Dynamic Latent Trait Models for Multidimensional Longitudinal Data
多维纵向数据的动态潜在特质模型AI 解读 ↓
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多维纵向数据的动态潜在特质模型AI 解读 ↓
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This article presents a new approach for analysis of multidimensional longitudinal data, motivated by studies using an item response battery to measure traits of an individual repeatedly over time. A general modeling framework is proposed that allows mixtures of count, categorical, and continuous response variables. Each response is related to age-specific latent traits through a generalized linear model that accommodates item-specific measurement errors. A transition model allows the latent traits at a given age to depend on observed predictors and on previous latent traits for that individual. Following a Bayesian approach to inference, a Markov chain Monte Carlo algorithm is proposed for posterior computation. The methods are applied to data from a neurotoxicity study of the pesticide methoxychlor, and evidence of a dose-dependent increase in motor activity is presented.
多变量纵向数据的向量藤 Copula 模型
Multivariate longitudinal data may exhibit non-Gaussian margins, nonlinear dynamics, and response vectors with composition that varies across waves. To account for these features, we introduce a vector drawable vine (VD-vine) copula that extends conventional drawable vine copulas from scalar to vector-valued nodes. Here, the response vector at each wave forms a multivariate marginal, and serial dependence is captured through a sequence of linking vector copulas. We establish…
动态空间贝叶斯机器学习:美国代际流动与地理收入不平等应用
We develop a Dynamic Spatial Panel Bayesian Additive Regression Trees model with Horseshoe shrinkage (DSP-BART-HS) for high-dimensional spatio-temporal panel data. We jointly evaluate the model against a comprehensive suite of structural spatial econometrics, non-parametric machine learning methods, and small-area estimators across nine data-generating scenarios spanning 200 replicates each, including irregular spatial topologies, dense policy effects, and non-linear…
交错双重差分中的部分同质性
In staggered difference-in-differences (DiD) designs, units enter treatment at different calendar times, so the treatment effect is not a single number but a set of Cohort-Average Treatment effects on the Treated (CATTs), one per cohort-time cell. Estimating every CATT as its own parameter, as the standard fully flexible estimator does, is unbiased but inefficient when some of these effects are in fact equal, whereas pooling them all into a single two-way fixed effects…
通过 Riesz 表示构建现代因果面板估计量的贝叶斯稳健性值
We develop a sensitivity-analysis workflow for causal panel estimators, covering synthetic difference-in-differences, matrix completion, fixed-effect imputation, and group-time average treatment effects. The workflow combines Riesz-representation omitted-variable-bias bounds with partial-$R^2$ robustness values and separates two reporting routes. Route A gives a direct sensitivity profile for additive or projected confounding summarized by outcome-side and Riesz-side partial…
斯德哥尔摩通勤流动建模:基于手机数据的空间面板方法
This paper examines the sociodemographic and socioeconomic determinants of regional commuter mobility in the Greater Stockholm Area using a heteroscedastic spatial Durbin panel data model estimated via Bayesian Markov Chain Monte Carlo methods. Drawing on mobile phone-derived origin-destination flows from the MIND database, the analysis exploits unusually fine spatial and temporal granularity across a balanced panel of 675 regions over the period 2018-2023. A k-nearest…
用于时间序列截面数据因果推断的贝叶斯倾向得分增强潜因子模型
We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings, while the outcome model flexibly incorporates the propensity score, for example through stratification. Relative to existing approaches, the proposed method provides greater flexibility and captures additional heterogeneity across…