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通过条件方差限制识别社会互动AI 解读

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中位数约束模型中基于符号与秩的半参数有效推断AI 解读

Summary Since the pioneering work of Koenker and Bassett, median-restricted models have attracted considerable interest. Attention in these models, so far, has focused on least absolute deviation (auto-)regression quantile estimation and the corresponding sign tests. These methods use a pseudolikelihood that is based on a double-exponential reference density and enjoy quite attractive properties of root n consistency (for estimators) and distribution freeness (for tests).…

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…

纳入总体层面信息的广义线性模型：基于经验似然的方法AI 解读

Summary In many situations information from a sample of individuals can be supplemented by population level information on the relationship between a dependent variable and explanatory variables. Inclusion of the population level information can reduce bias and increase the efficiency of the parameter estimates. Population level information can be incorporated via constraints on functions of the model parameters. In general the constraints are non-linear, making the task of…

平滑非参数条件分位数前沿估计AI 解读

Traditional estimators for nonparametric frontier models (DEA, FDH) are very sensitive to extreme values/outliers. Recently, Aragon et al. [2005. Nonparametric frontier estimation: a conditional quantile-based approach. Econometric Theory 21, 358-389] proposed a nonparametric [alpha]-frontier model and estimator based on a suitably defined conditional quantile which is more robust to extreme values/outliers. Their estimator is based on a nonsmooth empirical conditional…

具有内生选择的有序 Probit 模型的贝叶斯分析AI 解读

This paper presents a Bayesian analysis of an ordered probit model with endogenous selection. The model can be applied when analyzing ordered outcomes that depend on endogenous covariates that are discrete choice indicators modeled by a multinomial probit model. The model is illustrated by analyzing the effects of different types of medical insurance plans on the level of hospital utilization, allowing for potential endogeneity of insurance status. The estimation is…

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…

微观面板非线性状态空间模型中的序贯数值积分AI 解读

Abstract This paper discusses the estimation of a class of nonlinear state space models including nonlinear panel data models with autoregressive error components. A health economics example illustrates the usefulness of such models. For the approximation of the likelihood function, nonlinear filtering algorithms developed in the time‐series literature are considered. Because of the relatively simple structure of these models, a straightforward algorithm based on sequential…

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…

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…

协变量依赖的多元分位数轮廓与二元条件生长图AI 解读

Multivariate quantile contours are useful in numerous applications and have been studied in different contexts. However, no easy solutions exist when dynamic and conditional quantile contours are needed without strong distributional assumptions. In this article we propose a new form of bivariate quantile contours and a two-stage estimation procedure to take time effect into account. The proposed procedure relies on quantile regression for longitudinal data and is flexible to…

社会网络模型的拟合优度AI 解读

We present a systematic examination of a real network data set using maximum likelihood estimation for exponential random graph models as well as new procedures to evaluate how well the models fit the observed networks. These procedures compare structural statistics of the observed network with the corresponding statistics on networks simulated from the fitted model. We apply this approach to the study of friendship relations among high school students from the National…

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有序离散选择模型的设定检验AI 解读

We discuss how to test the specification of an ordered discrete choice model against a general alternative. Two main approaches can be followed: tests based on moment conditions and tests based on comparisons between parametric and nonparametric estimations. Following these approaches, various statistics are proposed and their asymptotic properties are discussed. The performance of the statistics is compared by means of simulations. An easy-to-compute variant of the standard…

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…

特质冲击与非凸性在工厂及总量投资动态中的作用AI 解读

We study a model of lumpy investment wherein establishments face persistent shocks to common and plant-specific productivity, and nonconvex adjustment costs lead them to pursue generalized (S, s) investment rules. We allow persistent heterogeneity in both capital and total factor productivity alongside low-level investments exempt from adjustment costs to develop the first model consistent with the cross-sectional distribution of establishment investment rates. Examining the…

利用条件自回归空间模型的方差结构刻画知识溢出AI 解读

Abstract This study investigates the pattern of knowledge spillovers arising from patent activity between European regions. A Bayesian hierarchical model is developed that specifies region‐specific latent effects parameters modeled using a connectivity structure between regions that can reflect geographical proximity in conjunction with technological and other types of proximity. This approach exploits the fact that interregional relationships may exhibit industry‐specific…

多元正态正交区域概率的新重构方法AI 解读

Summary A new method is introduced for geometrically reconstructing orthant probabilities for non-singular multivariate normal distributions. Orthant probabilities are expressed in terms of those for auto-regressive sequences and an efficient method is developed for numerical approximation of the latter. The approach allows more efficient accurate evaluation of the multivariate normal cumulative distribution function than previously, for many situations where the original…

多类删失数据下两样本半参数模型的加权经验似然AI 解读

In this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of censored data, such as right censored data, doubly censored data, interval censored data and partly interval-censored data, the weighted empirical likelihood-based semiparametric maximum likelihood estimator (θ̃n, F̃n) for the underlying…

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…

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.…