Beyond Arbitrary Replications: A Principled Approach to Simulation Design in Causal Inference
超越任意重复次数:因果推断模拟设计的原则性方法AI 解读 ↓
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Evaluation of novel treatment effect estimators frequently relies on simulation studies lacking formal statistical comparisons and using arbitrary numbers of replications ($J$). This hinders reproducibility and efficiency. We propose the Test-Informed Simulation Count Algorithm (TISCA) to address these shortcomings. TISCA integrates Welch's t-tests with power analysis, iteratively running simulations until a pre-specified power (e.g., 0.8) is achieved for detecting a user-defined minimum detectable effect size (MDE) at a given significance level ($α$). This yields a statistically justified simulation count ($J$) and rigorous model comparisons. Our bibliometric study confirms the heterogeneity of current practices regarding $J$. A case study revisiting McJames et al. (2024) demonstrates TISCA identifies sufficient simulations ($J=500$ vs. original $J=1000$), saving computational resources while providing statistically sound evidence. TISCA promotes rigorous, efficient, and sustainable simulation practices in causal inference and beyond.
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…
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…
记录链接存在歧义时的随机实验
Randomized experiments are often linked to administrative data to measure outcomes, but coarse identifiers can leave multiple administrative records consistent with each experimental unit. We show that unbiased estimation of the sample average treatment effect is possible without resolving these ambiguous links or specifying an outcome model. Our key linkage requirement is that the true administrative outcome is contained among the candidate outcomes for each experimental…
社会网络数据中处理效应的识别与估计:当社会连接存在混杂时
In observational network data, the adoption of a treatment and the formation of social ties often depend on the same characteristics that affect outcomes. We propose a generalized propensity score for each unit's effective treatment, built from a model for treatment assignment and a dyadic model for network formation, which may include latent node heterogeneity. The score is marginalized over the network given covariates rather than conditioned on the realized network, and…
IV-LASSO 的工具变量字典与惩罚选择
Estimating the first stage of an instrumental variables (IV) model with the least absolute shrinkage and selection operator (LASSO) requires choosing a dictionary of technical instruments and a penalty level. First-order asymptotic theory offers no guidance on these choices, as any consistent implementation yields a structural parameter estimator with the same limiting distribution. In finite samples, however, these choices can have a substantial impact on the resulting…