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学校选择中的非参数处理效应识别AI 解读

This paper studies nonparametric identification and estimation of causal effects in centralized school assignment. In many centralized assignment algorithms, students face both lottery-driven variation and regression discontinuity- (RD) driven variation. We characterize the full set of identified atomic treatment effects (aTEs), defined as the conditional average treatment effect between a pair of schools given student characteristics. Atomic treatment effects are the…

从模型选择到模型信念：建立大语言模型研究的新度量AI 解读

Large language models (LLMs) are increasingly used to simulate human behavior, but common practices to use LLM-generated data are inefficient. Treating an LLM's output ("model choice") as a single data point underutilizes the information inherent to the probabilistic nature of LLMs. This paper introduces and formalizes "model belief," a measure derived from an LLM's token-level probabilities that captures the model's belief distribution over choice alternatives in a single…

基于层级贝叶斯混合 Logit 模型计算产品设计的纳什均衡AI 解读

Despite a substantial body of theoretical and empirical research in the fields of conjoint and discrete choice analysis as well as product line optimization, relatively few papers focused on the simulation of subsequent competitive dynamics employing non-cooperative game theory. Only a fraction of the existing frameworks explored competition on both product price and design, none of which used fully Bayesian choice models for simulation. Most crucially, no one has yet…

用于端到端政策学习的因果政策森林AI 解读

This study proposes an end-to-end algorithm for policy learning in causal inference. We observe data consisting of covariates, treatment assignments, and outcomes, where only the outcome corresponding to the assigned treatment is observed. The goal of policy learning is to train a policy from the observed data, where a policy is a function that recommends an optimal treatment for each individual, to maximize the policy value. In this study, we first show that maximizing the…

网络混杂下用于因果推断的图神经网络AI 解读

This paper studies causal inference with observational data from a single large network. We consider a nonparametric model with interference in both potential outcomes and selection into treatment. Specifically, both stages may be the outcomes of simultaneous equations models, allowing for endogenous peer effects. This results in high-dimensional network confounding where the network and covariates of all units constitute sources of selection bias. In contrast, the existing…

利用代理变量迁移因果效应AI 解读

We consider the problem of estimating a causal effect in a multi-domain setting. The causal effect of interest is confounded by an unobserved confounder and can change between the different domains. We assume that we have access to a proxy of the hidden confounder and that all variables are discrete or categorical. We propose methodology to estimate the causal effect in the target domain, where we assume to observe only the proxy variable. Under these conditions, we prove…

利用短面板数据估计反事实矩阵均值AI 解读

We develop a spectral approach for identifying and estimating average counterfactual outcomes under a low-rank factor model with short panel data and general outcome missingness patterns. Applications include event studies and studies of outcomes of "matches" between agents of two types, e.g. people and places, typically conducted using less-flexible Two-Way Fixed Effects (TWFE) models of outcomes. Given finite observed outcomes per unit, we show our approach identifies all…

分支固定效应：一种传达估计不确定性的方法AI 解读

Economists often rely on estimates of linear fixed effects models produced by other teams of researchers. Assessing the uncertainty in these estimates can be challenging. I propose a form of sample splitting for networks that partitions the data into statistically independent branches, each of which can be used to compute an unbiased estimate of the parameters of interest in two-way fixed effects models. These branches facilitate uncertainty quantification, moment…

利用代理变量高效估计存在未测混杂的平均处理效应AI 解读

Proximal causal inference provides a framework for estimating the average treatment effect (ATE) in the presence of unmeasured confounding by leveraging outcome and treatment proxies. Identification in this framework relies on the existence of a so-called bridge function. Standard approaches typically postulate a parametric specification for the bridge function, which is estimated in a first step and then plugged into an ATE estimator. However, this sequential procedure…

依赖样本下分布泛函比较的非参数方法及不平等应用AI 解读

This paper proposes asymptotically distribution-free inference methods for comparing a broad range of welfare indices across dependent samples, including those employed in inequality, poverty, and risk analysis. Two distinct situations are considered. \emph{First}, we propose asymptotic and bootstrap intersection methods which are completely robust to arbitrary dependence between two samples. \emph{Second}, we focus on the common case of overlapping samples -- a special form…

二元结局回归不连续设计的最优估计AI 解读

We develop a finite-sample optimal estimator for regression discontinuity design when the outcomes are bounded, including binary outcomes as the leading case. Our estimator achieves minimax mean squared error among linear shrinkage estimators with nonnegative weights when the regression function lies in a Lipschitz class. Although the original minimax problem involves an iterative noncovex optimization problem, we show that our estimator is obtained by solving a convex…

通过摊销条件独立检验实现可扩展因果结构学习AI 解读

Controlling false positives (Type I errors) through statistical hypothesis testing is a foundation of modern scientific data analysis. Existing causal structure discovery algorithms either do not provide Type I error control or cannot scale to the size of modern scientific datasets. We consider a variant of the causal discovery problem with two sets of nodes, where the only edges of interest form a bipartite causal subgraph between the sets. We develop Scalable Causal…

相关溢出下的处理效应：连接离散与连续方法AI 解读

This paper develops a continuous functional framework for treatment effects propagating through geographic space and economic networks. We derive a master equation from three independent economic foundations -- heterogeneous agent aggregation, market equilibrium, and cost minimization -- establishing that the framework rests on fundamental principles rather than ad hoc specifications. The framework nests conventional econometric models -- autoregressive specifications,…

高维分位数回归的自适应检验AI 解读

Testing high-dimensional quantile regression coefficients is crucial, as tail quantiles often reveal more than the mean in many practical applications. Nevertheless, the sparsity pattern of the alternative hypothesis is typically unknown in practice, posing a major challenge. To address this, we propose an adaptive test that remains powerful across both sparse and dense alternatives.We first establish the asymptotic independence between the max-type test statistic proposed…

主分层可忽略性下基于 U 统计量的主分层推断AI 解读

Principal stratification is a popular framework for causal inference in the presence of an intermediate outcome. While the principal average treatment effects are the standard target of inference, they may be insufficient when interest lies in the relative ordering of potential outcomes within a principal stratum. We introduce the principal generalized causal effect estimands to accommodate nonlinear contrast functions, providing robust, probability-scale summaries suitable…

一致性假设的敏感性分析AI 解读

Sensitivity analysis informs causal inference by assessing the sensitivity of conclusions to departures from assumptions. The consistency assumption states that there are no hidden versions of treatment and that the outcome arising naturally equals the outcome arising from intervention. When reasoning about the possibility of consistency violations, it can be helpful to distinguish between covariates and versions of treatment. In the context of surgery, for example, genomic…

汇总因果图中微观因果效应的有效协变量调整AI 解读

Observational studies in fields such as epidemiology often rely on covariate adjustment to estimate causal effects. Classical graphical criteria, like the back-door criterion and the generalized adjustment criterion, are powerful tools for identifying valid adjustment sets in directed acyclic graphs (DAGs). However, these criteria are not directly applicable to summary causal graphs (SCGs), which are abstractions of DAGs commonly used in dynamic systems. In SCGs, each node…

处理误分类与预期行为下的交错实施双重差分设计AI 解读

This paper examines the identification and estimation of treatment effects in staggered adoption designs -- a common extension of the canonical Difference-in-Differences (DiD) model to multiple groups and time-periods -- in the presence of (time varying) misclassification of the treatment status as well as of anticipation. We demonstrate that standard estimators are biased with respect to commonly used causal parameters of interest under such forms of misspecification. To…

协变量自适应随机化下 p=o(n) 的弱模型假设协变量调整AI 解读

Adjusting for (baseline) covariates with working regression models becomes standard practice in the analysis of randomized clinical trials (RCT). When the dimension $p$ of the covariates is large relative to the sample size $n$, specifically $p = o (n)$, adjusting for covariates even in a linear working model by ordinary least squares can yield overly large bias, defeating the purpose of improving efficiency. This issue arises when no structural assumptions are imposed on…

基于中心向外分位数的多维随机占优检验AI 解读

Stochastic dominance (SD) provides a quantile-based partial ordering of random variables and has broad applications. Its extension to multivariate settings, however, is challenging due to the lack of a canonical ordering in $\mathbb{R}^d$ ($d \ge 2$) and the set-valued character of multivariate quantiles. Based on the multivariate center-outward quantile function in Hallin et al. (2021), this paper proposes new first- and second-order multivariate stochastic dominance (MSD)…

网络干扰结构误设下的因果推断AI 解读

Under interference, the treatment of one unit may affect the outcomes of other units. Such interference patterns between units are typically represented by a network. Correctly specifying this network requires identifying which units can affect others -- an inherently challenging task. Nevertheless, most existing approaches assume that a known and accurate network specification is given. In this paper, we study the consequences of such misspecification. We derive bounds on…

平行趋势假设下复杂处理设计的处理效应估计AI 解读

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends assumptions, we can identify event-study effects comparing outcomes under the actual treatment path and under the status-quo path where all units would have kept their period-one treatment throughout the panel. Those effects can be helpful to…

NA-DiD：双重差分的非可加扩展AI 解读

This paper introduces the Non-Additive Difference-in-Differences (NA-DiD) framework, which extends classical DiD by incorporating non-additive measures the Choquet integral for effect aggregation. It serves as a novel econometric tool for impact evaluation, particularly in settings with non-additive treatment effects. First, we introduce the integral representation of the classial DiD model, and then extend it to non-additive measures, therefore deriving the formulae for…

一般处理类型的析因匹配观察性研究：设计、分析与应用AI 解读

Matching is one of the most widely used causal inference frameworks in observational studies. However, all the existing matching-based causal inference methods are designed for either a single treatment with general treatment types (e.g., binary, ordinal, or continuous) or factorial (multiple) treatments with binary treatments only. To our knowledge, no existing matching-based causal methods can handle factorial treatments with general treatment types. This critical gap…