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社会项目评估中如何处理项目退出者AI 解读

This paper explores issues that arise in the evaluation of social programs using experimental data in the frequently encountered case where some of the experimental treatment group members drop out of the program prior to receiving treatment. We begin with the standard estimator for this case and the identifying assumption upon which it rests. We then examine the behavior of the estimator when the dropouts receive a partial "dose" of the program treatment prior to dropping…

高斯独立增量群序贯设计中的偏差估计与减小AI 解读

A concern in the use of sequential testing procedures is the bias associated with the estimates of treatment differences. Clinical trials that stop early because of evidence of therapeutic benefit are prone to exaggerate the magnitude of the treatment effect. We consider methods for estimating and reducing the bias of treatment differences estimators in group sequential designs with Gaussian independent increment structure. We derive an analytical expression for the bias and…

稳健的协变量调整对数秩检验AI 解读

In testing for significance of treatment effect within two-sample censored survival data with measured covariates, it is known (Tsiatis, Rosner & Tritchler, 1985) that adjusting the logrank test statistic using a proportional-hazards model for covariate effect can substantially increase efficiency. Extending the robust score statistics described by Lin & Wei (1989), we show how to estimate and optimise the relative efficiencies of such score statistics based on various…

泊松与过度离散泊松回归中以计数代替事件时间的效率损失AI 解读

Inference for point processes is most efficient if the event times for each individual are available. Sometimes, the study design is such that only aggregated data are collected, consisting of the number of events or recurrences for each individual over the observation period. This article discusses the loss in efficiency of an analysis of the aggregated counts versus an analysis of the actual event times. One particular case is exemplified—that in which the purpose of the…

泊松及过度离散泊松回归中用计数替代事件时点的效率损失AI 解读

Inference for point processes is most efficient if the event times for each individual are available. Sometimes, the study design is such that only aggregated data are collected, consisting of the number of events or recurrences for each individual over the observation period. This article discusses the loss in efficiency of an analysis of the aggregated counts versus an analysis of the actual event times. One particular case is exemplified—that in which the purpose of the…

计数数据模型的工具变量估计：吸烟行为模型的应用AI 解读

As with most analyses involving microdata, applications of count data models must somehow account for unobserved heterogeneity. The count model literature has generally assumed that unobservables and observed covariates are statistically independent. Yet for many applications this independence assumption is clearly tenuous. When the unobservables are omitted variables correlated with included regressors, standard estimation methods will generally be inconsistent. Though…

单调处理响应AI 解读

This paper investigates what may be learned about treatment response when it is assumed that response functions are monotone, semimonotone, or concave-monotone. Nothing is assumed about the process of treatment selection and cross-individual restrictions on response are not imposed. The idea is to determine, for every member of the population, the response functions that pass through the realized (treatment, outcome) pair and that are consistent with the assumption imposed.…

利用受污染自然实验数据界定因果效应：青少年生育的影响AI 解读

In this paper, we consider what can be learned about causal effects when one uses a contaminated instrumental variable. In particular, we consider what inferences can be made about the causal effect of teenage childbearing on a teen mother's subsequent outcomes when we use the natural experiment of miscarriages to form an instrumental variable for teen births. Miscarriages might not meet all of the conditions required for an instrumental variable to identify such causal…

匹配作为计量评估估计量：职业培训项目的证据AI 解读

This paper considers whether it is possible to devise a nonexperimental procedure for evaluating a prototypical job training programme. Using rich nonexperimental data, we examine the performance of a two-stage evaluation methodology that (a) estimates the probability that a person participates in a programme and (b) uses the estimated probability in extensions of the classical method of matching. We decompose the conventional measure of programme evaluation bias into…

工具变量模型中服从者结果分布的估计AI 解读

In Imbens and Ingrist (1994), Angrist, Imbens and Rubin (1996) and Imbens and Rubin (1997), assumptions have been outlined under which instrumental variables estimands can be given a causal interpretation as a local average treatment effect without requiring functional form or constant treatment effect assumptions. We extend these results by showing that under these assumptions one can estimate more from the data than the average causal effect for the subpopulation of…

实验与受试者自主探查AI 解读

This paper examines the impact of randomisation and blinding in experiments in which subjects act like investigators by attempting to learn about the effectiveness of the administered treatments. We derive the effects that this type of subject inference has on investigator inference. We show that the conditions under which randomisation and blinding induce unbiased estimation when subjects make treatment inferences are extremely strong and unlikely to hold in most…

不完全依从研究中的处理效应界AI 解读

This article establishes nonparametric formulas that can be used to bound the average treatment effect in experimental studies in which treatment assignment is random but subject compliance is imperfect. The bounds provided are the tightest possible, given the distribution of assignments, treatments, and responses. The formulas show that even with high rates of noncompliance, experimental data can yield useful and sometimes accurate information on the average effect of a…

协变量匹配的函数均值差单侧检验AI 解读

When testing hypotheses about the effects of different treatments, variation among covariates can become confounded with that between treatments unless the treatments are applied using paired covariates. In the context of unpaired covariates, we propose implicit covariate-matching methods for testing the hypothesis that one treatment effect is greater than another. The methods are founded on the assumption that the mean treatment effect, conditional on the covariate, is a…

最后通牒议价分析：形状约束下两条效力曲线的贝叶斯比较AI 解读

An experiment designed to test whether experimenter observation influences play of the ultimatum game led to a comparison of proportions of perfect equilibria obtained under different conditions. The authors' analysis features a Bayesian approach to this comparison. Their method extends recent work in the nonparametric Bayesian analysis of bioassay problems when the prior constrains the form of the potency curve. Sampling-based approaches to calculating posterior features of…

两处理重复测量设计的最优性与效率AI 解读

For an arbitrary covariance matrix and any number of treatments and periods, necessary and sufficient conditions for the optimality of a repeated measurements, i.e. crossover or changeover, design were given in the, as yet, unpublished report by H. B. Kushner ‘Optimal repeated measurements designs: the linear optimality equations’ (Kushner, report). Here we specialise the results to the two-treatment case. We give linear equations whose solutions are the proportions of…

弱工具变量下的工具变量回归AI 解读

This paper develops asymptotic distribution theory for instrumental variables regression when the partial correlations between the instruments and the endogenous variables are weak, here modeled as local to zero. Asymptotic representation are provided for various statistics, including two-stage least squares and limited information maximum likelihood estimators, Wald statistics, and statistics testing overidentification and endogeneity. The asymptotic distributions provide…

基于因果式残差正交化的向量自回归脉冲响应函数AI 解读

A data-determined method for testing structural models of the errors in vector autoregressions is discussed. The method can easily be combined with prior economic knowledge and a subjective analysis of data characteristics to yield valuable information concerning model selection and specification. In one dimension, it turns out that standard t statistics can be used to test the various overidentifying restrictions that are implied by a model. In another dimension, the method…

医疗技术的边际成本效果：面板工具变量方法AI 解读

We use panel instrumental variables techniques to estimate incremental mortality and cost effects of intensive procedures for treating heart attacks among the elderly. We identify incremental effects by comparing trends in procedure use, hospital costs, and mortality between hospitals that adopted intensive technologies to corresponding trends at nonadopting hospitals. We formalize the identification assumptions required for ‘difference-in-differences’ estimation and present…

存在不依从的随机实验中因果效应的贝叶斯推断AI 解读

For most of this century, randomization has been a cornerstone of scientific experimentation, especially when dealing with humans as experimental units. In practice, however, noncompliance is relatively common with human subjects, complicating traditional theories of inference that require adherence to the random treatment assignment. In this paper we present Bayesian inferential methods for causal estimands in the presence of noncompliance, when the binary treatment…

加权平均生存检验统计量：删失生存数据的一类距离检验AI 解读

Summary A class of test statistics is introduced which is sensitive against the alternative of stochastic ordering in the two-sample censored data problem. The test statistics for evaluating a cumulative weighted difference in survival distributions are developed while taking into account the imbalances in base-line covariates between two groups. This procedure can be used to test the null hypothesis of no treatment effect, especially when base-line hazards cross and…

Summary Observational data are often analysed as if they had resulted from a controlled study, and yet the tacit assumption of randomness can be crucial for the validity of inference. We take some simple statistical models and supplement them by adding a parameter θ which reflects the degree of non-randomness in the sample. For a randomized study θ is known to be 0. We examine the profile log-likelihood for θ and the sensitivity of inference to small non-zero values of θ.…

癌症一级与二级预防效果的分别估计：皮肤自检与黑色素瘤病例对照研究AI 解读

Case-control studies increasingly have been used to evaluate the impact of cancer screening strategies. In this context the intent of the screening test has been to reduce cancer mortality by early detection of cancers, permitting curative therapy in some patients who would die of the disease if diagnosis were delayed until the disease was detected clinically. This phenomenon is known as secondary prevention. In an analysis of a case-control study of skin self-examination…

平衡不完全重复测量设计中的秩变换方法AI 解读

Asymptotic properties of statistics designed to detect general alternatives in compound symmetric balanced incomplete repeated-measures designs with fixed treatment effects are investigated. Included in this study are the analysis of variance (ANOVA) F statistic, its rank transform Durbin's statistic. By making asymptotic relative efficiency comparisions among these statistics when they have been computed with and without mean alignment, valuable new insight into their…

可交换二元数据的独立性、处理异质性与剂量趋势检验AI 解读

Existing methods of testing for treatment effects for clustered binary data include the beta-binomial, quasilikelihood GEE procedures. All of these methods revolve around the mean response and the second-order correlation. However, these two parameters alone do not fully determine the effect of treatment. This article develops nonparametric likelihood ratio procedures to test for independence, heterogeneity dose-related trend in dose—response studies involving exchangeable…