每日简报

生存结局的非参数断点回归设计AI 解读

Quasi-experimental evaluations are central for generating real-world causal evidence and complementing insights from randomized trials. The regression discontinuity design (RDD) is a quasi-experimental design that can be used to estimate the causal effect of treatments that are assigned based on a running variable crossing a threshold. Such threshold-based rules are ubiquitous in healthcare, where predictive and prognostic biomarkers frequently guide treatment decisions.…

高维多对多对多中介分析AI 解读

We study high-dimensional mediation analysis in which exposures, mediators, and outcomes are all multivariate, and both exposures and mediators may be high-dimensional. We formalize this as a many (exposures)-to-many (mediators)-to-many (outcomes) (MMM) mediation analysis problem. Methodologically, MMM mediation analysis simultaneously performs variable selection for high-dimensional exposures and mediators, estimates the indirect effect matrix (i.e., the coefficient…

面向超高维数据的贝叶斯单变量引导稀疏回归AI 解读

Ultra-high-dimensional genomic studies require simultaneous identification of sparse signals, control of spurious discoveries, and computationally feasible inference when the number of predictors can reach hundreds of thousands or more. We propose Bayesian Univariate-Guided Sparse Regression (BUGS), a global--local shrinkage framework that incorporates marginal association information directly into the prior through continuous modulation of shrinkage. By embedding univariate…

极端事件的方向性依赖AI 解读

This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail dependence by studying conditional tail expectations of rank-transformed variables, thereby quantifying the behavior of one variable when the other takes extreme values. We investigate the theoretical asymptotic behavior of the associated estimator. The effectiveness of the approach is demonstrated…

非线性动态网络模型的识别与推断AI 解读

We study identification and inference in nonlinear dynamic systems defined on unknown interaction networks. The system evolves through an unobserved dependence matrix governing cross-sectional shock propagation via a nonlinear operator. We show that the network structure is not generically identified, and that identification requires sufficient spectral heterogeneity. In particular, identification arises when the network induces non-exchangeable covariance patterns through…

不完整网络数据的灵活插补AI 解读

Sampled network data are widely used in empirical research because collecting complete network information is costly. However, empirical analyses based on sampled networks may lead to biased estimators. We propose a nonparametric imputation method for sampled networks and show that empirical analyses based on imputed networks yield consistent estimates. Our approach imputes missing network links by combining a projection onto covariates with a local two-way fixed-effects…

带固定效应的动态面板 Logit 模型识别AI 解读

We show that identification in a general class of dynamic panel logit models with fixed effects is related to the truncated moment problem from the mathematics literature. We use this connection to show that the identified set for structural parameters and functionals of the distribution of latent individual effects can be characterized by a finite set of conditional moment equalities subject to a certain set of shape constraints on the model parameters. In addition to…

fixest：快速且功能丰富的 R 计量估计框架AI 解读

fixest is an R package for fast and flexible econometric estimation. It provides a unified framework for applied research, with comprehensive support for a diverse class of models: ordinary least squares, instrumental variables, generalized linear models, maximum likelihood, and difference-in-differences. The package particularly excels at fixed-effects estimation, supported by a novel fixed-point acceleration algorithm implemented in C++. This algorithm achieves rapid…

惩罚回归中的自由度：自适应惩罚下的模型选择AI 解读

Model selection in penalized regression critically depends on an accurate assessment of model complexity, commonly quantified through the effective degrees of freedom. While the Lasso admits a simple and unbiased characterization, given by the size of the active set, this property does not extend to adaptive penalization methods, despite the widespread use of this approximation in practice. To solve this issue, in this paper we derive a novel unbiased estimator of the…

具有层级结构的高维时间序列自回归建模AI 解读

Modern applications have made ubiquitous high-dimensional data, especially time-dependent data, with more and more complicated structures, and it also has become more frequent to encounter the scenario of hierarchical relationships among variables. However, there is still a lack of supervised learning tool in the literature for them. To fill this gap, we introduce a new model-designing framework, and it then combines with unsupervised factor modeling tools to form an…

非精确匹配观察研究中平均处理效应的随机化推断AI 解读

Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated units are exactly matched with controls on these covariates, enabling randomization-based inference for treatment effects as in a randomized experiment, under the assumption of no unobserved covariates. However, inexact matching often occurs,…

内生性与异方差下删失分位数回归的分布效应AI 解读

Distributional effects, captured by quantile frameworks, are well-received for characterizing heterogeneous impacts of economic factors across the unobserved relative ranks. Censored outcome, endogenous regressor and heteroskedastic error are prevalent in empirical work, yet challenge the consistency of existing quantile estimation methods. This paper proposes a two-nested-step(TNS) estimation method for distributional effects in censored quantile models with endogeneity and…

网络依赖时间序列的频域分析：全球银行关联应用AI 解读

Financial spillovers in interconnected systems, such as global banking networks, require tools that capture temporal and frequency dynamics, while incorporating the underlying network topology. While current network time series models are developed in the time-domain, frequency-domain approaches, which reveal how cross-nodal dependencies vary across different cycles, remain under-explored. This paper develops a spectral analysis framework that accommodates flexible forms of…

结果分布偏移下处理效应推广的锐界AI 解读

Generalizing treatment effects from a randomized trial to a target population requires the assumption that potential outcome distributions are invariant across populations after conditioning on observed covariates. This assumption fails when unmeasured effect modifiers are distributed differently between trial participants and the target population. We develop a sensitivity analysis framework that bounds how much conclusions can change when this transportability assumption…

未知因果图上的因果老虎机：结合后门调整的置信上界AI 解读

The causal bandit problem seeks to identify, through sequential experimentation, an intervention that maximizes the expected reward in a causal system modeled by a directed acyclic graph (DAG). Existing methods typically assume that the causal graph is known or impose restrictive structural assumptions. In this paper, we study causal bandit problems when the causal graph is unknown. We first consider Gaussian DAG models without latent confounders. By combining observational…

随机对照试验中存在竞争性伴发事件的处理效应估计AI 解读

The analysis of randomized controlled trials is often complicated by intercurrent events (IEs) -- events that occur after treatment initiation and affect either the interpretation or existence of outcome measurements. Examples include treatment discontinuation or the use of additional medications. In two recent clinical trials for systemic lupus erythematosus with complications of IEs, we classify the IEs into two broad categories: effect-informative (e.g., treatment…