Partial Identification of Policy-Relevant Treatment Effects with Instrumental Variables via Optimal Transport
通过最优传输部分识别工具变量下的政策相关处理效应AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要研究工具变量下政策处理效应的部分识别,并明确依托广义 Roy 选择模型,支持因果推断与结构估计方向。
通过最优传输部分识别工具变量下的政策相关处理效应AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Policy-Relevant Treatment Effects (PRTEs) are generally not point-identified under standard Instrumental Variable (IV) assumptions when the instrument generates limited support in treatment propensity. We show that PRTE partial identification in the generalized Roy model can instead be formulated as a Constrained Conditional Optimal Transport (CCOT) problem over the joint conditional law of the potential outcome and the latent resistance. The resulting multidimensional CCOT problem reduces analytically to separable one-dimensional OT problems with product costs, yielding sharp closed-form bounds and avoiding direct solution of the original high-dimensional CCOT problem. We also develop estimation and inference procedures for these bounds: for discrete instruments, we use a Double Machine Learning (DML) approach based on Neyman-orthogonal scores that accommodates high-dimensional covariates while achieving the parametric $\sqrt{n}$ rate and asymptotic normality; for continuous instruments, we explicitly characterize the corresponding nonparametric convergence rates. The framework accommodates covariates, discrete and continuous instruments, and extensions to general treatment settings. In simulations and a bed-net subsidy application, the resulting bounds are substantially tighter than the moment-relaxation method.
多弱工具变量下的非参数工具变量推断
We study inference on linear functionals in the nonparametric instrumental variable (NPIV) problem with a discretely-valued instrument under a many-weak-instruments asymptotic regime, where the number of instrument values grows with the sample size. A key motivating example is estimating long-term causal effects in a new experiment with only short-term outcomes, using past experiments to instrument for the effect of short- on long-term outcomes. Here, the assignment to a…
未知系数线性系统的统计推断
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system of equations, including the slope coefficients, to be unknown. For this reason, we describe the linear system as having unknown (as opposed to known) coefficients. This hypothesis testing problem arises naturally when constructing…
分布型工具变量:识别与分位数最小二乘估计
We study instrumental-variable designs where policy reforms strongly shift the distribution of an endogenous variable but only weakly move its mean. We formalize this by introducing distributional relevance: instruments may be purely distributional. Within a triangular model, distributional relevance suffices for nonparametric identification of average structural effects via a control function. We then propose Quantile Least Squares (Q-LS), which aggregates conditional…
最小稀疏性下含高维干扰函数的根号样本量一致半参数学习
Treatment effect estimation under unconfoundedness is a fundamental task in causal inference. In response to the challenge of analyzing high-dimensional datasets collected in substantive fields such as epidemiology, genetics, economics, and social sciences, various methods for treatment effect estimation with high-dimensional nuisance parameters (the outcome regression and the propensity score) have been developed in recent years. However, it is still unclear what is the…
基于惩罚样条与狄利克雷过程混合的贝叶斯非参数工具变量回归
We propose a Bayesian nonparametric instrumental variable approach under additive separability that allows us to correct for endogeneity bias in regression models where the covariate effects enter with unknown functional form. Bias correction relies on a simultaneous equations specification with flexible modeling of the joint error distribution implemented via a Dirichlet process mixture prior. Both the structural and instrumental variable equation are specified in terms of…
利用异方差神经网络学习双向因果交互
Estimating contemporaneous bidirectional interactions from observational data is difficult because each outcome is endogenous to the other, while flexible regressions may capture only reduced-form dependence. This paper proposes SEM-DNN, a heteroscedastic neural simultaneous-equation estimator that learns reciprocal structural interactions without external instruments. Identification exploits conditional covariance diagonalization: when structural shocks have zero…