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利用已实现效应的信息界定前瞻性因果效应AI 解读

Summary The potential outcomes approach to causal inference postulates that each individual has a number of possibly latent outcomes, each of which would be observed under a different treatment. For any individual, some of these outcomes will be unobservable or counterfactual. Information about post-treatment characteristics sometimes allows statements about what would have happened if an individual or group with these characteristics had received a different treatment.…

模型误设对 Cox 比例风险模型中无随机治疗效应检验的影响AI 解读

Summary We examine the asymptotic and small sample properties of model-based and robust tests of the null hypothesis of no randomized treatment effect based on the partial likelihood arising from an arbitrarily misspecified Cox proportional hazards model. When the distribution of the censoring variable is either conditionally independent of the treatment group given covariates or conditionally independent of covariates given the treatment group, the numerators of the partial…

跨期劳动供给模型工具变量估计的有限样本偏误：跨期替代弹性真的很小吗？AI 解读

The empirical literature on intertemporal labor supply behavior documents that the intertemporal elasticity of substitution of labor supply is very low, with a plausible range of zero to 0.2. Drawing upon the literature on the distribution of instrumental variables (IV) estimators, this paper demonstrates that this conventional wisdom is erroneous because it does not take into account the severe finite sample bias in these estimates that arise from weak instruments. This…

面板数据中含二元内生解释变量的二元选择模型AI 解读

This article considers the estimation of the causal effect of fertility on female-labor-force participation equations. My main concern is to examine two considerations, the endogeneity of fertility and the impact of controlling for unobserved heterogeneity and for predetermined existing children. Using PSID data, a switching binary panel-data model that accounts for selectivity bias as well as for other forms of time-invariant unobserved heterogeneity is estimated.…

估计教育回报：若干长期计量问题的研究进展AI 解读

This paper reviews a set of recent studies that have attempted to measure the causal effect of education on labor market earnings by using institutional features of the supply side of the education system as exogenous determinants of schooling outcomes. A simple theoretical model that highlights the role of comparative advantage in the optimal schooling decision is presented and used to motivate an extended discussion of econometric issues, including the properties of…

工具变量数量的选择AI 解读

Properties of instrumental variable estimators are sensitive to the choice of valid instruments, even in large cross-section applications. In this paper we address this problem by deriving simple mean-square error criteria that can be minimized to choose the instrument set. We develop these criteria for two-stage least squares (2SLS), limited information maximum likelihood (LIML), and a bias adjusted version of 2SLS (B2SLS). We give a theoretical derivation of the…

如何解释教育回报的工具变量估计AI 解读

This article synthesizes economic insights from theoretical models of schooling choice based on individual benefits and econometric work interpreting instrumental variables estimates as weighted averages of individual-specific causal effects. Linkages are illustrated using college proximity to instrument for schooling. After characterizing groups differentially affected by the instrument according to family background, 1 directly compute weights underlying estimation of the…

误设比例风险回归模型所产生得分检验的偏差校正AI 解读

When censoring depends on both treatment group and covariates, tests for a randomised treatment effect arising from Cox's proportional hazards model are not in general centred at zero under the null and can be seriously distorted. We propose a corrected test that modifies the at‐risk indicator in a way that corrects for this bias. The resulting test is asymptotically valid regardless of whether or not the fitted model is correctly specified. Implementation of the corrected…

中间事件受删失时生存数据的局部似然分析AI 解读

AIDS Clinical Trials Group protocol 193A was a randomized trial designed to compare survival and progression-free survival among patients on different treatment regimens. A complicating feature of the analysis of progression-free survival is that different censoring mechanisms operated on progression and survival, which resulted in more complete information on survival. A simple analysis that uses the minimum of the times to progression and survival and the minimum of the…

用边际结构模型估计非随机处理的联合因果效应AI 解读

Even in the absence of unmeasured confounding factors or model misspecification, standard methods for estimating the causal effect of time-varying treatments on survival are biased when (a) there exists a time-dependent risk factor for survival that also predicts subsequent treatment, and (b) past treatment history predicts subsequent risk factor level. In contrast, methods based on marginal structural models (MSMs) can provide consistent estimates of causal effects when…

比较数字与模拟乳腺摄影的研究设计和分析方案AI 解读

Because randomized trials have shown a reduction in breast cancer mortality, analog mammography for the early detection of breast cancer has gained widespread use. Recently, several manufacturers have developed digital mammography, which promises great advantages in the storage and transmission of images. We were asked to design a study to compare the two types of mammography in terms of their performance for the early detection of breast cancer. A standard measure of…

无处理状态下的稳定性AI 解读

When subjects are measured twice, once at each of two symmetrical locations or times, stability of responses in the absence of treatment within subjects, together with comparability of untreated responses between subjects, is often viewed as supporting a conclusion that differences between treated and control responses reflect effects actually caused by the treatment. The degree to which this intuitive argument is formally correct is explored in several related models: a…

医生建议对饮酒量的影响：具有内生处理效应的计数回归AI 解读

Abstract Although there are encouraging trends, alcohol abuse continues to be a significant public health problem. Econometric studies of alcohol demand have yielded a great deal of information for alcohol abuse prevention policy. These studies suggest that higher alcohol taxes and stricter drunk‐driving policies can reduce heavy drinking and drunk driving. In this paper we explore the role physician advice plays in the campaign to prevent alcohol‐related problems. Compared…

治疗可归因效应：离散枢轴下的实验与观察研究推断AI 解读

In randomisation and permutation inference, pivotal arguments remove the hypothesised treatment effect, thereby basing inferences on the null distribution in which the treatment has no effect. This is common, for instance, with additive treatment effects. The current paper uses ‘attributable eects» to expand substantially the scope of pivotal arguments. Attributable effects are defined for three cases, namely the 2 × 2 contingency table, displacement eects and the…

回归不连续设计下处理效应的识别与估计AI 解读

Ž. THE REGRESSION DISCONTINUITY RD data design is a quasi-experimental design with the defining characteristic that the probability of receiving treatment changes discontinuously as a function of one or more underlying variables. This data design arises frequently in economic and other applications but is only infrequently exploited as a source of identifying information in evaluating effects of a treatment. In the first application and discussion of the RD method,…

含内生虚拟解释变量的有限因变量模型估计AI 解读

Applied economists have long struggled with the question of how to accommodate binary endogenous regressors in models with binary and nonnegative outcomes. I argue here that much of the difculty with limited dependent variables comes from a focus on structural parameters, such as index coefcients, instead of causal effects. Once the object of estimation is taken to be the causal effect of treatment, several simple strategies are available. These include conventional…

利用多样本广义L统计量稳健分析交叉设计AI 解读

In a crossover study, some or all subjects receive more than one treatment sequentially. Using a clinical example as motivation, we develop multisample generalized L-statistics (GL-statistics) to estimate and test for treatment effects in crossovers when the distribution of the response data deviates from normality. The basic idea is to adapt simple L-statistics, such as the trimmed mean and median, to data with dependencies. GL-statistics may be applied to crossovers with…

预防 HIV-1 母婴垂直传播的随机试验分析AI 解读

We analyze data from a randomized trial of breastfeeding versus formula feeding in HIV-1-infected mothers and their infants. Estimates of infant HIV-1-free survival and the timing of vertical transmission of HIV-1 are complicated by the fact that the infants' HIV-1 status at death may be unknown, the time of HIV-1 infection may be interval censored, and the tests used to detect HIV-1 infection in the infants may be less than 100% sensitive or specific. To address these…

使用多样本广义 L 统计量稳健分析交叉设计AI 解读

In a crossover study, some or all subjects receive more than one treatment sequentially. Using a clinical example as motivation, we develop multisample generalized L-statistics (GL-statistics) to estimate and test for treatment effects in crossovers when the distribution of the response data deviates from normality. The basic idea is to adapt simple L-statistics, such as the trimmed mean and median, to data with dependencies. GL-statistics may be applied to crossovers with…

预防 HIV-1 母婴传播随机试验的分析AI 解读

We analyze data from a randomized trial of breastfeeding versus formula feeding in HIV-1-infected mothers and their infants. Estimates of infant HIV-1-free survival and the timing of vertical transmission of HIV-1 are complicated by the fact that the infants' HIV-1 status at death may be unknown, the time of HIV-1 infection may be interval censored, and the tests used to detect HIV-1 infection in the infants may be less than 100% sensitive or specific. To address these…

标志物与潜在健康状态的联合模型AI 解读

Summary We extend the bivariate Wiener process considered by Whitmore and co-workers and model the joint process of a marker and health status. The health status process is assumed to be latent or unobservable. The time to reach the primary end point or failure (death, onset of disease, etc.) is the time when the latent health status process first crosses a failure threshold level. Inferences for the model are based on two kinds of data: censored survival data and marker…

导言：推断与决策AI 解读

A major focus of applied econometric work is decision making in the context of uncertainty.Sometimes this work is several steps removed from the actual decision.For example, it may entail providing information in a form more suited to decision making, or reducing the uncertainty in the decision-making environment.Increasingly, applied econometricians are becoming more directly involved in decision making.The quality and quantity of data available are increasing, while the…

长期事件研究中的推断：贝叶斯方法及首次公开发行应用AI 解读

Statistical inference in long‐horizon event studies has been hampered by the fact that abnormal returns are neither normally distributed nor independent. This study presents a new approach to inference that overcomes these difficulties and dominates other popular testing methods. I illustrate the use of the methodology by examining the long‐horizon returns of initial public offerings (IPOs). I find that the Fama and French (1993) three‐factor model is inconsistent with the…

随机试验中的中位数处理效应AI 解读

Summary For two response variables y t and y c corresponding to two treatments for two policies) T and C, we wish to learn about quantiles of y t−y c from the marginal quantiles of y t and y c; only one of y t and y c is observed for an individual. We find that, in general, this is difficult for quantiles other than the median unless strong assumptions are imposed on how y t is related to y c. For the median, we present conditions under which the sign of the median treatment…