每日简报

含高维控制变量的 BLP 模型估计AI 解读

This study proposes a framework for estimating demand in differentiated product markets with high dimensional product characteristics, building upon the seminal Berry, Levinsohn, and Pakes (1995) model, using market level data. We allow for a very large set of potential product characteristics, where the number of characteristics may exceed the number of market observations. Our contributions are twofold. First, we establish a general estimation theory for BLP models…

试验后推广实验的无先验样本量设计AI 解读

This paper studies sample-size design for finite-population test-and-roll experiments, where a decision-maker first conducts an experiment on $m$ units and then assigns the remaining $N-m$ units to the treatment that performs better in the experiment. We consider welfare-aware sample-size choice, which involves an exploration-exploitation tradeoff: larger experiments improve the rollout decision but impose welfare losses on experimental units assigned to the inferior…

利用 CV-TMLE 全局检验提高罕见病多组分终点研究的功效AI 解读

Rare disease trials face unique statistical challenges due to limited patient populations and heterogeneous clinical manifestations among patients. Multiple endpoints are often necessary to comprehensively capture treatment benefits. A global test is an approach for evaluating whether a treatment has any beneficial effect across multiple endpoints. We propose a new global test based on a weighted composite endpoint. The proposed global test employs shrinkage-based…

通过网络平滑估计含噪低秩网络中的同伴效应AI 解读

Peer effect estimation requires precise network measurement, yet most empirical networks are noisy, rendering standard estimators inconsistent. To address measurement error in networks, we propose a method to estimate peer effects in networks whose expected adjacency matrix is low-rank. Our key result shows that peer effects over a true unobserved network are asymptotically equivalent to peer effects over the expected adjacency matrix. This result reduces peer effect…

利用仅调查可得协变量进行因果小区域估计AI 解读

Area-specific causal inference is important in many policy and survey applications, where the goal is to evaluate treatment effects for small geographic or demographic domains. Existing causal small area estimation methods, however, typically rely on a strong data requirement that treatment status is observed for all units in the population. This assumption is often unrealistic in practical survey settings, where both treatment and outcome variables are observed only for…

序贯多次随机分配试验中评估动态治疗方案的纵向—生存联合框架AI 解读

Sequential multiple assignment randomized trials (SMARTs) provide a systematic framework for constructing and evaluating dynamic treatment regimens (DTRs). In clinical studies, longitudinal biomarkers are routinely collected to monitor disease progression and define treatment response. However, the integration of longitudinal biomarker data into survival analysis for DTR evaluation within a SMART remains unexplored. We propose a joint longitudinal-survival framework to…

双重稳健的工具变量双重差分AI 解读

We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive the efficient influence function (EIF) of the target parameter in both panel and repeated cross-sections settings, allowing for two classes of control groups: never-exposed and not-yet-exposed. Building on the EIF, we construct doubly robust estimands and corresponding…

用于组成型微生物组中介变量边际中介分析的零膨胀贝塔混合模型AI 解读

The role of the microbiome in disease pathogenesis is an emerging field with strong evidence suggesting that dysbiosis is associated with precancerous and cancerous states. Microbiome data present substantial challenges for causal mediation analysis due to sparsity, compositional constraints, and latent heterogeneity. To address these issues, we propose a zero-inflated beta mixture (ZIBM) method for mediation analysis with compositional microbiome mediators. The proposed…

均值独立与线性条件下的因果发现AI 解读

Causal discovery methods such as LiNGAM identify causal structure from observational data by assuming mutually independent disturbances. This assumption is fragile: shared volatility, common scale effects, or other forms of dependence can cause the methods to recover the wrong causal order, even with infinite data. We introduce the Linear Mean-Independent Acyclic Model (LiMIAM), which replaces full independence with weaker one-sided mean-independence restrictions on the…

超越全局单调性的反事实可识别性：非单调三角结构因果模型AI 解读

Structural causal models provide a unified semantics for interventions and counterfactuals, but most identifiability results rely on restrictive assumptions like global monotonicity, which are often violated in embodied interaction, where the same exogenous perturbation can induce opposite responses under different contact contexts. We ask what structure still suffices once global monotonicity is dropped. We introduce non-monotone triangular structural causal models…

利用替代指标辅助缺失主要结局的高效跨总体分布与分位数处理效应估计AI 解读

We study target-population distributional and quantile treatment effects when a source study observes treatment and post-treatment surrogates for all source units but observes a long-run primary outcome only for a validation subset, while the target population contributes only baseline covariates. The target estimands are transported counterfactual distribution functions $ψ_a(y)=P(Y^a\le y\mid R=0)$, their quantiles $q_a(τ)$, and the quantile treatment effect $Δ(τ)=q_1(τ)-q_0(τ)$…

网络化基础设施的可扩展结构估计：局部协调的精确分解AI 解读

Interaction effects are often economically central in environments where structural dynamic estimation becomes computationally infeasible. Under fixed group membership and sparse within-group interaction structure, the Bellman operator admits a block-diagonal decomposition that allows high-dimensional dynamic programs to be solved through independent group-level subproblems while preserving the original structural problem exactly. The result applies to a class of dynamic…

PAIR-CI：不完整资料因果发现中的校准条件独立检验AI 解读

The standard constraint-based paradigm for causal discovery with incomplete data -- impute first, test second -- is frequently miscalibrated: any consistent conditional independence (CI) test rejects a true null with probability approaching 1 when imputation error induces spurious conditional dependence. We introduce PAIR-CI, a nonparametric CI test that restores calibration by integrating multiple imputation directly into the inferential procedure via a paired permutation…

非线性面板模型平均效应的近似算子求逆AI 解读

We study the estimation of average effects in nonlinear panel data models with fixed effects when the time dimension $T$ is only moderately large. Our approach, called approximate operator inversion (AOI), offers a new perspective on bias correction. Instead of first estimating unit-specific fixed effects and then correcting the resulting plug-in bias, AOI approximately inverts the likelihood-induced mapping from the fixed-effect distribution to the outcome distribution. AOI…

个体处理效应无分布预测推断的不可能性AI 解读

Uncertainty quantification for individual treatment effects (ITEs) is a daunting challenge in causal inference. Motivated by recent advances in conformal prediction, several works aim to construct distribution-free prediction sets for ITEs with desired coverage under standard assumptions such as strong ignorability and overlap. In this paper, we show that such goals are fundamentally unattainable in the presence of continuous covariates. Specifically, we establish…

均方误差最优的双重差分估计量AI 解读

This paper develops a difference-in-differences (DiD) estimation method that selects the optimal length of pre-trends by minimizing the mean squared error (MSE). Conventional DiD regression models, such as the two-way fixed effects model or the event study model, may suffer from accuracy and validity concerns. If the sample size is small, the estimator may have a larger variance. Also, pre-tests often lack power to detect violations of the parallel trends assumption as Roth…

基于 Copula 的处理效应双重稳健估计内生性修正AI 解读

Doubly Robust (DR) estimation of treatment effect relies on an untestable assumption that is the absence of unobserved confounding. This assumption is par- ticularly problematic in the context of healthcare research, where variables like pre- scription refill rates serve as proxies for unobserved behaviors such as medication adherence. These proxy variables are often endogenous, exhibiting correlation with the regression error term due to unmeasured confounding or…

病例队列研究中基于匹配设计的限制平均生存时间因果效应估计AI 解读

In large observational studies, the case-cohort design is commonly used to reduce the cost associated with covariate measurement. For survival outcomes, literature has suggested that the restricted mean survival time (RMST) be a more appropriate marginal causal effect measure than the hazard ratio. In this paper, we develop a marginal causal effect estimation method for RMST difference under the stratified case-cohort design. We adjust for measured confounders using an…

PRCD-MAP：在因果发现中学习对不完美先验的信任程度AI 解读

External priors of unknown reliability create a brittle trade-off in causal discovery: blind trust amplifies errors, blind rejection wastes signal. Real priors are also heterogeneously reliable -- physical laws are trustworthy, LLM-suggested edges are speculative -- yet existing methods either ignore priors or impose them through globally uniform trust. We propose PRCD-MAP, a soft prior-consumption layer that assigns per-edge trust to an imperfect prior and uses it to…

弗雷明汉研究中降血压与冠心病风险的因果推断AI 解读

Standard cardiovascular risk calculators, including the Framingham Risk Score and the ACC/AHA Pooled Cohort Equations, estimate the conditional probability P(CHD | SysBP = s) rather than the interventional quantity P(CHD | do(SysBP = s)). When confounding is present, this distinction has direct clinical consequences: observational estimates may systematically overstate the absolute benefit of antihypertensive treatment. We applied Pearl's do-calculus to the Framingham Heart…

利用核方法与 Copula 检测因果依赖变化AI 解读

We propose a framework for determining whether the causal dependence of an outcome $Y$ on a covariate $X$ changes at a given time point, given confounders $\boldsymbol{Z}$. For instance, in financial markets, the effect of a market indicator on asset returns may causally change over time. While many existing measures of association can be used to detect changes in joint and marginal distributions, in the absence of strong assumptions on the data generating process none are…

随机化后伴随用药差异下的生存结局处理效应估计AI 解读

In placebo-controlled randomized trials, the post-randomization use of concomitant medications may be higher in the placebo arm than in the treatment arm. This may dilute the full benefits of the randomized drug as estimated by the intention-to-treat analysis. We focus on cardiovascular outcomes trials in type-2 diabetes patients of glucose-lowering treatments where patients in the placebo arm are more likely to add other glucose-lowering agents with established…

RepFlow：用于因果效应估计的表示增强流匹配AI 解读

Estimating causal effects from observational data has become increasingly critical in diverse fields including healthcare, economics, and social policy. The fundamental challenge in causal inference arises from the missing counterfactuals and the selection bias. Existing methods are largely limited to point estimates and lack the capacity for distribution modeling. In this work, we propose RepFlow, a novel framework that formulates causal effect estimation as a joint…

TabCF：利用表格基础模型进行分布控制函数估计AI 解读

Instrumental variable (IV) and control function (CF) methods are powerful tools for causal effect estimation in the presence of unmeasured confounding, yet most existing approaches target only mean effects and/or demand substantial fitting and tuning effort. In this paper, we introduce a simple method, TabCF, for control function regression using tabular foundation models, which enables accurate, fast, identification-transparent, and tuning-light causal estimation of…