论文检索

We consider estimation of the received treatment effect on a dichotomous outcome in randomised trials with non-compliance. We explore inference about the parameters of the structural mean models of Robins (1994, 1997) and Robins et al. (1999). We show that, in contrast to the additive and multiplicative structural mean models for continuous and count outcomes, unbiased estimating functions for a nonzero (structural) treatment effect parameter do not exist in the presence of…

平稳时间序列因果因子模型的识别AI 解读

We consider identification of a class of dynamic factor model. We show that identification holds under reasonably general conditions. The results apply to many of the dynamic factor models that have appeared in the literature and to many worthwhile generalizations of those models. Copyright Royal Economic Socciety 2004

不依从情形下的结构均值效应AI 解读

A randomized, placebo-controlled blood pressure (BP) reduction trial has recorded compliance measures by electronic monitoring. Causal questions regarding dose effects are of interest, but one often wants to avoid the assumption that compliance quantiles on both randomized arms are comparable. Structural mean models (SMMs) do avoid this assumption; however, they do not allow for interaction effects between variables observed on different randomized arms. Such an interaction…

事件判定不完整时的事件发生时间数据分析AI 解读

In many multicenter, randomized clinical trials, the primary outcome is the time to the first of a number of possible clinical events. An event classification committee may be convened to determine whether events that have been reported by investigators meet the predetermined criteria for primary endpoint events. When interim analyses are performed in such trials, the final classification for many reported events will not be known. Failure to account for the uncertain status…

一般处理机制下的因果推断AI 解读

In this article we develop the theoretical properties of the propensity function, which is a generalization of the propensity score of Rosenbaum and Rubin. Methods based on the propensity score have long been used for causal inference in observational studies; they are easy to use and can effectively reduce the bias caused by nonrandom treatment assignment. Although treatment regimes need not be binary in practice, the propensity score methods are generally confined to…

单变量比例风险脆弱性回归模型的稳健推断AI 解读

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187–220] model for right-censored univariate failure times. These models assume that the hazard given the covariates and a random frailty unique to each individual has the proportional hazards form multiplied by the frailty. The frailty is assumed to have mean 1 within a known one-parameter family of distributions. Inference is based…

401(k)参与对财富分布的影响：工具变量分位数回归分析AI 解读

We use instrumental quantile regression approach to examine the effects of 401(k) plans on wealth using data from the Survey of Income and Program Participation. Using 401(k) eligibility as an instrument for 401(k) participation, we estimate the quantile treatment effects of participation in a 401(k) plan on several measures of wealth. The results show the effects of 401(k) participation on net financial assets are positive and significant over the entire range of the asset…

估计高等教育的社会回报：来自纵向与重复横截面数据的证据AI 解读

Economists have speculated for at least a century that the social return to education may exceed the private return. In this paper, I estimate spillovers from college education by comparing wages for otherwise similar individuals who work in cities with different shares of college graduates in the labor force. OLS estimates show a large positive relationship between the share of college graduates in a city and individual wages, over and above the private return to education.…

An important objective of empirical research on treatment response is to provide decision makers with information useful in choosing treatments. Manski (2000, 2002, 2003) showed how identification problems generate ambiguity about the identity of optimal treatment choices. This paper studies treatment choice using sample data. I consider a planner who must choose among alternative statistical treatment rules, these being functions that map observed covariates of population…

最低工资AI 解读

Do moderate increases in the minimum wage reduce employment? If not, do they nevertheless raise wages? To examine these questions, we apply techniques of time series analysis and systems estimation that are commonly used in macroeconomics and finance to five panels of data that contain between 11 and 34 low-wage industries. Our answers are “No” and “Yes,” respectively. We find that increases in the federal minimum wage between 1947 and 1997 have raised average wages in many…

医疗改革与就诊次数：一项计量分析AI 解读

Abstract This paper evaluates the German health care reform of 1997, using the individual number of doctor visits as outcome measure and data from the German Socio‐Economic Panel for the years 1995–1999. A number of modified count data models allow us to estimate the effect of the reform in different parts of the distribution. The overall effect of the reform was a 10% reduction in the number of doctor visits. The effect was much larger in the lower part of the distribution…

响应随机缺失时的半参数回归分析AI 解读

We develop inference tools in a semiparametric partially linear regression model with missing response data. A class of estimators is defined that includes as special cases a semiparametric regression imputation estimator, a marginal average estimator, and a (marginal) propensity score weighted estimator. We show that any of our class of estimators is asymptotically normal. The three special estimators have the same asymptotic variance. They achieve the semiparametric…

当前状态数据半参数回归模型的筛最大似然估计AI 解读

In a randomized controlled clinical trial study where the response variable of interest is the time to occurrence of a certain event, it is often too expensive or even impossible to observe the exact time. However, the current status of the subject at a random time of inspection is much more natural, feasible, and practical in terms of cost-effectiveness. This article considers a semiparametric regression model that consists of parametric and nonparametric regression…

有序处理对计数结果的选择修正与敏感性分析AI 解读

Abstract In estimating the effect of an ordered treatment τ on a count response y with an observational data where τ is self‐selected (not randomized), observed variables x and unobserved variables ε can be unbalanced across the control group (τ = 0) and the treatment groups (τ = 1, …, J ). While the imbalance in x causes ‘overt bias’ which can be removed by controlling for x , the imbalance in ε causes ‘covert (hidden or selection) bias’ which cannot be easily removed. This…

用主分层评估部分受控的纵向处理：针具交换项目应用AI 解读

We consider studies for evaluating the short-term effect of a treatment of interest on a time-to-event outcome. The studies we consider are only partially controlled in the following sense: (1) Subjects' exposure to the treatment of interest can vary over time, but this exposure is not directly controlled by the study; (2) subjects' follow-up time is not directly controlled by the study; and (3) the study directly controls another factor that can affect subjects' exposure to…

非比例风险下的贝叶斯生存分析AI 解读

Both pravastatin and aspirin are approved by the U.S. Food and Drug Administration (FDA) for secondary prevention of cardiovascular events. This article describes statistical analyses used for a successful submission to the FDA that contends that copackaging pravastatin and aspirin provides a health benefit. From the efficacy perspective this is taken to mean that the combination is more effective than either agent considered alone. We present three Bayesian hierarchical…

蒽环类药物治疗后 ACE 抑制剂试验中不完全依从下的随机化推断AI 解读

Anthracyclines are quite effective at curing certain cancers of childhood, but they may damage the heart. The ACE-Inhibitor After Anthracycline (AAA) study compared enalapril to placebo in a randomized trial in an effort to determine whether treatment with enalapril would preserve or improve cardiac function among children previously treated with anthracylines. As is true in many clinical trials, patient compliance with the study protocol was imperfect; some children took…

辍学者会因辍学受损吗？广义选择模型中的结果增益估计与预测AI 解读

Abstract In this paper we describe methods for predicting distributions of outcome gains in the framework of a latent variable selection model. We describe such procedures for Student‐ t selection models and a finite mixture of Gaussian selection models. Importantly, our algorithms for fitting these models are simple to implement in practice, and also permit learning to take place about the non‐identified cross‐regime correlation parameter. Using data from High School and…

利用教育回报估计教育借贷约束AI 解读

This paper measures the importance of borrowing constraints on education decisions. Empirical identification of borrowing constraints is secured by the economic prediction that opportunity costs and direct costs of schooling affect borrowing-constrained and unconstrained persons differently. Direct costs need to be financed during school and impose a larger burden on credit-constrained students. By contrast, gross forgone earnings do not have to be financed. We explore the…

补救教育与学生成绩：一项断点回归分析AI 解读

As standards and accountability have become increasingly prominent features of the educational landscape, educators have relied more on remedial programs such as summer school and grade retention to help low-achieving students meet minimum academic standards. Yet the evidence on the effectiveness of such programs is mixed, and prior research suffers from selection bias. However, recent school reform efforts in Chicago provide an opportunity to examine the causal impact of…

实验是唯一选择吗？辍学预防项目的评估AI 解读

By comparing experimental and propensity-score impact estimates of dropout prevention programs, we examine whether propensity-score methods produce unbiased estimates of program impacts. We find no consistent evidence that such methods replicate experimental impacts in our setting. This finding holds even when the data available for matching are extensive. Our findings suggest that evaluators who plan to use nonexperimental methods, such as propensity-score matching, need to…

参与时长不同时的学前项目评估：一种非参数方法AI 解读

Nonexperimental data are used to evaluate impacts of a Bolivian preschool program on cognitive, psychosocial, and anthropometric outcomes. Impacts are shown to be highly dependent on age and exposure duration. To minimize the effect of distributional assumptions, program impacts are estimated as nonparametric functions of age and duration. A generalized matching estimator is developed and used to control for nonrandom selectivity into the program and into exposure durations.…

用匹配估计处理效应：数据要求、匹配度量与蒙特卡洛证据AI 解读

We compare propensity-score matching methods with covariatematching estimators. We first discuss the data requirements of propensity-score matching estimators and covariate matching estimators. Then we propose two new matching metrics incorporating the treatment outcome information and participation indicator information, and discuss the motivations of different metrics. Next we study the small-sample properties of propensity-score matching versus covariate matching…

倾向得分方法能否复现强制福利就业项目随机评估的发现？AI 解读

This paper assesses nonexperimental estimators using results from a six-state random assignment study of mandatory welfare-to-work programs. The assessment addresses two questions: which nonexperimental methods provide the most accurate estimates; and do the best methods work well enough to replace random assignment? Three tentative conclusions emerge. Nonexperimental bias was larger in the medium run than in the short run. In-state comparison groups produced less average…