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 — 2026-10-22。
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 5198 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。
因果推断:处理效应、政策评估与因果设计。
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。
5,198 篇论文
导出
BibTeX ↓RIS ↓RSS 订阅 ↗

Partial Homoscedasticity in Causal Discovery with Linear Models

线性模型因果发现中的部分同方差性

Recursive linear structural equation models and the associated directed acyclic graphs (DAGs) play an important role in causal discovery. The classic identifiability result for this class of models states that when only observational data is available, each DAG can be identified only up to a Markov equivalence class. In contrast, recent work has shown that the DAG can be uniquely identified if the errors in the model are homoscedastic, i.e., all have the same variance. This…

AI 解读阅读原文 ↗BibTeX ↓

Modeling Interference Using Experiment Roll-out

利用实验分阶段推出建模干扰效应

Experiments on online marketplaces and social networks suffer from interference, where the outcome of a unit is impacted by the treatment status of other units. We propose a framework for modeling interference using a ubiquitous deployment mechanism for experiments, staggered roll-out designs, which slowly increase the fraction of units exposed to the treatment to mitigate any unanticipated adverse side effects. Our main idea is to leverage the temporal variations in…

AI 解读阅读原文 ↗BibTeX ↓

Order-based Structure Learning without Score Equivalence

不依赖评分等价性的基于排序的结构学习

We propose an empirical Bayes formulation of the structure learning problem, where the prior specification assumes that all node variables have the same error variance, an assumption known to ensure the identifiability of the underlying causal directed acyclic graph (DAG). To facilitate efficient posterior computation, we approximate the posterior probability of each ordering by that of a best DAG model, which naturally leads to an order-based Markov chain Monte Carlo (MCMC)…

AI 解读阅读原文 ↗BibTeX ↓

Active Learning for Optimal Intervention Design in Causal Models

因果模型中最优干预设计的主动学习

Sequential experimental design to discover interventions that achieve a desired outcome is a key problem in various domains including science, engineering and public policy. When the space of possible interventions is large, making an exhaustive search infeasible, experimental design strategies are needed. In this context, encoding the causal relationships between the variables, and thus the effect of interventions on the system, is critical for identifying desirable…

AI 解读阅读原文 ↗BibTeX ↓

Hierarchical Topological Ordering with Conditional Independence Test for Limited Time Series

有限时间序列下基于条件独立检验的层级拓扑排序

Learning directed acyclic graphs (DAGs) to identify causal relations underlying observational data is crucial but also poses significant challenges. Recently, topology-based methods have emerged as a two-step approach to discovering DAGs by first learning the topological ordering of variables and then eliminating redundant edges, while ensuring that the graph remains acyclic. However, one limitation is that these methods would generate numerous spurious edges that require…

AI 解读阅读原文 ↗BibTeX ↓

CUTS+: High-dimensional Causal Discovery from Irregular Time-series

CUTS+:不规则时间序列中的高维因果发现

Causal discovery in time-series is a fundamental problem in the machine learning community, enabling causal reasoning and decision-making in complex scenarios. Recently, researchers successfully discover causality by combining neural networks with Granger causality, but their performances degrade largely when encountering high-dimensional data because of the highly redundant network design and huge causal graphs. Moreover, the missing entries in the observations further…

AI 解读阅读原文 ↗BibTeX ↓

Just what the doctor ordered: An evaluation of provider preference-based Instrumental Variable methods in observational studies, with application for comparative effectiveness of type 2 diabetes therapy

医生处方偏好工具变量方法的评估:以二型糖尿病治疗为例

Instrumental Variables provide a way of addressing bias due to unmeasured confounding when estimating treatment effects using observational data. As instrument prescription preference of individual healthcare providers has been proposed. Because prescription preference is hard to measure and often unobserved, a surrogate measure constructed from available data is often required for the analysis. Different construction methods for this surrogate measure are possible, such as…

AI 解读阅读原文 ↗BibTeX ↓

Clustering and Structural Robustness in Causal Diagrams

因果图中的聚类与结构稳健性

Graphs are commonly used to represent and visualize causal relations. For a small number of variables, this approach provides a succinct and clear view of the scenario at hand. As the number of variables under study increases, the graphical approach may become impractical, and the clarity of the representation is lost. Clustering of variables is a natural way to reduce the size of the causal diagram, but it may erroneously change the essential properties of the causal…

AI 解读阅读原文 ↗BibTeX ↓

Path-specific causal decomposition analysis with multiple correlated mediator variables

多个相关中介变量下的路径特定因果分解分析

A causal decomposition analysis allows researchers to determine whether the difference in a health outcome between two groups can be attributed to a difference in each group's distribution of one or more modifiable mediator variables. With this knowledge, researchers and policymakers can focus on designing interventions that target these mediator variables. Existing methods for causal decomposition analysis either focus on one mediator variable or assume that each mediator…

AI 解读阅读原文 ↗BibTeX ↓

Difference in Differences and Ratio in Ratios for Limited Dependent Variables

有限因变量的双重差分与比率之比

Difference in differences (DD) is widely used to find policy/treatment effects with observational data, but applying DD to limited dependent variables (LDV's) Y has been problematic. This paper addresses how to apply DD and related approaches (such as "ratio in ratios" or "ratio in odds ratios") to binary, count, fractional, multinomial or zero-censored Y under the unifying framework of `generalized linear models with link functions'. We evaluate DD and the related…

AI 解读阅读原文 ↗BibTeX ↓

Quantile regression outcome-adaptive lasso: variable selection for causal quantile treatment effect estimation

分位数回归结局自适应 lasso:因果分位数处理效应的变量选择

Quantile treatment effects (QTEs) can characterize the potentially heterogeneous causal effect of a treatment on different points of the entire outcome distribution. Propensity score (PS) methods are commonly employed for estimating QTEs in non-randomized studies. Empirical and theoretical studies have shown that insufficient and unnecessary adjustment for covariates in PS models can lead to bias and efficiency loss in estimating treatment effects. Striking a balance between…

AI 解读阅读原文 ↗BibTeX ↓

A new method for clustered survival data]{A new method for clustered survival data: Estimation of treatment effect heterogeneity and variable selection

集群生存数据的新方法:处理效应异质性估计与变量选择

We recently developed a new method riAFT-BART to draw causal inferences about population treatment effect on patient survival from clustered and censored survival data while accounting for the multilevel data structure. The practical utility of this method goes beyond the estimation of population average treatment effect. In this work, we exposit how riAFT-BART can be used to solve two important statistical questions with clustered survival data: estimating the treatment…

AI 解读阅读原文 ↗BibTeX ↓

Bayesian multilevel multivariate logistic regression for superiority decision-making under observable treatment heterogeneity

可观测处理异质性下用于优效决策的贝叶斯多层多元逻辑回归

In medical, social, and behavioral research we often encounter datasets with a multilevel structure and multiple correlated dependent variables. These data are frequently collected from a study population that distinguishes several subpopulations with different (i.e., heterogeneous) effects of an intervention. Despite the frequent occurrence of such data, methods to analyze them are less common and researchers often resort to either ignoring the multilevel and/or…

AI 解读阅读原文 ↗BibTeX ↓

A Forecaster's Review of Judea Pearl's Causality: Models, Reasoning and Inference, Second Edition, 2009

预测者视角下评述 Pearl《因果性》第二版

With the big popularity and success of Judea Pearl's original causality book, this review covers the main topics updated in the second edition in 2009 and illustrates an easy-to-follow causal inference strategy in a forecast scenario. It further discusses some potential benefits and challenges for causal inference with time series forecasting when modeling the counterfactuals, estimating the uncertainty and incorporating prior knowledge to estimate causal effects in…

AI 解读阅读原文 ↗BibTeX ↓

TSLiNGAM: DirectLiNGAM under heavy tails

TSLiNGAM:重尾数据下的 DirectLiNGAM

One of the established approaches to causal discovery consists of combining directed acyclic graphs (DAGs) with structural causal models (SCMs) to describe the functional dependencies of effects on their causes. Possible identifiability of SCMs given data depends on assumptions made on the noise variables and the functional classes in the SCM. For instance, in the LiNGAM model, the functional class is restricted to linear functions and the disturbances have to be…

AI 解读阅读原文 ↗BibTeX ↓

A Guide to Impact Evaluation under Sample Selection and Missing Data: Teacher's Aides and Adolescent Mental Health

样本选择与缺失数据下的影响评估:教师助理与青少年心理健康

This paper is concerned with identification, estimation, and specification testing in causal evaluation problems when data is selective and/or missing. We leverage recent advances in the literature on graphical methods to provide a unifying framework for guiding empirical practice. The approach integrates and connects to prominent identification and testing strategies in the literature on missing data, causal machine learning, panel data analysis, and more. We demonstrate…

AI 解读阅读原文 ↗BibTeX ↓

Parallel Trends and Dynamic Choices

平行趋势与动态选择

Difference-in-differences is a common method for estimating treatment effects, and the parallel trends condition is its main identifying assumption: the trend in mean untreated outcomes is independent of the observed treatment status. In observational settings, treatment is often a dynamic choice made or influenced by rational actors, such as policy-makers, firms, or individual agents. This paper relates parallel trends to economic models of dynamic choice. We clarify the…

AI 解读阅读原文 ↗BibTeX ↓

Generalization bound for estimating causal effects from observational network data

观察性网络数据因果效应估计的泛化界

Estimating causal effects from observational network data is a significant but challenging problem. Existing works in causal inference for observational network data lack an analysis of the generalization bound, which can theoretically provide support for alleviating the complex confounding bias and practically guide the design of learning objectives in a principled manner. To fill this gap, we derive a generalization bound for causal effect estimation in network scenarios…

AI 解读阅读原文 ↗BibTeX ↓

What's Logs Got to do With it: On the Perils of log Dependent Variables and Difference-in-Differences

对数因变量与双重差分:变换的风险

The log transformation of the dependent variable is not innocuous when using a difference-in-differences (DD) model. With a dependent variable in logs, the DD term captures an approximation of the proportional difference in growth rates across groups. As I show with both simulations and two empirical examples, if the baseline outcome distributions are sufficiently different across groups, the DD parameter for a log-specification can be different in sign to that of a…

AI 解读阅读原文 ↗BibTeX ↓

Causal Analysis at Extreme Quantiles with Application to London Traffic Flow Data

极端分位数的因果分析:伦敦交通流应用

Transport engineers employ various interventions to enhance traffic-network performance. Quantifying the impacts of Cycle Superhighways is complicated due to the non-random assignment of such an intervention over the transport network. Treatment effects on asymmetric and heavy-tailed distributions are better reflected at extreme tails rather than at the median. We propose a novel method to estimate the treatment effect at extreme tails incorporating heavy-tailed features in…

AI 解读阅读原文 ↗BibTeX ↓

Simultaneous directional inference

同时方向性推断

We consider the problem of inference on the signs of $n>1$ parameters. We aim to provide $1-α$ post-hoc confidence bounds on the number of positive and negative (or non-positive) parameters. The guarantee is simultaneous, for all subsets of parameters. Our suggestion is as follows: start by using the data to select the direction of the hypothesis test for each parameter; then, adjust the $p$-values of the one-sided hypotheses for the selection, and use the adjusted $p$-values…

AI 解读阅读原文 ↗BibTeX ↓

Treatment Effects in Staggered Adoption Designs with Non-Parallel Trends

非平行趋势下交错采用设计的处理效应

This paper considers identifying and estimating causal effect parameters in a staggered treatment adoption setting -- that is, where a researcher has access to panel data and treatment timing varies across units. We consider the case where untreated potential outcomes may follow non-parallel trends over time across groups. This implies that the identifying assumptions of leading approaches such as difference-in-differences do not hold. We mainly focus on the case where…

AI 解读阅读原文 ↗BibTeX ↓

Estimating the causal effects of multiple intermittent treatments with application to COVID-19

多种间歇性治疗的因果效应估计及其新冠应用

To draw real-world evidence about the comparative effectiveness of multiple time-varying treatments on patient survival, we develop a joint marginal structural survival model and a novel weighting strategy to account for time-varying confounding and censoring. Our methods formulate complex longitudinal treatments with multiple start/stop switches as the recurrent events with discontinuous intervals of treatment eligibility. We derive the weights in continuous time to handle…

AI 解读阅读原文 ↗BibTeX ↓

Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models

非随机缺失下的矩阵补全及其因果面板模型应用

This paper develops an inferential framework for matrix completion when missing is not at random and without the requirement of strong signals. Our development is based on the observation that if the number of missing entries is small enough compared to the panel size, then they can be estimated well even when missing is not at random. Taking advantage of this fact, we divide the missing entries into smaller groups and estimate each group via nuclear norm regularization. In…

AI 解读阅读原文 ↗BibTeX ↓