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比较多个处理效应时结合单侧与双侧检验的优势AI 解读

We consider the one-way layout for comparing k treatment effects μ i , 1 ≤ i ≤ k. Hayter earlier proposed a one-sided studentized range test (OSRT) for testing the null hypothesis H μO: μ1 = μ2 = ··· = μ k against the simple ordered alternative HA : μ1 ≤ μ2 ≤ ··· ≤ μ k with at least one strict inequality. The OSRT gives a set of simultaneous confidence intervals for all ordered pairwise differences μ j - μ i , i < j. These intervals are one-sided and have infinite upper…

We analyze tests for long‐run abnormal returns and document that two approaches yield well‐specified test statistics in random samples. The first uses a traditional event study framework and buy‐and‐hold abnormal returns calculated using carefully constructed reference portfolios. Inference is based on either a skewness‐adjusted t ‐statistic or the empirically generated distribution of long‐run abnormal returns. The second approach is based on calculation of mean monthly…

弱工具变量下LIML与刀切工具变量估计量的小样本性质AI 解读

Using Monte Carlo simulations we study the small sample performance of the traditional TSLS, the LIML and four new jackknife IV estimators when the instruments are weak. We find that the new estimators and LIML have a smaller bias but a larger variance than the TSLS. In terms of root mean square error, neither LIML nor the new estimators perform uniformly better than the TSLS. The main conclusion from the simulations and an empirical application on labour supply functions is…

匹配对研究的对偶与同时敏感性分析AI 解读

When a study shows an association between a treatment and a response, before concluding that there is a causal relationship it is useful to assess whether or not an unobserved variable, U, might explain the observed association. Sensitivity analysis clarifies the properties U must have in terms of its relationship to the response and its imbalance in the groups being compared. A substantial literature has investigated the imbalance or association between U and group…

逮捕率的层级贝叶斯分析AI 解读

A Bayesian hierarchical model provides the basis for calibrating the crimes avoided by incarceration of individuals convicted of drug offenses compared to those convicted of nondrug offenses. Two methods for constructing reference priors for hierarchical models both lead to the same prior in the final model. We use Markov chain Monte Carlo methods to fit the model to data from a random sample of past arrest records of all felons convicted of drug trafficking, drug…

完全接受或完全拒绝依从下的随机试验生存分析：癌症筛查成本效果估计AI 解读

Many randomized cancer screening trials involve all-or-none compliance. Some subjects randomized to an offer of screening refuse screening, and some subjects randomized to no offer of screening obtain screening outside the trial. The primary analysis to test whether or not cancer screening reduces cancer mortality is by intent-to-treat. To estimate the cost-effectiveness of screening, it is necessary to adjust for all-or-none compliance. Heretofore, adjustments for…

定向项目布点与坦桑尼亚计划生育项目效果估计AI 解读

Most studies evaluating the impact of family planning on fertility treat the presence of family planning clinics as being “randomly” assigned among the areas included in the study. They tend to ignore the possibility that the distribution of services may be related to the fertility level observed in a particular area. In some cases the distribution of services may respond to a conscious effort by public authorities or funding agencies to target areas with observed higher…

广义线性模型中遗漏协变量与估计效率AI 解读

Although omitting covariates associated with the response in generalized linear models can yield seriously biased estimates of the effects of the included covariates, in certain settings there is no bias. This article considers the effect of omitted covariates on the efficiency of the estimated effects of the included covariates in these cases. I consider the case where the omitted covariate is independent of the included covariates, as in studies with randomized treatment…

时间序列中的短期与长期因果性：理论AI 解读

Causality in Granger's sense is defined in terms of predictibility one period ahead. The notion of causality is generalized by considering causality at any given horizon 1 <= h <= inifinity, providing a rigorous formalization of indirect causal effects and causality chains in (possibly) nonstationary time series. The authors derive necessary and sufficient conditions for noncausality between vectors up to any given horizon. They observe that coefficients of lagged variables…

利用实验数据刻画选择偏差AI 解读

Semiparametric methods are developed to estimate the bias that arises from using nonexperimental comparison groups to evaluate social programs and to test the identifying assumptions that justify matching, selection models and the method of difference in differences. Using data from an experiment on a prototypical social program and data from nonexperimental comparison groups, the authors reject the assumptions justifying matching and their extensions of it. The evidence…

德国东西部迁移意向的半参数分析：事实与理论AI 解读

East–West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse the propensity to migrate using microdata from the German Socioeconomic Panel. Fitting a parametric Generalized Linear Model (GLM) yields non-linear residual behavior. This finding is not compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a…

德国东西部迁移意向的半参数分析：事实与理论AI 解读

East–West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse the propensity to migrate using microdata from the German Socioeconomic Panel. Fitting a parametric Generalized Linear Model (GLM) yields non-linear residual behavior. This finding is not compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a…

利用税制改革估计劳动供给反应AI 解读

The 1980s tax reforms and the changing dispersion of wages offer one of the best opportunities yet to estimate labor supply effects. Nevertheless, changing sample composition, aggregate shocks, the changing composition of the tax paying population, and discontinuities in the tax system create serious identification and estimation problems. The authors develop grouping estimators that address these issues. Their results reveal positive and moderately sized wage elasticities.…

群组序贯试验置信区间的重抽样方法AI 解读

Resampling methods are introduced for the construction of confidence intervals for treatment effects associated with the primary and secondary endpoints of a clinical trial whose stopping rule is specified by a group sequential test. These methods are nonparametric and compare favourably with the exact methods that assume the responses to be normally distributed.

回归中遗漏变量与测量误差偏差的校正：铅暴露对智商影响的应用AI 解读

Ordinary least squares (OLS) regression estimates are biased, in general, when relevant variables are omitted from the regression equation or when included variables are measured with error. The errors-in-variables bias can be corrected using auxiliary information about unobservable measurement errors. In this article we demonstrate how auxiliary information can also be used to correct for omitted-variables bias. We illustrate our methods with an application to four…

谱密度的数据驱动有效估计AI 解读

A nonparametric data-driven spectral density estimator is suggested for a class of processes with the exponentially decaying autocovariance function. This particular class is motivated by causal ARMA processes. The estimator is asymptotically efficient; that is, its mean integrated squared error converges with optimal minimax constant and rate as the sample size increases. The article also presents a Monte Carlo study of the estimator for the case of small sample sizes and…

数据驱动的有效谱密度估计AI 解读

A nonparametric data-driven spectral density estimator is suggested for a class of processes with the exponentially decaying autocovariance function. This particular class is motivated by causal ARMA processes. The estimator is asymptotically efficient; that is, its mean integrated squared error converges with optimal minimax constant and rate as the sample size increases. The article also presents a Monte Carlo study of the estimator for the case of small sample sizes and…

校正回归中的遗漏变量与测量误差偏差：铅暴露对智商影响的应用AI 解读

Ordinary least squares (OLS) regression estimates are biased, in general, when relevant variables are omitted from the regression equation or when included variables are measured with error. The errors-in-variables bias can be corrected using auxiliary information about unobservable measurement errors. In this article we demonstrate how auxiliary information can also be used to correct for omitted-variables bias. We illustrate our methods with an application to four…

摘要暂缺

This paper develops the method of matching as an econometric evaluation estimator. A rigorous distribution theory for kernel-based matching is presented. The method of matching is extended to more general conditions than the ones assumed in the statistical literature on the topic. We focus on the method of propensity score matching and show that it is not necessarily better, in the sense of reducing the variance of the resulting estimator, to use the propensity score method…

社会实验中的受试者评价AI 解读

This paper concerns inferring how self-interested subjects, as opposed to altruistic investigators, evaluate treatments in social experiments. The authors argue that the attrition behavior of subjects reveals their evaluation and discuss the usefulness of using such data in performing subject-based evaluation. The authors study the causes of disagreements between investigators and subjects in evaluating treatments and empirically assess the degree to which they disagree. The…

利用参军申请者的社会保障数据估计志愿兵役的劳动力市场影响AI 解读

Effects of military service on veterans' earnings are estimated using Social Security administrative records to fit models with heterogeneous potential outcomes. The first estimation strategy uses matching and regression to compare applicants who enlisted with applicants who did not enlist. The second uses instrumental variables generated by an error in military entrance exams. The empirical results suggest that military service led to higher employment rates for veterans.…

倾向得分在平均处理效应有效半参数估计中的作用AI 解读

The role of propensity score in the efficient estimation of the average treatment effects is examined. If the treatment is ignorable given some observed characteristics, it is shown that the propensity score is ancillary for estimation of the average treatment effects but not for estimation of average treatment effects on the treated. Efficient semiparametric estimators take the form of relevant sample averages of the data completed by the nonparametric imputation method.…

更多微积分学习能否改善中级微观与宏观经济学成绩？AI 解读

Using a selection bias correction model with ordered probit, we estimate how a second semester of calculus affects students' grades in intermediate economic theory. Selection bias correction is needed because similar aptitudes and interests often lead students to enroll and do well in both mathematics and economics. A sample of students enrolled in 49 classes of intermediate micro and 41 classes of intermediate macro is used to estimate the model. The results show a…