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资格随机设计中的处理反应数据分析AI 解读

In this paper, we develop and compare two alternative approaches for calculating the effect of the actual intake when treatments are randomized, but compliance with the assignment in the treatment arm is less than perfect for reasons that are correlated with the outcome. The approaches are based on different identification assumptions about these unobserved confounders. In the first approach, which stems from [Sommer, A., Zeger, S., 1991. On estimating efficacy in clinical…

大学专业与收入：利用关联程度识别非可忽略无应答偏差AI 解读

We link information on graduates from many cohorts to their high-school and college records and demographics to infer the impact of college major on earnings. We develop an estimator to handle potential non-response bias and identify non-response using an affinity measure--the potential respondent's link to the survey organization. This technique is generally applicable for adjusting for unit non-response. In the earnings model estimated using the identified (for…

双重差分与广义最小二乘：假设检验的高阶性质AI 解读

We investigate the estimation and inference in difference in difference econometric models used in the analysis of treatment effects. When the innovations in such models display serial correlation, commonly used ordinary least squares (OLS) procedures are inefficient and may lead to tests with incorrect size. Implementation of feasible generalized least squares (FGLS) procedures is often hindered by too few observations in the cross-section to allow for unrestricted…

医疗试验中的患者入组：随机实验的选择偏差AI 解读

Self-selection can bias estimates of treatment effects from randomized experiments if one is interested in extrapolating results to the general population. This paper notes that there is an isomorphism between the Roy model for the sorting of workers into sectors and the decision of subjects to participate in randomized experiments. The main implication is that, as the probability of receiving active treatment rises, patients who are less optimistic about new treatment will…

低技能移民对美国物价的影响：来自CPI数据的证据AI 解读

I exploit the large variation across U.S. cities and through time in the relative size of the low-skilled immigrant population to estimate the causal effect of immigration on prices of nontraded goods and services. Using an instrumental variables strategy, I find that, at current immigration levels, a 10 percent increase in the share of low-skilled immigrants in the labor force decreases the price of immigrant-intensive services, such as housekeeping and gardening, by 2…

工具变量分位数模型中的弱识别稳健检验AI 解读

We develop a testing procedure that is robust to identification quality in an instrumental quantile model. In order to reduce the computational burden, a multi-step approach is taken, and a two-step Anderson-Rubin (AR) statistic is considered. We then propose an orthogonal decomposition of the AR statistic, where the null distribution of each component does not depend on the assumption of a full rank of the Jacobian. Power experiments are conducted, and inferences on returns…

分析师覆盖与盈余管理AI 解读

What is the role of information intermediaries in corporate governance? This paper examines equity analysts' influence on managers' earnings management decisions. Do analysts serve as external monitors to managers, or do they put excessive pressure on managers? Using multiple measures of earnings management, I find that firms followed by more analysts manage their earnings less. To address the potential endogeneity problem of analyst coverage, I use two instrumental…

基于经验似然的双重差分估计量AI 解读

Summary Recently there has been a surge in econometric and epidemiologic works focusing on estimating average treatment effects under various sets of assumptions. Estimation of average treatment effects in observational studies often requires adjustment for differences in pretreatment variables. Rosenbaum and Rubin have proposed the propensity score method for estimating the average treatment effect by adjusting pretreatment variables. In this paper, the empirical likelihood…

从临时派遣工作到永久就业：匹配估计及其敏感性AI 解读

Abstract The diffusion of temporary work agency (TWA) jobs has led to a harsh policy debate and ambiguous empirical evidence. Results for the USA, based on quasi‐experimental evidence, suggest that a TWA assignment decreases the probability of finding a stable job, while results for Europe, based on the conditional independence assumption (CIA), typically reach opposite conclusions. Using data for two Italian regions, we rely on a matching estimator to show that TWA…

治疗的异常效应AI 解读

Often, the protocol for a randomized controlled trial states that if a patient's health deteriorates substantially in certain specific ways, then the study treatments will no longer be considered adequate medical care, and the patient will be taken off the study treatments and given the needed care. Aberrant responses of this sort present special problems of interpretation. The few such patients may have received only limited exposure to the study treatments, but also may…

抑郁症治疗整群随机试验中的随机化推断AI 解读

In the Prospect Study, in 10 pairs of two primary-care practices, one practice was picked at random to receive a “depression care manager” to treat its depressed patients. Randomization inference, properly performed, reflects the assignment of practices, not patients, to treatment or control. Yet, pertinent data describe individual patients: depression outcomes, baseline covariates, compliance with treatment. The methods discussed use only (i) the random assignment of…

用多维选择性项目反应回归研究 SV40 致癌通路中的多基因甲基化AI 解读

Alteration of gene methylation patterns has been reported to be involved in the early onsets of many human malignancies. Many exogenous risk factors, such as cigarette smoke, dietary additives, chemical exposures, radiation, and biologic agents including viral infection, are involved in the methylation pathways of cancers. We propose a multidimensional selective item response regression model to describe and test how a risk factor may alter molecular pathways involving…

扩展部分依从情形下因果推断的主层化方法AI 解读

Many double-blind placebo-controlled randomized experiments with active drugs suffer from complications beyond simple noncompliance. First, the compliance with assigned dose is often partial, with patients taking only part of the assigned dose, whether active or placebo. Second, the blinding may be imperfect in the sense that there may be detectable positive or negative side effects of the active drug, and consequently, simple compliance has to be extended to allow different…

银行分支设立放松管制的实际效应：美国跨州相邻县比较AI 解读

This paper proposes a new methodology to evaluate the economic effect of state-specific policy changes, using bank-branching deregulations in the US as an example. The new method compares economic performance of pairs of contiguous counties separated by state borders, where on one side restrictions on statewide branching were removed relatively earlier, to create a natural "regression discontinuity" setup. The study uses a total of 285 pairs of contiguous counties along 38…

回归不连续设计中运行变量操纵的密度检验AI 解读

Standard sufficient conditions for identification in the regression discontinuity design are continuity of the conditional expectation of counterfactual outcomes in the running variable. These continuity assumptions may not be plausible if agents are able to manipulate the running variable. This paper develops a test of manipulation related to continuity of the running variable density function. The methodology is applied to popular elections to the House of Representatives,…

存在设定误差时的回归不连续推断AI 解读

A regression discontinuity (RD) research design is appropriate for program evaluation problems in which treatment status (or the probability of treatment) depends on whether an observed covariate exceeds a fixed threshold. In many applications the treatment-determining covariate is discrete. This makes it impossible to compare outcomes for observations "just above" and "just below" the treatment threshold, and requires the researcher to choose a functional form for the…

摘要暂缺

美国众议院选举中非随机选择产生的局部随机实验AI 解读

This paper establishes the relatively weak conditions under which causal inferences from a regression-discontinuity (RD) analysis can be as credible as those from a randomized experiment, and hence under which the validity of the RD design can be tested by examining whether or not there is a discontinuity in any pre-determined (or “baseline”) variables at the RD threshold. Specifically, consider a standard treatment evaluation problem in which treatment is assigned to an…

回归不连续设计：实践指南AI 解读

In Regression Discontinuity (RD) designs for evaluating causal effects of interventions, assignment to a treatment is determined at least partly by the value of an observed covariate lying on either side of a fixed threshold. These designs were first introduced in the evaluation literature by Thistlewaite and Campbell (1960). With the exception of a few unpublished theoretical papers, these methods did not attract much attention in the economics literature until recently.…

评估“解放的引擎”：家用电器与女性劳动参与AI 解读

The secular rise in female labor force participation, highlighted in the recent macroeconomics literature on growth and structural change, has been associated with the declining price and wider availability of home appliances. This paper uses a new and unique country data set on the price of home appliances to test its impact on female labor supply. We assess the role of the price of appliances in raising participation by comparing it to other structural determinants such as…

政府补助支持与出口活动AI 解读

This paper investigates whether government support can act to increase exporting activity. We use a uniquely rich data set on Irish manufacturing plants and employ an empirical strategy that combines a nonparametric matching procedure with a difference-in-differences estimator in order to deal with the potential selection problem inherent in the analysis. Our results suggest that if grants are large enough, they can encourage already exporting firms to compete more…

空间政策实验中的处理效应估计：乌干达小额信贷应用AI 解读

This paper demonstrates a method for estimating treatment effects in spatial tests, utilizing a second control group to measure unexplained spatial phenomena. The technique is implemented on two innovations in Ugandan microfinance, and we measure the ways in which concurrent shocks such as an Ebola outbreak and a contentious presidential election altered outcomes differentially across regions. By correcting for this spatial heterogeneity, we measure the impact of the…

分数布朗运动的不同频域与时域版本AI 解读

This paper compares models of fractional processes and associated weak convergence results based on moving average representations in the time domain with spectral representations. Both approaches have been applied in the literature on fractional processes. We point out that the conventional forms of these models are not equivalent, as is commonly assumed, even under a Gaussianity assumption. We show that it is necessary to distinguish between “two-sided” processes depending…

因果推断中的总体干预模型AI 解读

We propose a new causal parameter, which is a natural extension of existing approaches to causal inference such as marginal structural models. Modelling approaches are proposed for the difference between a treatment-specific counterfactual population distribution and the actual population distribution of an outcome in the target population of interest. Relevant parameters describe the effect of a hypothetical intervention on such a population and therefore we refer to these…