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外国技术转移与生产率AI 解读

We examine the causal effects of alternative foreign technology transfer channels on the productivity of Turkish manufacturing plants, using propensity score matching techniques that limit implicit assumptions about plant homogeneity and self selection imbedded in standard estimates of such effects. We find positive impacts of technology transfer through foreign direct investment (FDI), exporting, and importing on both total factor and labor productivity, with FDI dominating…

匹配估计量的 bootstrap 失效问题AI 解读

Matching estimators are widely used in empirical economics for the evaluation of programs or treatments. Researchers using matching methods often apply the bootstrap to calculate the standard errors. However, no formal justification has been provided for the use of the bootstrap in this setting. In this article, we show that the standard bootstrap is, in general, not valid for matching estimators, even in the simple case with a single continuous covariate where the estimator…

连续内生处理与异质效应模型中利用控制函数识别处理效应AI 解读

We use the control function approach to identify the average treatment effect and the effect of treatment on the treated in models with a continuous endogenous regressor whose impact is heterogeneous. We assume a stochastic polynomial restriction on the form of the heterogeneity, but unlike alternative nonparametric control function approaches, our approach does not require large support assumptions.

一般缺失数据问题的逆概率加权估计AI 解读

I study inverse probability weighted M-estimation under a general missing data scheme. Examples include M-estimation with missing data due to a censored survival time, propensity score estimation of the average treatment effect in the linear exponential family, and variable probability sampling with observed retention frequencies. I extend an important result known to hold in special cases: estimating the selection probabilities is generally more efficient than if the known…

多中心生存研究的多分辨率风险模型AI 解读

In multicenter studies, one often needs to make inference about a population survival curve based on multiple, possibly heterogeneous survival data from individual centers. We investigate a flexible Bayesian method for estimating a population survival curve based on a semiparametric multiresolution hazard model that can incorporate covariates and account for center heterogeneity. The method yields a smooth estimate of the survival curve for "multiple resolutions" or time…

随机对照试验中他莫昔芬预防乳腺癌效应的推断AI 解读

The largest randomized, double-blind, placebo-controlled chemoprevention trial, the National Surgical Adjuvant Breast and Bowel Project's Breast Cancer Prevention Trial (NSABP-BCPT), evaluated the efficacy of tamoxifen in the prevention of breast cancer among women at high risk of developing the disease. The trial has reported a reduction of breast cancer incidence for the tamoxifen group. However, the effect of tamoxifen on the time to diagnosis of the disease over the…

拉丁美洲基础设施特许经营：政府主导的重新谈判AI 解读

Abstract This paper analyzes government‐led renegotiations in infrastructure concession contracts in Latin America, based on the same sample used in Guasch, Laffont and Straub (2003) to examine firm‐led renegotiations. After extending the theoretical framework to a multiple‐period context in which both Pareto‐improving and rent‐shifting renegotiations at the initiative of the government can occur, we develop an original instrumental variable strategy to address the issue of…

研发合作、补贴与研发绩效：芬兰和德国的经验证据AI 解读

Abstract This study focuses on the impact of innovation policies and R&D collaboration in Germany and Finland. We consider collaboration and subsidies as heterogeneous treatments, and perform an econometric matching to analyze R&D and patent activity at the firm level. In general, we find that collaboration has positive effects. In Germany, subsidies for individual research do neither exhibit a significant impact on R&D nor on patenting, but the innovative performance could…

随机化后事件发生才观测结局时，给定基线协变量的治疗效应半参数估计AI 解读

Summary We consider estimation, from a double-blind randomized trial, of treatment effect within levels of base-line covariates on an outcome that is measured after a post-treatment event E has occurred in the subpopulation 𝒫E,E that would experience event E regardless of treatment. Specifically, we consider estimation of the parameters γ indexing models for the outcome mean conditional on treatment and base-line covariates in the subpopulation 𝒫E,E. Such parameters are…

使用近似工具变量的测量误差建模AI 解读

Summary Consider using regression modelling to relate an exposure (predictor) variable to a disease outcome (response) variable. If the exposure variable is measured with error, but this error is ignored in the analysis, then misleading inferences can result. This problem is well known and has spawned a large literature on methods which adjust for measurement error in predictor variables. One theme is that the requisite assumptions about the nature of the measurement error…

利用州行政数据衡量项目绩效AI 解读

We use administrative data from Missouri to examine the sensitivity of earnings impact estimates for a job training program based on alternative nonexperimental methods. We consider regression adjustment, Mahalanobis distance matching, and various methods using propensity-score matching, examining both cross-sectional estimates and difference-in-difference estimates. Specification tests suggest that the difference-in-difference estimator may provide a better measure of…

存在不依从与对照组接受治疗时比例风险模型中的治疗效应估计AI 解读

Summary Methods for adjusting for non-compliance and contamination, which respect the randomization, are extended from binary outcomes to time-to-event analyses by using a proportional hazards model. A simple non-iterative method is developed when there are no covariates, which is a generalization of the Mantel–Haenszel estimator. More generally, a ‘partial likelihood’ is developed which accommodates covariates under the assumption that they are independent of compliance. A…

具有过度识别约束的工具变量回归敏感性分析AI 解读

Instrumental variables regression (IV regression) is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires one or more valid instrumental variables (IVs); a valid IV is a variable that is associated with the treatment, is independent of unmeasured confounding variables, and has no direct effect on the outcome. Often there is uncertainty about the validity…

加权对数秩置换检验：用鞍点法计算 p 值与置信区间AI 解读

Test statistics from the weighted log-rank class are commonly used to compare treatment with control when there is right censoring. This paper uses saddlepoint methods to determine mid-p-values from the null permutation distributions of tests from the weighted log-rank class. Analytical saddlepoint computations replace the permutation simulations and provide mid-p-values that are virtually exact for all practical purposes. The speed of these saddlepoint computations makes it…

临床试验的最优自适应随机设计AI 解读

Optimal decision-analytic designs are deterministic. Such designs are appropriately criticized in the context of clinical trials because they are subject to assignment bias. On the other hand, balanced randomized designs may assign an excessive number of patients to a treatment arm that is performing relatively poorly. We propose a compromise between these two extremes, one that achieves some of the good characteristics of both. We introduce a constrained optimal adaptive…

非线性时间序列的渐近谱理论AI 解读

We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap are given. Instead of the commonly used strong mixing conditions, in our asymptotic spectral theory we impose conditions only involving (conditional) moments, which are easily verifiable for a variety of nonlinear time series.

外资收购对就业与工资的影响：来自芬兰生产单位的证据AI 解读

This paper examines the effect of foreign acquisition on wages and employment of different skill groups using panel data on Finnish establishments for 1988-2001. Exploiting the availability of a rich set of preacquisition controls, we use various regression and propensity-score matching methods. The results indicate that foreign acquisition has a positive effect on wages. The magnitude of this effect increases with the level of schooling of the workers. The wage increase is…

无需条件独立假设的倾向得分匹配：英国性别工资差距应用AI 解读

Propensity score matching is frequently used for estimating average treatment effects. Its applicability, however, is not confined to treatment evaluation. In this paper, it is shown that propensity score matching does not hinge on a selection on observables assumption and can be used to estimate not only adjusted means but also their distributions, even with non-i.i.d. sampling. Propensity score matching is used to analyze the gender wage gap among graduates in the UK. It…

摘要暂缺

存在不依从且结局为二元变量的随机试验中治疗效应的估计AI 解读

Summary We propose a class of estimators of the treatment effect on a dichotomous outcome among the treated subjects within covariate and treatment arm strata in randomized trials with non-compliance. Recent papers by Vansteelandt and Goetghebeur, and Robins and Rotnitzky have presented consistent and asymptotically linear estimators of a causal odds ratio, which rely, beyond correct specification of a model for the causal odds ratio, on a correctly specified model for a…

随机化后所选子群中生存结局比较的敏感性分析AI 解读

In some randomized studies, researchers are interested in determining the effect of treatment assignment on outcomes that may exist only in a subset chosen after randomization. For example, in preventative human immunodeficiency virus (HIV) vaccine efficacy trials, it is of interest to determine whether randomization to vaccine affects postinfection outcomes that may be right-censored. Such outcomes in these trials include time from infection diagnosis to initiation of…

残疾与就业AI 解读

Measurement error in health and disability status has been widely accepted as a central problem in social science research. Long-standing debates about the prevalence of disability, the role of health in labor market outcomes, and the influence of federal disability policy on declining employment rates have all emphasized issues regarding the reliability of self-reported disability. In addition to random error, inaccuracy in survey datasets may be produced by a host of…

三变量 VAR 过程长期因果关系的有效检验：货币—收入关系的滚动窗口研究AI 解读

Abstract This paper develops a simple sequential multiple‐horizon non‐causation test strategy for trivariate VAR models (with one auxiliary variable). We apply the test strategy to a rolling window study of money supply and real income, with the price of oil, the unemployment rate and the spread between the Treasury bill and commercial paper rates as auxiliary processes. Ours is the first study to control simultaneously for common stochastic trends, sensitivity of test…

We examine inference in panel data when the number of groups is small, as is typically the case for difference-in-differences estimation and when some variables are fixed within groups. In this case, standard asymptotics based on the number of groups going to infinity provide a poor approximation to the finite sample distribution. We show that in some cases the t-statistic is distributed as t and propose simple two-step estimators for these cases. We apply our analysis to…