An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
协变量依赖的多元分位数轮廓与二元条件生长图AI 解读 ↓
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协变量依赖的多元分位数轮廓与二元条件生长图AI 解读 ↓
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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 include potentially important covariates as necessary. In addition, we propose a visual model assessment tool and discuss a practical guideline for model selection. The performance of the proposed methodology is demonstrated by a simulation study, as well as an application to joint height–weight screening of young children in the United States. We construct bivariate growth charts by a nested sequence of age-dependent and covariate-varying quantile contours of height and weight, and use it to locate an individual subject's percentile rank with respect to a reference population. Our work shows that the proposed method is valuable for pediatric growth monitoring and provides more informative readings than the conventional approach based on univariate growth charts.
面板数据分位数回归的GMM方法
This paper develops a smoothed generalized method of moments (GMM) framework for panel quantile models with individual-specific fixed-effects and endogenous regressors. By smoothing the indicator in the quantile moment conditions and profiling out the individual effects through smoothed individual quantile restrictions, the proposed estimator can be implemented using standard GMM algorithms. We establish consistency, asymptotic normality, and feasible inference under weak…
条件张量扩散:分布式反事实学习与推断
Causal inference guides operational and managerial decisions but remains challenging in high-dimensional panel or tensor settings, where decisions may depend on the joint conditional distribution of missing control outcomes. We develop \emph{Counterfactual Tucker Diffusion} (\CFTDiff), which integrates the treatment mask and latent Tucker structure into conditional diffusion to recover this distribution given observed control outcomes through efficient nonlinear score…
测地线双重差分
Summary Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing methods for such outcomes have primarily focused on univariate distributions, leveraging linear operations in the space of quantile functions, but these approaches cannot be directly extended to outcomes in general metric spaces. In…
线性分位数面板模型的识别
This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict exogeneity, whereby the conditional quantile restriction holds given the individual's complete regressor history and latent individual effect, but otherwise allow the disturbances to be arbitrarily dependent over time.
高维混杂下纵向数据的异质性分位数处理效应估计(第二版)
Causal inference plays a fundamental role in various real-world applications. However, in the motivating non-small cell lung cancer (NSCLC) study, it is challenging to estimate the treatment effect of chemotherapy on circulating tumor DNA (ctDNA). First, the heterogeneous treatment effects vary across patient subgroups defined by baseline characteristics. Second, there exists a broad set of demographic, clinical and molecular variables act as potential confounders. Third,…
随机对象与函数型数据的测地线合成控制
We introduce a geodesic synthetic control method for causal inference with panel outcomes that are random objects in a geodesic metric space. Examples include distributions, compositions, networks, symmetric positive-definite matrices, trees and functional data, among other data types that require a geometry beyond Euclidean vector spaces. The proposed method replaces Euclidean weighted averages by weighted Fréchet means and defines treatment effects as geodesics connecting…