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两样本汇总数据孟德尔随机化中的去偏逆方差加权估计AI 解读

Mendelian randomization (MR) has become a popular approach to study the effect of a modifiable exposure on an outcome by using genetic variants as instrumental variables. A challenge in MR is that each genetic variant explains a relatively small proportion of variance in the exposure and there are many such variants, a setting known as many weak instruments. To this end, we provide a theoretical characterization of the statistical properties of two popular estimators in MR:…

利用平滑与筛方法求解动态离散选择模型AI 解读

We propose to combine smoothing, simulations and sieve approximations to solve for either the integrated or expected value function in a general class of dynamic discrete choice (DDC) models. We use importance sampling to approximate the Bellman operators defining the two functions. The random Bellman operators, and therefore also the corresponding solutions, are generally non-smooth which is undesirable. To circumvent this issue, we introduce smoothed versions of the random…

递增拍卖中的竞价摩擦AI 解读

This paper develops an approach for identifying and estimating the distribution of valuations in ascending auctions where an indeterminate number of bidders have an unknown number of bidding opportunities. To finesse the complications for identification and estimation due to multiple equilibria, our empirical analysis is based on the fact that bidders play undominated strategies in every equilibrium. We apply the model to a monthly financial market in which local banks…

非法药物使用、教育与劳动力市场结果AI 解读

In this paper we investigate the causal effects of consuming illegal drugs on educational attainment, employment, and wages. To identify these effects we develop and estimate a dynamic structural model to jointly consider decisions of whether to consume drugs, attend school, participate in the labor force, and save.

动态离散选择模型的半参数估计AI 解读

We consider the estimation of dynamic binary choice models in a semiparametric setting, in which the per-period utility functions are known up to a finite number of parameters, but the distribution of utility shocks is left unspecified. This semiparametric setup differs from most of the existing identification and estimation literature for dynamic discrete choice models. To show identification we derive and exploit a new recursive representation for the unknown quantile…

结构动态 Logit 模型中未观测异质性的充分统计量AI 解读

We study the identification and estimation of structural parameters in dynamic panel data logit models where decisions are forward-looking and the joint distribution of unobserved heterogeneity and observable state variables is nonparametric, i.e., fixed-effects model. We consider models with two endogenous state variables: the lagged decision variable, and the time duration in the last choice. This class of models includes as particular cases important economic applications…

利用二元工具变量部分识别非可分模型AI 解读

In this study, we explore the partial identification of nonseparable models with continuous endogenous and binary instrumental variables. We show that the structural function is partially identified when it is monotone or concave in the explanatory variable. D’Haultfœuille and Février (2015, Econometrica 83(3), 1199–1210) and Torgovitsky (2015, Econometrica 83(3), 1185–1197) prove the point identification of the structural function under a key assumption that the conditional…

具有因子结构的多任务分位数回归AI 解读

A multivariate quantile regression model with a factor structure is proposed to study data with multivariate responses with covariates. The factor structure is allowed to vary with the quantile levels, which is more flexible than the classical factor models. Assuming the number of factors is small, and the number of responses and the input variables are growing with the sample size, the model is estimated with the nuclear norm regularization. The incurred optimization…

考虑网络变化的处理效应AI 解读

Abstract Networks may rewire in response to interventions. We propose a measure of the treatment effect when an intervention affects the structure of a social network. We develop a treatment-response model that incorporates dynamic peer effects and provide its identification conditions and the associated instrumental-variable strategy. We illustrate our estimation procedure using a panel data set containing information on a financial network before and after a field…

网络规模推算法三十年AI 解读

Estimating the size of hard-to-reach populations is an important problem for many fields. The Network Scale-up Method (NSUM) is a relatively new approach to estimate the size of these hard-to-reach populations by asking respondents the question, "How many X's do you know," where X is the population of interest (e.g. "How many female sex workers do you know?"). The answers to these questions form Aggregated Relational Data (ARD). The NSUM has been used to estimate the size of…

利用因果推断与机器学习评估1990年《清洁空气法》修正案的健康影响AI 解读

We develop a causal inference approach to estimate the number of adverse health events that were prevented due to changes in exposure to multiple pollutants attributable to a large-scale air quality intervention/regulation, with a focus on the 1990 Clean Air Act Amendments (CAAA). We introduce a causal estimand called the Total Events Avoided (TEA) by the regulation, defined as the difference in the number of health events expected under the no-regulation pollution exposures…

成人声调学习的贝叶斯半参数纵向漂移扩散混合模型AI 解读

Understanding how adult humans learn nonnative speech categories such as tone information has shed novel insights into the mechanisms underlying experience-dependent brain plasticity. Scientists have traditionally examined these questions using longitudinal learning experiments under a multi-category decision making paradigm. Drift-diffusion processes are popular in such contexts for their ability to mimic underlying neural mechanisms. Motivated by these problems, we develop…

利用最大逐元素偏差检验随机区块模型的拟合优度AI 解读

–The stochastic block model is widely used for detecting community structures in network data. How to test the goodness of fit of the model is one of the fundamental problems and has gained growing interests in recent years. In this article, we propose a novel goodness-of-fit test based on the maximum entry of the centered and rescaled adjacency matrix for the stochastic block model. One noticeable advantage of the proposed test is that the number of communities can be…

网络依赖可能导致虚假关联与无效推断AI 解读

Researchers across the health and social sciences generally assume that observations are independent, even while relying on convenience samples that draw subjects from one or a small number of communities, schools, hospitals, etc. A paradigmatic example of this is the Framingham Heart Study (FHS). Many of the limitations of such samples are well-known, but the issue of statistical dependence due to social network ties has not previously been addressed. We show that, along…

临床试验中经选择子群的统计推断AI 解读

When existing clinical trial data suggest a promising subgroup, we must address the question of how good the selected subgroup really is. The usual statistical inference applied to the selected subgroup, assuming that the subgroup is chosen independent of the data, may lead to an overly optimistic evaluation of the selected subgroup. In this article, we address the issue of selection bias and develop a de-biasing bootstrap inference procedure for the best selected subgroup…

快速校准的加性分位数回归AI 解读

Matteo Fasioloa*, Simon N. Wooda , Margaux Zaffranb, Raphaël Nedellecc & Yannig Goudec a School of Mathematics, University of Bristol , Bristol , UK;; b ENSTA ParisTech , Paris , France;; c Électricité de France R&D , Paris , France Color versions of one or more of the figures in the article can be found online at www.tandfonline.com/r/JASA. Supplementary materials for this article are available online. Please go to www.tandfonline.com/r/JASA.CONTACT Matteo Fasiolo…

个体化多方向变量选择AI 解读

In this article, we propose a heterogeneous modeling framework which achieves individual-wise feature selection and heterogeneous covariates’ effects subgrouping simultaneously. In contrast to conventional model selection approaches, the new approach constructs a separation penalty with multidirectional shrinkages, which facilitates individualized modeling to distinguish strong signals from noisy ones and selects different relevant variables for different individuals.…

依从者随机直接效应：识别与稳健估计AI 解读

Mediation analysis is critical to understanding the mechanisms underlying exposure-outcome relationships. In this paper, we identify the instrumental variable-direct effect of the exposure on the outcome not through the mediator, using randomization of the instrument. We call this estimand the complier stochastic direct effect (CSDE). To our knowledge, such an estimand has not previously been considered or estimated. We propose and evaluate several estimators for the CSDE: a…

运行变量存在组别特定测量误差时的断点回归校正AI 解读

When the running variable in a regression discontinuity (RD) design is measured with error, identification of the local average treatment effect of interest will typically fail. While the form of this measurement error varies across applications, in many cases the measurement error structure is heterogeneous across different groups of observations. We develop a novel measurement error correction procedure capable of addressing heterogeneous mismeasurement structures by…

持续时间结果下处理效应异质性的非参数检验AI 解读

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy (1) has zero distributional (average) effect for all subpopulations defined by covariate values, and (2) has homogeneous average effect across different subpopulations. The proposed tests are based on two-step Kaplan–Meier integrals and do not rely on parametric distributional…

谁是关键参与者？青少年违法行为的网络分析AI 解读

This article presents a methodology for empirically identifying the key player, whose removal from the network leads to the optimal change in aggregate activity level in equilibrium [Ballester, C., Calvó-Armengol, A., and Zenou, Y. (2006), “Who’s Who in Networks. Wanted: The Key Player,” Econometrica, 74: 1403–1417], allowing the network links to rewire after the removal of the key player. First, we propose an IV-based estimation strategy for the social-interaction effect,…

在稀疏分位数回归中纳入预测变量的图结构AI 解读

Quantile regression in high-dimensional settings is useful in analyzing high-dimensional heterogeneous data. In this article, different from existing methods in quantile regression which treat all the predictors equally with the same priori, we take advantage of the graphical structure among predictors to improve the performance of parameter estimation, model selection, and prediction in sparse quantile regression. It is shown under mild conditions that the proposed method…

多维经济离散度指数及其应用AI 解读

The Gini index is widely used in economics as a measure of inequality with respect to income or wealth. However, it is not applicable when we consider evaluating the inequality level using more than one social resources. To comprehensively evaluate the social inequality level, we propose a multidimensional economic dispersion index (MEDI) based on the Lorenz hyper-surface determined by the distributions of multiple social resources. The MEDI is a natural extension of the…

混合离散与连续数据的非参数分位数回归估计AI 解读

In this article, we investigate the problem of nonparametrically estimating a conditional quantile function with mixed discrete and continuous covariates. A local linear smoothing technique combining both continuous and discrete kernel functions is introduced to estimate the conditional quantile function. We propose using a fully data-driven cross-validation approach to choose the bandwidths, and further derive the asymptotic optimality theory. In addition, we also establish…