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气候变化与技术影响下未来作物产量的贝叶斯集成预测AI 解读

This paper introduces a Bayesian hierarchical modeling framework within a fully probabilistic setting for crop yield estimation, model selection, and uncertainty forecasting under multiple future greenhouse gas emission scenarios. By informing on regional agricultural impacts, this approach addresses broader risks to global food security. Extending an established multivariate econometric crop-yield model to incorporate country-specific error variances, the framework…

打开局部投影的黑箱AI 解读

Local projections (LPs) are widely used in empirical macroeconomics to estimate impulse responses to policy interventions. Yet, in many ways, they are black boxes. It is often unclear what mechanism or historical episodes drive a particular estimate. We introduce a new decomposition of LP estimates into the sum of contributions of historical events, which is the product, for each time stamp, of a weight and the realization of the response variable. In the least squares case,…

非信息先验对随机试验中贝叶斯比例优势模型的影响AI 解读

Background: Ordinal outcomes combine multiple distinct ordered patient states into a single endpoint and are commonly analysed using proportional odds (PO) models in clinical trials. When using a Bayesian approach, it is not obvious what the influence of a 'non-informative' prior is in the analysis of a fixed design or on early stopping decisions in adaptive designs. Methods: This study compares different non-informative prior specifications for the Bayesian PO model in the…

协变量调整的二元因果发现框架AI 解读

Ascertaining causal direction from observational data is a fundamental challenge in scientific inquiry. Of particular interest is the problem of covariate-adjusted bivariate causal discovery, i.e., determining the causal direction between X and Y in the presence of Z. While unadjusted bivariate causal discovery has seen significant advances (Hoyer et al., 2008; Ni, 2022), there is a lack of methodology dealing with real-world bivariate relationships, which are often…

观察数据成本效果分析中的非参数回归：教程AI 解读

Healthcare decision-making often requires selecting among treatment options under budget constraints, particularly when one option is more effective but also more costly. Cost-effectiveness analysis (CEA) provides a framework for evaluating whether the health benefits of a treatment justify its additional costs. A key component of CEA is the estimation of treatment effects on both health outcomes and costs, which becomes challenging when using observational data, due to…

社会关系扰动政策的识别AI 解读

Social disruption occurs when a policy creates or destroys many network connections between agents. It is a costly side effect of many interventions and so a growing empirical literature recommends measuring and accounting for social disruption when evaluating the welfare impact of a policy. However, there is currently little work characterizing what can actually be learned about social disruption from data in practice. In this paper, we consider the problem of identifying…

干预单位与结果单位不同时的因果推断AI 解读

We study causal inference in settings characterized by interference with a bipartite structure. There are two distinct sets of units: intervention units to which an intervention can be applied and outcome units on which the outcome of interest can be measured. Outcome units may be affected by interventions on some, but not all, intervention units, as captured by a bipartite graph. Examples of this setting can be found in analyses of the impact of pollution abatement in…

高维Beta回归的Lasso惩罚：计算、分析与推断AI 解读

Beta regression is commonly employed when the outcome variable is a proportion. Since its conception, the approach has been widely used in applications spanning various scientific fields. A series of extensions have been proposed over time, several of which address variable selection and penalized estimation, e.g., with an $\ell_1$-penalty (LASSO). However, a theoretical analysis of this popular approach in the context of Beta regression with high-dimensional predictors is…

回归树的提前停止规则AI 解读

We develop early stopping rules for growing regression tree estimators. The fully data-driven stopping rule is based on monitoring the global residual norm. The best-first search and the breadth-first search algorithms together with linear interpolation give rise to generalized projection or regularization flows. A general theory of early stopping is established. Oracle inequalities for the early-stopped regression tree are derived without any smoothness assumption on the…

动态离散选择模型中折现因子与收益函数的半参数识别AI 解读

This paper investigates how the discount factor and payoff functions can be identified in stationary infinite-horizon dynamic discrete choice models. In single-agent models, we show that common nonparametric assumptions on per-period payoffs -- such as homogeneity of degree one, monotonicity, concavity, zero cross-differences, and complementarity -- provide identifying restrictions on the discount factor. These restrictions take the form of polynomial equalities and…

矩阵时间序列 CP 因子模型的识别与估计AI 解读

We propose a new method for identifying and estimating the CP-factor models for matrix time series. Unlike the generalized eigenanalysis-based method of Chang et al. (2023) for which the convergence rates of the associated estimators may suffer from small eigengaps as the asymptotic theory is based on some matrix perturbation analysis, the proposed new method enjoys faster convergence rates which are free from any eigengaps. It achieves this by turning the problem into a…

饮酒对脑白质微结构完整性的影响：不完整表型数据的因果推断框架AI 解读

Although substance use, such as alcohol intake, is known to be associated with cognitive decline during aging, its direct influence on the central nervous system remains incompletely understood. In this study, we investigate the influence of alcohol intake frequency on reduction of brain white matter microstructural integrity in the fornix, a brain region considered a promising marker of age-related microstructural degeneration, using a large UK Biobank (UKB) cohort with…

含部分无效代理变量的自适应近端因果推断AI 解读

Proximal causal inference (PCI) is a recently proposed framework to identify and estimate the causal effect of an exposure on an outcome in the presence of hidden confounders, using observed proxies. Specifically, PCI relies on two types of proxies: a treatment-inducing confounding proxy, related to the outcome only through its association with unmeasured confounders (given treatment and covariates), and an outcome-inducing confounding proxy, related to the treatment only…

加权推断：不同估计目标与重抽样机制下的残差化区间AI 解读

Weighting procedures are used in observational causal inference to adjust for covariate imbalance within the sample. Common practice for inference is to estimate robust standard errors from a weighted regression of outcome on treatment. However, it is well known that weighting can inflate variance estimates, sometimes significantly, leading to standard errors and confidence intervals that are overly conservative. We instead examine and recommend the use of robust standard…

反馈缺失下的序贯决策问题AI 解读

This paper investigates the challenges of optimal online policy learning under missing data. State-of-the-art algorithms implicitly assume that rewards are always observable. I show that when rewards are missing at random, the Upper Confidence Bound (UCB) algorithm maintains optimal regret bounds; however, it selects suboptimal policies with high probability as soon as this assumption is relaxed. To overcome this limitation, I introduce a fully nonparametric…

混杂变量缺失时点暴露因果推断方法的模拟比较AI 解读

Causal inference methods based on electronic health record (EHR) databases must simultaneously handle confounding and missing data. Vast scholarship exists aimed at addressing these two issues separately, but surprisingly few papers attempt to address them simultaneously. In practice, when faced with simultaneous missing data and confounding, analysts may proceed by first imputing missing data and subsequently using outcome regression or inverse-probability weighting (IPW)…

两个参数的符号一致性检验AI 解读

We test the null hypothesis that two parameters $(μ_1,μ_2)$ have the same sign, assuming that (asymptotically) normal estimators $(\hatμ_1,\hatμ_2)$ are available. Examples of this problem include the analysis of heterogeneous treatment effects, causal interpretation of reduced-form estimands, meta-studies, and mediation analysis. A number of tests were recently proposed. We recommend a test that is simple and rejects more often than many of these recent proposals. Like all…

病态线性回归的扩展潜在因子框架AI 解读

In many applications, particularly in the natural sciences, the available high-dimensional set of features may contain variables that are not correlated with the response under consideration. Such irrelevant features can, in certain cases, hinder both the accurate estimation and meaningful interpretation of the effects of the relevant features on the response. At the same time, the relevant features may also be well-approximated within a low-dimensional linear subspace,…

无需可逆性的生产函数估计：不完全竞争环境与需求冲击AI 解读

We advance the proxy variable approach to production function estimation. We show that the invertibility assumption at its heart is testable. We characterize what goes wrong if invertibility fails and what can still be done. We show that rethinking how the estimation procedure is implemented either eliminates or mitigates the bias that arises if invertibility fails. In particular, a simple change to the first step of the estimation procedure provides a first-order bias…

技能形成模型的灵活估计AI 解读

This paper examines estimation of skill formation models, a critical component in understanding human capital development and its effects on individual outcomes. Existing estimators are either based on moment conditions and only applicable in specific settings or rely on distributional approximations that often do not align with the model. Our method employs an iterative likelihood-based procedure, which flexibly estimates latent variable distributions and recursively…

分批自适应网络形成AI 解读

Networks are central to many economic and organizational applications, including workplace team formation, social platform recommendations, and classroom friendship development. In these settings, networks are modeled as graphs, with agents as nodes, agent pairs as edges, and edge weights capturing pairwise production or interaction outcomes. This paper develops an adaptive, or \textit{online}, policy that learns to form increasingly effective networks as data accumulates…

分布式保密数据上的条件平均处理效应估计AI 解读

The estimation of conditional average treatment effects (CATEs) is an important topic in many scientific fields. CATEs can be estimated with high accuracy if data distributed across multiple parties are centralized. However, it is difficult to aggregate such data owing to confidentiality or privacy concerns. To address this issue, we propose data collaboration double machine learning, a method for estimating CATE models using privacy-preserving fusion data constructed from…

物理信息回归：参数线性非线性动力模型的参数估计AI 解读

We present a new efficient hybrid parameter estimation method based on the idea, that if nonlinear dynamic models are stated in terms of a system of equations that is linear in terms of the parameters, then regularized ordinary least squares can be used to estimate these parameters from time series data. We introduce the term "Physics-Informed Regression" (PIR) to describe the proposed data-driven hybrid technique as a way to bridge theory and data by use of ordinary least…

基于高自适应Lasso的超集成学习AI 解读

We introduce the Meta Highly-Adaptive-Lasso Minimum Loss Estimator (M-HAL-MLE), a novel ensemble approach for estimating functional parameters of realistically modeled data distribution from independent and identically distributed observations. Given $J$ initial estimators, candidate ensembles are generated by finite-sectional-variation cadlag functions. Using $V$-fold cross-validation, the M-HAL-MLE selects the optimal cadlag ensemble minimizing the cross-validated…