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保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
预印本来自 arXiv 计量经济学及相关统计、金融分类和主题检索。主题检索从 2021 年起回补;关注作者追溯更早年份,部分历史文献按已核验编号补录。收录不表示通过同行评审,仍可能遗漏。
本库首次提交范围:2004-06-23 — 2026-10-15。
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Model-Agnostic Bounds for Augmented Inverse Probability Weighted Estimators' Wald-Confidence Interval Coverage in Randomized Controlled Trials

随机对照试验中 AIPW 估计器 Wald 区间覆盖率的模型无关界

Nonparametric estimators, such as the augmented inverse probability weighted (AIPW) estimator, have become increasingly popular in causal inference. Numerous nonparametric estimators have been proposed, but they are all asymptotically normal with the same asymptotic variance under similar conditions, leaving little guidance for practitioners to choose an estimator. In this paper, I focus on another important perspective of their asymptotic behaviors beyond asymptotic…

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Non-Plug-In Estimators Could Outperform Plug-In Estimators: a Cautionary Note and a Diagnosis

非代入估计量可能优于代入估计量:警示与诊断

Objectives: Highly flexible nonparametric estimators have gained popularity in causal inference and epidemiology. Popular examples of such estimators include targeted maximum likelihood estimators (TMLE) and double machine learning (DML). TMLE is often argued or suggested to be better than DML estimators and several other estimators in small to moderate samples -- even if they share the same large-sample properties -- because TMLE is a plug-in estimator and respects the…

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Doubly Robust Proximal Synthetic Controls

双重稳健的近端合成控制

To infer the treatment effect for a single treated unit using panel data, synthetic control methods construct a linear combination of control units' outcomes that mimics the treated unit's pre-treatment outcome trajectory. This linear combination is subsequently used to impute the counterfactual outcomes of the treated unit had it not been treated in the post-treatment period, and used to estimate the treatment effect. Existing synthetic control methods rely on correctly…

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Individualized treatment rules under stochastic treatment cost constraints

随机治疗成本约束下的个体化治疗规则

Estimation and evaluation of individualized treatment rules have been studied extensively, but real-world treatment resource constraints have received limited attention in existing methods. We investigate a setting in which treatment is intervened upon based on covariates to optimize the mean counterfactual outcome under treatment cost constraints when the treatment cost is random. In a particularly interesting special case, an instrumental variable corresponding to…

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