Comparison of Longitudinal Trajectories Using a High-Dimensional Partial Linear Semiparametric Mixed-Effects Model
利用高维部分线性半参数混合效应模型比较纵向轨迹AI 解读 ↓
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In longitudinal research, it is essential to compare sets of trajectories, commonly seen as changes over time in different treatment or patient groups. This paper presents a partial linear semiparametric mixed-effects model (PLSMM) for the analysis and comparison of nonlinear longitudinal trajectories with high-dimensional covariates across groups. Our flexible modeling framework can effectively handle complex temporal effects and extensive data while providing statistical inference. This method is particularly useful for evaluating differences in both linear and nonlinear components between groups, with a key strength being its ability to model nonlinear patterns without requiring prior knowledge of the functional forms. Instead, it employs a dictionary search strategy to automatically select appropriate basis functions to capture the nonlinear trends. This approach is also capable of handling longitudinal observations with irregular time points. A novel debiasing procedure is proposed for the post-selection inference on the linear components of PLSMM, and a bootstrap method is used for the comparison of nonlinear components. The model has been tested in different simulation settings and applied to a cohort study examining the evolution of oral Candida albicans concentration in young children from birth to two years of age in different racial groups.
The bootstrap is widely used to construct confidence intervals but may perform poorly for some estimators. We consider semiparametric estimators that use cross-validation to estimate nuisance pa- rameters and can be computationally expensive in large datasets. We illustrate potential problems with bootstrapping with replacement when cross-validation is used and extend the cheap bootstrap confidence interval to subsampling without replacement for asymptotically linear…
双重差分与合成控制的结合:双重稳健识别和估计
Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates the advantages of both approaches. Our method delivers a doubly robust identification strategy for the average treatment effect on the treated (ATT) under either of two non-nested assumptions: parallel trends or a group-level SC condition.…
使用 mgcv 估计半参数与非参数固定效应面板模型
This paper provides a practical guide to estimating semiparametric and nonparametric fixed-effects panel data models using the mgcv package in R. The focus is implementation: handling fixed effects with unit indicators, first differencing, or penalized unit effects; specifying smooth terms; and conducting cluster-robust inference. Monte Carlo experiments compare \code{mgcv::bam} estimators with linear and fixed-series spline estimators. Simulations suggest that penalized…
部分识别离散响应模型的随机集分位数估计
Semiparametric discrete choice models are widely applied in economics, yet a fundamental tension arises when covariates are discrete as regression coefficients that are point identified under continuous regressors may become only partially identified. We show that this is not merely an identification problem but creates serious estimation pathologies. Classical estimators, including the maximum score estimator of Manski (1975), not only have population maximizers that are…
双重稳健的工具变量双重差分
We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive the efficient influence function (EIF) of the target parameter in both panel and repeated cross-sections settings, allowing for two classes of control groups: never-exposed and not-yet-exposed. Building on the EIF, we construct doubly robust estimands and corresponding…
高维面板模型的推断:双向依赖与未观测异质性
Panel data allows for the modeling of unobserved heterogeneity, significantly raising the number of nuisance parameters and making high dimensionality a practical issue. Meanwhile, temporal and cross-sectional dependence in panel data further complicates high-dimensional estimation and inference. This paper proposes a toolkit for high-dimensional panel models with large cross-sectional and time sample sizes. To reduce the dimensionality, I propose a variant of LASSO for…