On the use of covariates for rodent bioassay and screening experiments
啮齿动物生物测定与筛查实验中的协变量使用AI 解读 ↓
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Consider a three-state compartmental model with an initial, an absorbing and an intermediate state which may or may not be entered before absorption. Observable data are time to absorption and an indication of whether the intermediate state was entered, but not the time of transition. The transition rates characterizing the process are nonidentifiable without simplifying assumptions or additional information on the prevalence function, defined as the time specific proportion of nonabsorbed individuals in the intermediate state. Our approach makes prevalence identifiable and easily estimable through the use of covariates, combined with one or more random screens of the population. The results are illustrated with pathology data from a rodent tumourigenicity experiment involving several random sacrifices.
近端估计与推断
Abstract We develop a convex-analytic framework for constructing and analyzing a broad class of penalized estimators. Our method defines penalized estimators by applying proximal operators to benchmark estimators, rather than by penalizing the benchmark criterion itself. We establish general finite-sample properties, derive unified asymptotic distribution results, and provide tractable conditions for oracle selection and oracle asymptotic efficiency. We then apply the…
Two frequent approaches for identifying structural VARs are external instruments, which carry economic content but are often weak, and non-Gaussianity of the shocks, which provides statistical identification but carries no economic meaning. We combine the two strategies in a single generalized method of moments framework. This hybrid approach point-identifies the target shocks while also identifying the non-target shocks up to sign and ordering. Under suitable rank…
多层主效应矩阵因子模型
We propose a multilevel main effects matrix factor model (MMEFM) to extract meaningful row and column effects from groups of matrix data. As a generalization of a multilevel matrix factor model, we provide rigorous definitions of MMEFM and identifications, together with iterative algorithms for the estimators of all global and local components in the main effects and common component, including global/local main effects and core ranks, with rates of convergence spelt out. An…
超越协方差的线性回归:高阶累积量中的潜在斜率谱
Least squares summarizes the joint distribution of a response and regressor through second-order information. When an observed regressor is composed of latent components carrying different relationships with the response, this summary can average over distinct linear effects. We study the additional linear information contained in higher-order mixed cumulants and formalize it through the latent slope spectrum. Ordinary least squares is a variance-weighted barycenter of this…
We study difference-in-differences designs in which all units are initially untreated and later receive heterogeneous, strictly positive treatment doses. When quasi-untreated units receive doses close to zero, a difference-in-difference estimand using those units as the control group identifies a weighted average treatment effect per unit of treatment, under a parallel-trends assumption. We develop a nonparametric estimator and bias-corrected confidence intervals for this…
伪面板事件研究:可信应用的计量经济学基础
Event studies with panel data are widely used to estimate treatment effects. With repeated cross-sections, future treatment dates are unobserved for untreated individuals. Pseudo-panel event studies impute pre-treatment outcomes of the treated using matched untreated individuals. This paper establishes identification in such designs and characterizes bias when identification conditions fail. I show that the pseudo-panel regression is equivalent to weighted least squares with…