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两个参数的符号一致性检验AI 解读

We test the null hypothesis that two parameters $(μ_1,μ_2)$ have the same sign, assuming that (asymptotically) normal estimators $(\hatμ_1,\hatμ_2)$ are available. Examples of this problem include the analysis of heterogeneous treatment effects, causal interpretation of reduced-form estimands, meta-studies, and mediation analysis. A number of tests were recently proposed. We recommend a test that is simple and rejects more often than many of these recent proposals. Like all…

风险偏好类型、有限考虑与福利AI 解读

We provide sufficient conditions for semi-nonparametric point identification of a mixture model of decision making under risk, when agents make choices in multiple lines of insurance coverage (contexts) by purchasing a bundle. As a first departure from the related literature, the model allows for two preference types. In the first one, agents behave according to standard expected utility theory with CARA Bernoulli utility function, with an agent-specific coefficient of…

集合识别函数最佳线性逼近的统计推断AI 解读

This paper provides inference methods for best linear approximations to functions which are known to lie within a band. It extends the partial identification literature by allowing the upper and lower functions defining the band to be any functions, including ones carrying an index, which can be estimated parametrically or non-parametrically. The identification region of the parameters of the best linear approximation is characterized via its support function, and limit…