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工具变量与内生解释变量弱相关时的估计问题AI 解读

We draw attention to two problems associated with the use of instrumental variables (IV), the importance of which for empirical work has not been fully appreciated. First, the use of instruments that explain little of the variation in the endogenous explanatory variables can lead to large inconsistencies in the IV estimates even if only a weak relationship exists between the instruments and the error in the structural equation. Second, in finite samples, IV estimates are…

长期因果关系AI 解读

The definition of causation, discussed in Granger (1980) and elsewhere, has been widely applied in economics and in other disciplines. For this definition, a series y t is said to cause x t +l if it contains information about the forecastability for x t +l contained nowhere else in some large information set, which includes x t − j , j ≥ 0. However, it would be convenient to think of causality being different in extent or direction at seasonal or low frequencies, say, than…

教育回报的分样本工具变量估计AI 解读

Two-stage least squares is biased in the same direction as ordinary least squares even in very large samples. The authors propose a split-sample instrumental variables estimator that is not biased toward ordinary least squares. Split-sample instrumental variables uses one-half of a sample to estimate parameters of the first-stage equation. Estimated first-stage parameters are then used to construct fitted values and second-stage parameter estimates in the other half sample.…

一般责任法律改革与保险市场结果的分布AI 解读

Many states enacted tort liability reform laws in the late 1980s to limit liability costs and stabilize insurance markets. This paper uses firm-level data from two states that enacted reforms over the 1984-91 period--New York and Colorado--to assess their effects. The liability insurance performance in Pennsylvania and Kentucky--two states that did not adopt reforms--provides a reference point for how insurance markets might have performed. The quantile regression models…

经济学中的自然实验与准实验AI 解读

Using research designs patterned after randomized experiments, many recent economic studies examine outcome measures for treatment groups and comparison groups that are not randomly assigned. By using variation in explanatory variables generated by changes in state laws, government draft mechanisms, or other means, these studies obtain variation that is readily examined and is plausibly exogenous. This article describes the advantages of these studies and suggests how they…

高中额外数学与科学课程对青年男女的收益AI 解读

This paper examines the effects of taking more high school math and science classes on wages, the likelihood of entering a technical job or a job traditional for one's sex, and the likelihood of choosing a technical college major or a major traditional for one's sex. Results from two data sets show that taking more high school math increases wages and increases the likelihood of entering technical and nontraditional fields for female college graduates. No significant impact…

使用 P-P 图比较处理效应AI 解读

This article examines the use of the probability-probability plot (p-p plot) as a method for comparing treatment effects. To begin in the context of three examples the p-p plot is contrasted with the quantile-quantile plot (q-q plot), which is an alternative means of describing treatment effects. In these examples it is shown that p-p plots representing different experimental conditions or patient populations allow scale-invariant comparisons of treatment effects but q-q…

缺失数据下重复结局半参数回归模型的分析AI 解读

We propose a class of inverse probability of censoring weighted estimators for the parameters of models for the dependence of the mean of a vector of correlated response variables on a vector of explanatory variables in the presence of missing response data. The proposed estimators do not require full specification of the likelihood. They can be viewed as an extension of generalized estimating equations estimators that allow for the data to be missing at random but not…

补充意向治疗分析：处理临床试验中随机化后观测的协变量AI 解读

A problem that arises frequently in the analysis of clinical trials is accounting for covariates observed postrandomization. Two examples are patient compliance measured through pill counts and the dose of a concomitant medication. Typically these are measured concurrently with the primary endpoint at the regularly scheduled follow-ups during the course of the study. To account for these effects, the confounders are sometimes introduced as time-dependent covariates into the…

姐妹、同胞与母亲：动态家庭背景下青少年生育对出生结局的影响AI 解读

A statistical model of dynamic intrafamily investment behavior incorporating endowment heterogeneity is estimated to evaluate alternative estimation procedures that have exploited family and kinship data. These procedures, which place alternative restrictions on the endowment structure and on behavior, include generalized least squares, fixed-effects based on the children of sisters and siblings, and instrumental variables. The framework is applied to data on birth outcomes,…

医疗需求证明监管与创新扩散：随机系数模型AI 解读

Abstract In this paper, we examine empirically the effect that certificate‐of‐need regulation by state health planning organizations has had on the speed of diffusion of a relatively new medical technology—haemodialysis. Specifically, we test the hypothesis that a requirement that investments be subject to certificate‐of‐need review has significantly slowed the rate of adoption of this particular treatment modality. In subjecting this hypothesis to empirical verification, we…

三处理三时期交叉设计的非参数分析AI 解读

SUMMARY In this paper, we present a nonparametric approach to test hypotheses concerning carryover effects and direct treatment effects in crossover designs consisting of replicated sets of two Williams squares of order three. The methodology is based on finding unbiased estimates of the effects within each replication and transforming the analysis of the original design into one for a randomised block design. Therefore the well-known rank tests for this latter design can be…

依赖删失下的半参数回归估计AI 解读

We propose a semiparametric estimation procedure for estimating the regression of an outcome Y, measured at the end of a fixed follow-up period, on baseline explanatory variables X, measured prior to start of follow-up, in the presence of dependent censoring given X. The proposed estimators are consistent when the data are ‘missing at random’ but not ‘missing completely at random’ (Rubin, 1976), and do not require full specification of the complete data likelihood.…

实证研究中的因果图AI 解读

The primary aim of this paper is to show how graphical models can be used as a mathematical language for integrating statistical and subject-matter information. In particular, the paper develops a principled, nonparametric framework for causal inference, in which diagrams are queried to determine if the assumptions available are sufficient for identifying causal effects from nonexperimental data. If so the diagrams can be queried to produce mathematical expressions for…

遗漏混杂因素导致的偏差：一则说明AI 解读

In observational studies some confounders may be unknown and therefore omitted from the analysis while others are adjusted for. Approximations to the functions defining the relationship between the parameters in the full and reduced models are proposed leading to asymptotic bias estimates. Numerical calculations for logistic and Poisson regression models show good agreement between asymptotic and simulation bias. A data set containing the relationship between low birth…

利用奥卡姆窗口进行图模型选择并处理模型不确定性AI 解读

We consider the problem of model selection and accounting for model uncertainty in high-dimensional contingency tables, motivated by expert system applications. The approach most used currently is a stepwise strategy guided by tests based on approximate asymptotic P values leading to the selection of a single model; inference is then conditional on the selected model. The sampling properties of such a strategy are complex, and the failure to take account of model uncertainty…

组序贯临床试验：贝叶斯决策论设计的经典统计评价AI 解读

Bayesian decision-theoretic designs for a clinical trial comparing two treatments for a disease with binary outcomes are developed and evaluated. The probability of successful outcome with treatment i is denoted by pi , i = 1, 2, and prior knowledge regarding each pi is assumed to follow a beta distribution. The pi are assumed to be independent. To facilitate comparison with frequentist clinical trial designs, we take a hypothesis-testing approach. The null hypothesis is δ <…

合并受控与非受控研究结果的随机效应元分析模型AI 解读

A random effects model is used to analyze meta-analyses containing both controlled and uncontrolled studies. A noniterative estimator of the treatment effect is derived using least squares, with the between-study variance substituted by an empirical Bayes estimator. The estimator is shown to be strongly consistent when the between-study variance is known, and the variance estimator is also shown to be strongly consistent. The estimator is shown to have desirable heuristic…

合并有对照与无对照研究结果的元分析随机效应模型AI 解读

A random effects model is used to analyze meta-analyses containing both controlled and uncontrolled studies. A noniterative estimator of the treatment effect is derived using least squares, with the between-study variance substituted by an empirical Bayes estimator. The estimator is shown to be strongly consistent when the between-study variance is known, and the variance estimator is also shown to be strongly consistent. The estimator is shown to have desirable heuristic…

递增阶梯电价下的居民用电需求：来自受控实验的证据AI 解读

Block-rate structures are used extensively in public-utility pricing, including residential electricity. Estimating price elasticities in this context is complicated by the resulting nonlinearity of the consumer's budget constraint. This article estimates the demand for electricity under inverted block rates using data from a residential rate experiment. The study provides an opportunity to obtain short-run price elasticities in an experimental setting and to compare…

十人应战：估计足球比赛中红牌的影响AI 解读

We investigate the effect of the expulsion of a player on the outcome of a soccer match by means of a probability model for the score. We propose estimators of the expulsion effect that are independent of the relative strength of the teams. We use the estimates to illustrate the expulsion effect on the outcome of a match.

用二元数据测量潜在子群变化：无条件、条件与半参数极大似然估计AI 解读

Changes in dichotomous data caused by treatments can be analyzed by means of the so-called linear logistic model with relaxed assumptions (LLRA). In contrast to models of the Rasch type, the LLRA allows incidental multidimensional parameters describing the response behavior of the subjects so that each observable criterion used for assessing the changes is governed by its own subject parameter. Because generalizability of the treatment effects over subjects and criteria is…

摘要暂缺

利用二元数据测量潜在亚组的变化：三类极大似然估计AI 解读

Changes in dichotomous data caused by treatments can be analyzed by means of the so-called linear logistic model with relaxed assumptions (LLRA). In contrast to models of the Rasch type, the LLRA allows incidental multidimensional parameters describing the response behavior of the subjects so that each observable criterion used for assessing the changes is governed by its own subject parameter. Because generalizability of the treatment effects over subjects and criteria is…