Cluster-Robust Prediction-Powered Inference
聚类稳健的预测辅助推断AI 解读 ↓
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聚类稳健的预测辅助推断AI 解读 ↓
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Data collection is often costly or logistically demanding, limiting both the questions researchers can pursue and how precisely they can answer them. Prediction-powered inference (PPI) can reduce the amount of data needed for precise parameter estimation by combining labeled data with machine learning predictions. However, ignoring dependence within clusters can produce confidence intervals that cover the true parameter less often than their nominal rate. We introduce Cluster-Robust PPI++, which provides standard errors in closed form and asymptotically valid confidence intervals under arbitrary dependence within independent clusters, requiring no bootstrap or resampling. Our central contribution is to accommodate partially labeled clusters, a common empirical setting in which clusters contain both labeled and unlabeled units. As units are dependent within clusters, partially labeled clusters violate the independence assumption of PPI++. We also show how precision increases depend on the labeling design, and derive a cluster-aware power tuning rule that minimizes asymptotic variance. In an application to television news, standard PPI++ confidence intervals have coverage below 60%, whereas Cluster-Robust PPI++ can achieve nominal 95% coverage.
多向聚类数据下因果函数的估计与推断
We propose methods for estimation and uniform inference for a broad class of causal functions, such as conditional average treatment effects and continuous treatment effects, under multi-way clustering. The causal function is identified as the conditional expectation of a Neyman-orthogonal signal that depends on high-dimensional nuisance parameters. We introduce a two-step procedure: the first step uses machine learning to estimate the nuisance parameters, and the second…
多维聚类数据下因果函数的估计与推断
This paper proposes methods of estimation and uniform inference for a general class of causal functions, such as the conditional average treatment effects and the continuous treatment effects, under multiway clustering. The causal function is identified as a conditional expectation of an adjusted (Neyman-orthogonal) signal that depends on high-dimensional nuisance parameters. We propose a two-step procedure where the first step uses machine learning to estimate the…
跨空间时间序列的预测驱动推断
The following motif is common in spatiotemporal settings: we have a sequence of covariate and label pairs observed for a relatively short, recent time period. We have access to unlabeled covariates over a longer time period. Data is observed over many spatial locations. For instance, crop yield might be observed over a large geographical area for recent years, but weather data (which is informative about crop yield) is available for a much longer period. The goal is to…
数据驱动亚组发现后标准试验估计量的推断
Data-driven subgroup identification is increasingly used in clinical trials, yet the effect reported for a discovered subgroup is typically the standard analysis: a Cox or generalized-linear-model treatment coefficient fitted within that subgroup. Selection by an effect-driven rule --- rewarding large estimated effects subject to screening and size criteria --- inflates the reported coefficient: a winner's curse invalidating naive intervals whether or not the identifier's…
多控制变量下工资不平等界的去偏推断
We study estimation and inference for a partially identified parameter whose identified set depends on a first-stage nuisance parameter that must itself be estimated. Combining the criterion-function approach with the theory of Neyman-orthogonal moments that underlies double/debiased machine learning, we propose a two-step procedure: the point-identified nuisance is estimated by flexible machine-learning methods, and the set-identified target is recovered as a level set of a…
LOCO-AdaMP:兼顾预测与内置变量重要性推断的自适应小块集成
As black-box machine learning models become increasingly common, extracting interpretations with uncertainty quantification has become a critical challenge. One popular type of interpretation is leave-one-covariate-out (LOCO) feature importance, while prior LOCO inference methods often require data-splitting or model-refitting. A recent ensemble framework, LOCO-MP, addresses these challenges using minipatches that subsample both observations and features, but massive feature…