跳到正文
收录说明
收录范围
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 — 2026-10-17。
阅读范围
默认显示本库全部预印本。可选“优先阅读”:至少一位作者同时满足有可核验的本站覆盖期刊正式发表记录,且 OpenAlex 总引用超过 1,000 次。按同一作者身份匹配,两项缺一不可。此筛选提供阅读线索,不作为论文质量判断。
日期与排序
默认按最近修订排序;年份和日期筛选使用首次提交时间。同一 arXiv 编号的修订会合并。仅有月份或年份时,日期区间相交也会纳入。

日期精度:到日 5804 篇 · 到月 0 篇 · 到年 0 篇

分类与引用
领域和方法依据题名、摘要初步分类,可人工修正;分类不代表论文质量。引用数采用 OpenAlex 单条关联记录,不合计版本。
更新与 AI 解读
正常题录、可靠摘要与引用同步继续;日、周、月简报按核实的发表与修订日期汇总,历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段,已有解读保留供阅读参考;缺少可靠材料的条目保持待解读,浏览页面不会触发生成。
5,804 篇论文
导出
BibTeX ↓RIS ↓RSS 订阅 ↗

Horseshoe Forests for High-Dimensional Causal Survival Analysis

用于高维因果生存分析的马蹄先验森林

We develop a Bayesian tree ensemble model to estimate heterogeneous treatment effects in censored survival data with high-dimensional covariates. Instead of imposing sparsity through the tree structure, we place a horseshoe prior directly on the step heights to achieve adaptive global-local shrinkage. This strategy allows flexible regularisation and reduces noise. We develop a reversible jump Gibbs sampler to accommodate the non-conjugate horseshoe prior within the tree…

AI 解读阅读原文 ↗BibTeX ↓

TabCF: Distributional Control Function Estimation with Tabular Foundation Models

TabCF:利用表格基础模型进行分布控制函数估计

Instrumental variable (IV) and control function (CF) methods are powerful tools for causal effect estimation in the presence of unmeasured confounding, yet most existing approaches target only mean effects and/or demand substantial fitting and tuning effort. In this paper, we introduce a simple method, TabCF, for control function regression using tabular foundation models, which enables accurate, fast, identification-transparent, and tuning-light causal estimation of…

AI 解读阅读原文 ↗BibTeX ↓

RepFlow: Representation Enhanced Flow Matching for Causal Effect Estimation

RepFlow:用于因果效应估计的表示增强流匹配

Estimating causal effects from observational data has become increasingly critical in diverse fields including healthcare, economics, and social policy. The fundamental challenge in causal inference arises from the missing counterfactuals and the selection bias. Existing methods are largely limited to point estimates and lack the capacity for distribution modeling. In this work, we propose RepFlow, a novel framework that formulates causal effect estimation as a joint…

AI 解读阅读原文 ↗BibTeX ↓

Estimation of treatment effects in presence of differential use of post-randomization concomitant medication with time-to-event outcomes

随机化后伴随用药差异下的生存结局处理效应估计

In placebo-controlled randomized trials, the post-randomization use of concomitant medications may be higher in the placebo arm than in the treatment arm. This may dilute the full benefits of the randomized drug as estimated by the intention-to-treat analysis. We focus on cardiovascular outcomes trials in type-2 diabetes patients of glucose-lowering treatments where patients in the placebo arm are more likely to add other glucose-lowering agents with established…

AI 解读阅读原文 ↗BibTeX ↓

Detecting Changes in Causal Dependence with Kernels and Copulas

利用核方法与 Copula 检测因果依赖变化

We propose a framework for determining whether the causal dependence of an outcome $Y$ on a covariate $X$ changes at a given time point, given confounders $\boldsymbol{Z}$. For instance, in financial markets, the effect of a market indicator on asset returns may causally change over time. While many existing measures of association can be used to detect changes in joint and marginal distributions, in the absence of strong assumptions on the data generating process none are…

AI 解读阅读原文 ↗BibTeX ↓

Causal Inference of Blood Pressure Reduction and Coronary Heart Disease Risk in the Framingham Study

弗雷明汉研究中降血压与冠心病风险的因果推断

Standard cardiovascular risk calculators, including the Framingham Risk Score and the ACC/AHA Pooled Cohort Equations, estimate the conditional probability P(CHD | SysBP = s) rather than the interventional quantity P(CHD | do(SysBP = s)). When confounding is present, this distinction has direct clinical consequences: observational estimates may systematically overstate the absolute benefit of antihypertensive treatment. We applied Pearl's do-calculus to the Framingham Heart…

AI 解读阅读原文 ↗BibTeX ↓

PRCD-MAP: Learning How Much to Trust Imperfect Priors in Causal Discovery

PRCD-MAP:在因果发现中学习对不完美先验的信任程度

External priors of unknown reliability create a brittle trade-off in causal discovery: blind trust amplifies errors, blind rejection wastes signal. Real priors are also heterogeneously reliable -- physical laws are trustworthy, LLM-suggested edges are speculative -- yet existing methods either ignore priors or impose them through globally uniform trust. We propose PRCD-MAP, a soft prior-consumption layer that assigns per-edge trust to an imperfect prior and uses it to…

AI 解读阅读原文 ↗BibTeX ↓

Unbiased Regression-Adjusted Estimation of Average Treatment Effects in Randomized Controlled Trials

随机对照试验中平均处理效应的无偏回归调整估计

This article introduces a leave-one-out regression adjustment (LOORA) for estimating average treatment effects in randomized controlled trials. In finite samples, LOORA removes the bias of conventional regression adjustment and yields exact variance formulas for regression-adjusted Horvitz-Thompson and difference-in-means estimators. Ridge regularization curbs the influence of high-leverage observations, improving stability and precision in small samples. In large samples,…

AI 解读阅读原文 ↗BibTeX ↓

Causal Effect Estimation on Restricted Mean Survival Time in Case-Cohort Studies via a Matching Design

病例队列研究中基于匹配设计的限制平均生存时间因果效应估计

In large observational studies, the case-cohort design is commonly used to reduce the cost associated with covariate measurement. For survival outcomes, literature has suggested that the restricted mean survival time (RMST) be a more appropriate marginal causal effect measure than the hazard ratio. In this paper, we develop a marginal causal effect estimation method for RMST difference under the stratified case-cohort design. We adjust for measured confounders using an…

AI 解读阅读原文 ↗BibTeX ↓

Copula-Based Endogeneity Correction for Doubly Robust Estimation of Treatment Effect

基于 Copula 的处理效应双重稳健估计内生性修正

Doubly Robust (DR) estimation of treatment effect relies on an untestable assumption that is the absence of unobserved confounding. This assumption is par- ticularly problematic in the context of healthcare research, where variables like pre- scription refill rates serve as proxies for unobserved behaviors such as medication adherence. These proxy variables are often endogenous, exhibiting correlation with the regression error term due to unmeasured confounding or…

AI 解读阅读原文 ↗BibTeX ↓

MSE-Optimal Difference-in-Differences Estimator

均方误差最优的双重差分估计量

This paper develops a difference-in-differences (DiD) estimation method that selects the optimal length of pre-trends by minimizing the mean squared error (MSE). Conventional DiD regression models, such as the two-way fixed effects model or the event study model, may suffer from accuracy and validity concerns. If the sample size is small, the estimator may have a larger variance. Also, pre-tests often lack power to detect violations of the parallel trends assumption as Roth…

AI 解读阅读原文 ↗BibTeX ↓

Impossibility of Distribution-Free Predictive Inference for Individual Treatment Effects

个体处理效应无分布预测推断的不可能性

Uncertainty quantification for individual treatment effects (ITEs) is a daunting challenge in causal inference. Motivated by recent advances in conformal prediction, several works aim to construct distribution-free prediction sets for ITEs with desired coverage under standard assumptions such as strong ignorability and overlap. In this paper, we show that such goals are fundamentally unattainable in the presence of continuous covariates. Specifically, we establish…

AI 解读阅读原文 ↗BibTeX ↓

Approximate Operator Inversion for Average Effects in Nonlinear Panel Models

非线性面板模型平均效应的近似算子求逆

We study the estimation of average effects in nonlinear panel data models with fixed effects when the time dimension $T$ is only moderately large. Our approach, called approximate operator inversion (AOI), offers a new perspective on bias correction. Instead of first estimating unit-specific fixed effects and then correcting the resulting plug-in bias, AOI approximately inverts the likelihood-induced mapping from the fixed-effect distribution to the outcome distribution. AOI…

AI 解读阅读原文 ↗BibTeX ↓

Propensity Patchwork Kriging for Scalable Inference on Heterogeneous Treatment Effects

用于异质性处理效应可扩展推断的倾向得分拼接克里金

Gaussian process-based models are attractive for estimating heterogeneous treatment effects (HTE), but their computational cost limits scalability in causal inference settings. In this work, we address this challenge by extending Patchwork Kriging into the causal inference framework. Our proposed method partitions the data according to the estimated propensity score and applies Patchwork Kriging to enforce continuity of HTE estimates across adjacent regions. By imposing…

AI 解读阅读原文 ↗BibTeX ↓

PAIR-CI: Calibrated Conditional Independence Testing for Causal Discovery with Incomplete Data

PAIR-CI:不完整资料因果发现中的校准条件独立检验

The standard constraint-based paradigm for causal discovery with incomplete data -- impute first, test second -- is frequently miscalibrated: any consistent conditional independence (CI) test rejects a true null with probability approaching 1 when imputation error induces spurious conditional dependence. We introduce PAIR-CI, a nonparametric CI test that restores calibration by integrating multiple imputation directly into the inferential procedure via a paired permutation…

AI 解读阅读原文 ↗BibTeX ↓

Scalable Structural Estimation of Networked Infrastructure: Exact Decomposition for Localized Coordination

网络化基础设施的可扩展结构估计:局部协调的精确分解

Interaction effects are often economically central in environments where structural dynamic estimation becomes computationally infeasible. Under fixed group membership and sparse within-group interaction structure, the Bellman operator admits a block-diagonal decomposition that allows high-dimensional dynamic programs to be solved through independent group-level subproblems while preserving the original structural problem exactly. The result applies to a class of dynamic…

AI 解读阅读原文 ↗BibTeX ↓

Improving Bias Correction Standards by Quantifying its Effects on Treatment Outcomes

通过量化对处理效应估计的影响改进偏差校正评价标准

With the growing access to administrative health databases, retrospective studies have become crucial evidence for medical treatments. Yet, non-randomized studies frequently face selection biases, requiring mitigation strategies. Propensity score matching (PSM) addresses these biases by selecting comparable populations, allowing for analysis without further methodological constraints. However, PSM has several drawbacks. Different matching methods can produce significantly…

AI 解读阅读原文 ↗BibTeX ↓

Efficient Transported Distributional and Quantile Treatment Effects with Surrogate-Assisted Missing Primary Outcomes

利用替代指标辅助缺失主要结局的高效跨总体分布与分位数处理效应估计

We study target-population distributional and quantile treatment effects when a source study observes treatment and post-treatment surrogates for all source units but observes a long-run primary outcome only for a validation subset, while the target population contributes only baseline covariates. The target estimands are transported counterfactual distribution functions $ψ_a(y)=P(Y^a\le y\mid R=0)$, their quantiles $q_a(τ)$, and the quantile treatment effect $Δ(τ)=q_1(τ)-q_0(τ)$…

AI 解读阅读原文 ↗BibTeX ↓

Counterfactual identifiability beyond global monotonicity: non-monotone triangular structural causal models

超越全局单调性的反事实可识别性:非单调三角结构因果模型

Structural causal models provide a unified semantics for interventions and counterfactuals, but most identifiability results rely on restrictive assumptions like global monotonicity, which are often violated in embodied interaction, where the same exogenous perturbation can induce opposite responses under different contact contexts. We ask what structure still suffices once global monotonicity is dropped. We introduce non-monotone triangular structural causal models…

AI 解读阅读原文 ↗BibTeX ↓

Causal discovery under mean independence and linearity

均值独立与线性条件下的因果发现

Causal discovery methods such as LiNGAM identify causal structure from observational data by assuming mutually independent disturbances. This assumption is fragile: shared volatility, common scale effects, or other forms of dependence can cause the methods to recover the wrong causal order, even with infinite data. We introduce the Linear Mean-Independent Acyclic Model (LiMIAM), which replaces full independence with weaker one-sided mean-independence restrictions on the…

AI 解读阅读原文 ↗BibTeX ↓

A Zero-Inflated Beta Mixture Model for Marginal Mediation Analysis with Compositional Microbiome Mediators

用于组成型微生物组中介变量边际中介分析的零膨胀贝塔混合模型

The role of the microbiome in disease pathogenesis is an emerging field with strong evidence suggesting that dysbiosis is associated with precancerous and cancerous states. Microbiome data present substantial challenges for causal mediation analysis due to sparsity, compositional constraints, and latent heterogeneity. To address these issues, we propose a zero-inflated beta mixture (ZIBM) method for mediation analysis with compositional microbiome mediators. The proposed…

AI 解读阅读原文 ↗BibTeX ↓

Bayesian hypergraph inference from scarce and noisy dynamical observations

从稀缺且含噪的动态观测中进行贝叶斯超图推断

Inferring higher-order interaction structure from observations of dynamics is a central challenge in complex systems, particularly when data are scarce, noisy, or concentrated in lower-dimensional regions of state space. We develop Bayes-THIS, a Bayesian extension of Taylor-based Hypergraph Inference using SINDy (THIS), which reconstructs hypergraph structure from time-series data by identifying sparse Taylor coefficients associated with pairwise and higher-order…

AI 解读阅读原文 ↗BibTeX ↓

Optimal Semiparametric Dynamic Pricing with Feature Diversity

利用特征多样性的最优半参数动态定价

We study contextual dynamic pricing under a semiparametric demand model in which the purchase probability is $1-F(p-m(\mathbf{x}))$, where $m(\mathbf{x})$ captures mean utility as a function of product features and buyer covariates, and $F$ is an unknown market-noise distribution. Existing methods either incur suboptimal regret or rely on restrictive structural assumptions. We propose a stagewise greedy pricing algorithm that iteratively refines the estimate of $F$ via local…

AI 解读阅读原文 ↗BibTeX ↓

Doubly Robust Instrumented Difference-in-Differences

双重稳健的工具变量双重差分

We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive the efficient influence function (EIF) of the target parameter in both panel and repeated cross-sections settings, allowing for two classes of control groups: never-exposed and not-yet-exposed. Building on the EIF, we construct doubly robust estimands and corresponding…

AI 解读阅读原文 ↗BibTeX ↓