametric regression by assuming mean independence of residuals from instruments only. Because it is common in many applications, we focus on the case where endogenous regressors and additional instruments are jointly normal, conditional on exogenous regressors. This leads to a severely ill-posed inverse problem. In this setup, we show first how to…

非参数工具变量回归中的惩罚识别与估计AI 解读

The nonparametric estimation of a regression function from conditional moment restrictions involving instrumental variables is considered. The rate of convergence of penalized estimators is studied in the case where the regression function is not identified from the conditional moment restriction. We also study the gain of modifying the penalty in the estimation, considering derivatives in the penalty. We analyze the effect of this modification on the identification of the…

未知算子的病态逆问题收敛率AI 解读

This paper studies the estimation of a nonparametric function ϕ from the inverse problem r = Tϕ given estimates of the function r and of the linear transform T . We show that rates of convergence of the estimator are driven by two types of assumptions expressed in a single Hilbert scale. The two assumptions quantify the prior regularity of ϕ and the prior link existing between T and the Hilbert scale. The approach provides a unified framework that allows us to compare…

计量经济学病态逆问题的收敛率最优性AI 解读

In this paper we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. We establish minimax risk lower bounds in mean integrated squared error loss for the NPIR and NPIV models under two basic regularity conditions: the approximation number and the link condition. We show that both a simple projection estimator for the NPIR…

密度反卷积的谱方法AI 解读

We propose a new estimator for the density of a random variable observed with an additive measurement error. This estimator is based on the spectral decomposition of the convolution operator, which is compact for an appropriate choice of reference spaces. The density is approximated by a sequence of orthonormal eigenfunctions of the convolution operator. The resulting estimator is shown to be consistent and asymptotically normal. While most estimation methods assume that the…

利用控制函数识别三角系统AI 解读

This note discusses identification in nonparametric, continuous triangular systems. It provides conditions that are both necessary and sufficient for the existence of control functions satisfying conditional independence and support requirements. Confirming a commonly noticed pattern, these conditions restrict the admissible dimensionality of unobserved heterogeneity in the first-stage structural relation, or more generally the dimensionality of the family of conditional…

非参数工具变量问题中的完备性条件AI 解读

The notion of completeness between two random elements has been considered recently to provide identification in nonparametric instrumental problems. This condition is quite abstract, however, and characterizations have been obtained only in special cases. This paper considers a nonparametric model between the two variables with an additive separability and a large support condition. In this framework, different versions of completeness are obtained, depending on which…

教育回报估计：基于正态混合的似然方法AI 解读

Abstract In this paper we develop likelihood‐based methods for statistical inference in a joint system of equations for the choice of length of schooling and earnings. The model for schooling choice is assumed to be an ordered probit model, whereas the earnings equation contains variables that are flexible transformations of schooling and experience, with corresponding coefficients that are allowed to be heterogeneous across individuals. Under the assumption that the…

二元响应模型的一族经验似然函数与估计量AI 解读

The minimum discrimination information principle is used to identify an appropriate parametric family of probability distributions and the corresponding maximum likelihood estimators for binary response models. Estimators in the family subsume the conventional logit model and form the basis for a set of parametric estimation alternatives with the usual asymptotic properties. Sampling experiments are used to assess finite sample performance.

竞争性储藏模型的实证相关性AI 解读

The empirical relevance of models of competitive storage arbitrage in explaining commodity price behavior has been seriously challenged in a series of pathbreaking papers by (Deaton and Laroque, 1992), (Deaton and Laroque, 1995) and (Deaton and Laroque, 1996). Here we address their major criticism, that the model is in general unable to explain the degree of serial correlation observed in the prices of twelve major commodities. First, we present a simple numerical version of…

“随机意义上更厌恶风险”：风险下随机离散选择的情境理论AI 解读

Microeconometric treatments of discrete choice under risk are typically homoscedastic latent variable models. Specifically, choice probabilities are given by preference functional differences (given by expected utility, rank-dependent utility, etc.) embedded in cumulative distribution functions. This approach has a problem: Estimated utility function parameters meant to represent agents' degree of risk aversion in the sense of Pratt (1964) do not imply a suggested…

相对于给定函数的二阶随机占优半非参数检验AI 解读

In an expected utility framework, assuming a decision maker operates under utility k([dot operator][theta]), for two risky alternatives X and Y with respective distribution functions F and G, alternative X is said to dominate alternative Y with respect to k([dot operator][theta]) if for all y. Utilizing the empirical distribution functions of F and G, a statistical test is presented to test the null hypothesis of indifference between X and Y given k([dot operator][theta])…

利用显示偏好数据识别风险偏好的全局问题AI 解读

The concept of parameter identification (for a given specification) is differentiated from global identification (which specification is right). First-order conditions for production under risk are shown to admit many alternative specification pairs representing risk preferences and either perceived price risk, production risk, or the deterministic production structure. Imposing an arbitrary specification on any of the latter three determines which risk preference…

处理状态误分类与处理效应：英国教育回报的应用AI 解读

We study the impact of misreported treatment status on the estimation of causal treatment effects, focusing on applications where no additional information or repeated measurements are available. We first characterize the bias introduced by misclassification on the average treatment effect on the treated (ATT) under a conditional independence assumption, in both a binary and a multiple-treatment setting. We find that the bias of matching-type estimators computed from…

双重差分模型中的分布恢复：选拔制与综合制中学教育比较AI 解读

We compare the effects of selective and nonselective secondary education on children's test scores, using British data from the National Child Development Study. Test scores are modeled as the output of an additive production function. An important input is the child's unobserved initial endowment, which may be correlated with the education system attended. In this model, we generalize the difference-in-differences approach and identify the entire counterfactual distribution…

帮助还是阻碍？大学补修教育对学业与劳动力市场结果的影响AI 解读

Providing remedial (also known as developmental) education is the primary way colleges cope with students who do not have the academic preparation needed to succeed in college-level courses. Remediation is widespread, with nearly one-third of entering freshmen taking remedial courses at an annual cost of at least $$1 billion. Despite its prevalence, there is uncertainty surrounding its short- and longer-run effects. This paper presents new evidence on this question using…

个体化治疗规则的性能保证AI 解读

Because many illnesses show heterogeneous response to treatment, there is increasing interest in individualizing treatment to patients [11]. An individualized treatment rule is a decision rule that recommends treatment according to patient characteristics. We consider the use of clinical trial data in the construction of an individualized treatment rule leading to highest mean response. This is a difficult computational problem because the objective function is the…

偏序下的多元分位数AI 解读

This paper focuses on generalizing quantiles from the ordering point of view. We propose the concept of partial quantiles, which are based on a given partial order. We establish that partial quantiles are equivariant under order-preserving transformations of the data, robust to outliers, characterize the probability distribution if the partial order is sufficiently rich, generalize the concept of efficient frontier, and can measure dispersion from the partial order…