Sequential Comparison of Changes with Repeated Measurements Data
重复测量数据中变化速率的序贯比较AI 解读 ↓
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There are many clinical trials in which the patients enter sequentially, and a response variable is measured repeatedly over time for each patient. A group sequential procedure is proposed for comparing the rates of change between two treatment groups. Some existing procedures for testing the equality of means between two treatment groups with repeated measurements data, such as those proposed by Armitage, Stratton, and Worthington and by Geary, can be interpreted as special cases of the proposed procedure. Under a linear mixed effects model, the asymptotic joint distribution of the sequentially computed statistics is derived. Construction of the group sequential boundaries is based on this distribution theory. The extension to nonnormal distributions of errors is also discussed. The proposed procedure allows for using either the sequential method of Slud and Wei or that of Lan and DeMets. This procedure is then applied to repeated bone density measurements on a sample of 74 middle-aged women and implemented by the method of Lan and DeMets.
I study randomization inference for dynamic causal effects in panels with many units and few periods when treatment is endogenous and an instrument is as good as randomly assigned only through the innovations of a first-order autoregressive assignment mechanism with unknown persistence. The persistence is a nuisance parameter in two senses: it determines which weighted average of heterogeneous causal effects the instrumented local projection estimand measures, and it governs…
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…
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…
面板信息矩阵检验
The Information Matrix (IM) test is a natural specification check for likelihood-based models, yet cross-sectional implementations are often badly sized, confound neglected heterogeneity with distributional misspecification, and require third derivatives. We develop the panel information matrix (PIM) test for models with fixed effects. Explicit fixed effects isolate functional-form misspecification from time-invariant unobserved heterogeneity. Although the profile maximum…
短时间维度异质性面板中的平均效应估计
The commonly used two-way fixed effects estimator is biased under correlated heterogeneity and can lead to misleading inference. The mean group estimator proposed by \cite{PesaranSmith1995} is robust to correlated heterogeneity but requires the individual estimators to have second-order moments that could fail if the number of estimated coefficients ($k$) is close to the time dimension ($T$) of the panel. This paper focuses on panels where $T-k$ is mall (including $T=k$),…
近分离二元数据中惩罚GEE的有限样本方差估计
Penalized generalized estimating equations (PGEE) stabilize point estimation for longitudinal binary data under near-separation, but inference still depends on how the sandwich variance is corrected. Existing corrections for PGEE can overadjust in high-leverage directions, require restrictive pooling assumptions, or add global regularization without explaining the bias. We establish first-order asymptotics for PGEE along convergent interior-root sequences and derive a matrix…