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高维选择性标签模型的统计推断AI 解读

A class of simultaneous equation models arise in the many domains where observed binary outcomes are themselves a consequence of the existing choices of of one of the agents in the model. These models are gaining increasing interest in the computer science and machine learning literatures where they refer the potentially endogenous sample selection as the {\em selective labels} problem. Empirical settings for such models arise in fields as diverse as criminal justice, health…

通过迭代凸优化估计高维单调指数模型AI 解读

In this paper we propose new approaches to estimating large dimensional monotone index models. This class of models has been popular in the applied and theoretical econometrics literatures as it includes discrete choice, nonparametric transformation, and duration models. A main advantage of our approach is computational. For instance, rank estimation procedures such as those proposed in Han (1987) and Cavanagh and Sherman (1998) that optimize a nonsmooth, non convex…