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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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Rerandomization under Interference

存在干扰时的再随机化

Covariates are widely used in randomized experiments to improve precision. However, in the presence of interference, where outcomes may depend on the treatment assignments of other units, standard covariate adjustment methods may fail to preserve desirable properties such as the no-harm property, meaning that incorporating covariates does not worsen estimator performance. Existing approaches that incorporate covariates under interference typically rely on specifying a…

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Experimenting under Stochastic Congestion

随机拥堵下的实验设计与估计

We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply or excess demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic strategies that do not account for this interference may be biased. In current practice, one of the most widely used ways to address stochastic congestion is to use switchback experiments that alternatively turn a target intervention on and…

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Optimal Targeting in Dynamic Systems

动态系统中的最优处理定向

Modern treatment targeting methods often rely on estimating a conditional average treatment effect (CATE) using machine learning tools. While effective in identifying who benefits from treatment on the individual level, these approaches typically overlook system-level dynamics that may arise when treatments induce strain on shared capacity. We study the problem of targeting in Markovian systems, where treatment decisions must be made one at a time as units arrive, and early…

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Covariate Adjustment Cannot Hurt: Treatment Effect Estimation under Interference with Low-Order Outcome Interactions

低阶结局交互干扰下的协变量调整与处理效应估计

In randomized experiments, covariates are often used to reduce variance and improve the precision of treatment effect estimates. However, in many real-world settings, interference between units, where one unit's treatment affects another's outcome, complicates causal inference. This raises a key question: how can covariates be effectively used in the presence of interference? Addressing this challenge is nontrivial, as direct covariate adjustment, such as through regression,…

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Choosing the Better Bandit Algorithm under Data Sharing: When Do A/B Experiments Work?

数据共享下如何选择更好的老虎机算法:A/B 实验何时有效?

We study A/B experiments that are designed to compare the performance of two recommendation algorithms. Prior work has observed that the stable unit treatment value assumption (SUTVA) often does not hold in large-scale recommendation systems, and hence the estimate for the global treatment effect (GTE) is biased. Specifically, units under the treatment and control algorithms contribute to a shared pool of data that subsequently train both algorithms, resulting in…

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Random Graph Asymptotics for Treatment Effect Estimation under Network Interference

网络干扰下处理效应估计的随机图渐近理论

The network interference model for causal inference places all experimental units at the vertices of an undirected exposure graph, such that treatment assigned to one unit may affect the outcome of another unit if and only if these two units are connected by an edge. This model has recently gained popularity as means of incorporating interference effects into the Neyman--Rubin potential outcomes framework; and several authors have considered estimation of various causal…

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Average Direct and Indirect Causal Effects under Interference

存在干扰时的平均直接与间接因果效应

We propose a definition for the average indirect effect of a binary treatment in the potential outcomes model for causal inference under cross-unit interference. Our definition is analogous to the standard definition of the average direct effect, and can be expressed without needing to compare outcomes across multiple randomized experiments. We show that the proposed indirect effect satisfies a decomposition theorem whereby, in a Bernoulli trial, the sum of the average…

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Searching for consistent associations with a multi-environment knockoff filter

利用多环境 Knockoff 过滤寻找一致关联

This paper develops a method based on model-X knockoffs to find conditional associations that are consistent across diverse environments, controlling the false discovery rate. The motivation for this problem is that large data sets may contain numerous associations that are statistically significant and yet misleading, as they are induced by confounders or sampling imperfections. However, associations consistently replicated under different conditions may be more…

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