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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 — 2026-10-14。
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Semiparametric Inference for Half-Trek Estimators in Linear Structural Equation Models

线性结构方程模型半 trek 估计量的半参数推断

Linear structural equation models on directed mixed graphs encode causal relationships among variables subject to latent confounding. The half-trek criterion (HTC) provides a graphical sufficient condition for the structural coefficients to be rationally identifiable from the observable covariance matrix, and yields a corresponding closed-form rational estimator. Despite this, the asymptotic distribution of the HTC estimator, and hence valid standard errors and confidence…

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Optimizing Experimental Design for Causal Effect Estimation with Partial Measurements

部分测量条件下因果效应估计的最优实验设计

Instrumental variable regression quantifies causal effects between a possibly confounded treatment variable $ X_2 $ and a response variable $ X_3 $ by leveraging an instrument $ X_1 $. Our work considers the setting where some prior information of the joint distribution of $ X_{123} $ is given, potentially through an initial dataset. However, further samples must be gathered to improve the accuracy of the estimation. We show that under specific parameter configurations in a…

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Cost-Aware Optimized Front-Door Experimental Design

考虑成本的最优前门实验设计

Causal effect estimation often succeeds cost-constrained sequential data collection. This work considers multivariate linear front-door models with arbitrary unobserved confounding on treatment and response. We optimize the experimental design by balancing the statistical efficiency and measurement costs through partial data. The full-data efficient influence function for the causal effect is derived, together with the geometry of all observed-data influence functions. This…

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