论文检索

处理后混杂下集群随机试验因果机制的贝叶斯非参数识别与估计AI 解读

Causal mediation analysis in cluster-randomized trials (CRTs) is essential for explaining how cluster-level interventions affect individual outcomes, yet it is complicated by interference, post-treatment confounding, and hierarchical covariate adjustment. We develop a Bayesian nonparametric framework that simultaneously accommodates interference and a post-treatment confounder that precedes the mediator. Identification is achieved through a multivariate Gaussian copula that…

样本选择模型中的贝叶斯变量选择：spike-and-slab 先验AI 解读

Sample selection models are a widely used approach for correcting bias caused by data that are missing not at random. Their formulation requires specifying the variables that influence the outcome and those that drive the selection process. This specification is often based on expert knowledge, which can result in the inclusion of irrelevant variables or the omission of important ones. Moreover, to avoid inferential problems such as practical non-identifiability,…

依赖删失或竞争风险下的非参数回归AI 解读

Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical analysis unless rather strong, non-testable restrictions hold. Little is known, whether the known robustness properties of the single-index model carry over to models with dependent censoring or competing risks. This paper shows that the…

工具变量回归的改进推断：结合低维与多工具变量检验AI 解读

Empirical instrumental variables (IV) studies often report separate results based on low-dimensional instruments and many base instruments. This paper proposes a combination test that integrates these commonly reported statistics. The test linearly combines a cluster-robust Wald statistic based on low-dimensional IVs with leave-one-cluster-out Lagrangian Multiplier (LM) and Anderson-Rubin (AR) statistics constructed from many IVs. We establish joint asymptotic normality and…

等误差方差结构方程模型的一致贝叶斯因果发现AI 解读

We consider the problem of recovering the true causal structure among a set of variables, generated by a linear acyclic structural equation model (SEM) with the error terms being independent, not necessarily Gaussian, and having equal variances. It is well-known that the true underlying directed acyclic graph (DAG) encoding the causal structure is uniquely identifiable under this assumption. Interestingly, in this setting, it further holds that the sum of minimum expected…

球面上的变化区域检测AI 解读

While change point detection in time series data has been extensively studied, little attention has been given to its generalisation to data observed on spheres or other manifolds, where changes may occur within spatially complex regions with irregular boundaries, posing significant challenges. We propose a new class of estimators, namely, Change Region Identification and SeParation (CRISP), to locate changes in the mean function of a signal-plus-noise model defined on $d$-di…

重新审视胜率比：层级结局分析的因果框架AI 解读

Quantifying causal effects in the presence of complex and multivariate outcomes remains a key challenge in treatment evaluation. For hierarchical multivariate outcomes, the FDA recommends the Win Ratio and Generalized Pairwise Comparisons approaches \citep{Pocock2011winratio,Buyse2010}. However, commonly used estimators can yield treatment recommendations that target a population-level estimand (the probability that a randomly sampled patient under treatment fares better…

工具变量回归中渐近最优检验的功效界与效率损失AI 解读

We characterize the maximal attainable power-size gap in overidentified instrumental variables models with heteroskedastic or autocorrelated (HAC) errors. Using total variation distance and Kraft's theorem, we define the decision theoretic frontier of the testing problem. We show that Lagrange multiplier and conditional quasi likelihood ratio tests can have power arbitrarily close to size even when the null and alternative are well separated, because they do not fully…

线性混合因果表征的多域经验贝叶斯学习AI 解读

Causal representation learning (CRL) aims to learn low-dimensional causal latent variables from high-dimensional observations. While identifiability has been extensively studied for CRL, estimation has been less explored. In this paper, we explore the use of empirical Bayes (EB) to estimate causal representations. In particular, we consider the problem of learning from data from multiple domains, where differences between domains are modeled by interventions in a shared…

静态面板工具变量模型的双重机器学习：方法与应用AI 解读

Panel data methods are widely used in empirical analysis to address unobserved heterogeneity, but causal inference remains challenging when treatments are endogenous and confounding variables high-dimensional and potentially nonlinear. Standard instrumental variables (IV) estimators, such as two-stage least squares (2SLS), become unreliable when instrument validity requires flexibly conditioning on many covariates with potentially non-linear effects. This paper develops a…

通过时间关联、观察与实验数据识别长期处理效应AI 解读

Recent literature proposes combining short-term experimental and long-term observational data to provide alternatives to conventional observational studies for the identification of long-term average treatment effects (LTEs). This paper re-examines the identification problem and uncovers that assumptions restricting temporal link functions -- relationships between short-term and mean long-term potential outcomes -- are central in this context. The experimental data serve to…

同质性来自偏好还是相遇？迭代网络形成模型的识别与估计AI 解读

Is homophily in social and economic networks driven by a taste for homogeneity (preferences) or by a higher probability of meeting individuals with similar attributes (opportunity)? This paper studies identification and estimation of an iterative network game that distinguishes between these two mechanisms. Our approach enables us to assess the counterfactual effects of changing the meeting protocol between agents. As an application, we study the role of preferences and…

信息性与非信息性缺失未知混合下的因果效应界限AI 解读

In experimental and observational data settings, researchers often have limited knowledge of the reasons for missing outcomes. To address this uncertainty, we propose bounds on causal effects for missing outcomes, accommodating the scenario where missingness is an unobserved mixture of informative and non-informative components. Within this mixed missingness framework, we explore several assumptions to derive bounds on causal effects, including bounds expressed as a function…

含未观测异质性的策略性网络形成模型的可处理识别方法AI 解读

We develop a tractable identification approach for strategic network formation models with both strategic link interdependence and individual unobserved heterogeneity (fixed effects). The key challenge is that endogenous network statistics (e.g. number of common friends) enter the link formation equation, while the mapping from model primitives to equilibrium network structure is generally intractable. Our approach sidesteps this difficulty using a ``bounding-by-$c$''…

终末事件截断复发事件的主层分析：嵌套贝叶斯非参数方法AI 解读

Recurrent events often serve as key endpoints in clinical studies but may be prematurely truncated by terminal events such as death, creating selection bias and complicating causal inference. To address this challenge, we develop a Bayesian nonparametric framework to address potential selection bias due to truncation by death within the continuous-time principal stratification framework. We introduce causal estimands for recurrent events in the presence of a terminal event…

稀疏异质马尔可夫转换异方差结构 VAR 的识别验证AI 解读

We propose a structural vector autoregressive model with a new and flexible specification of the volatility process which we call Sparse Heterogeneous Markov-Switching Heteroskedasticity. In this model, the conditional variance of each structural shock changes in time according to its own Markov process. Additionally, it features a sparse representation of Markov processes, in which the number of regimes is set to exceed that of the data-generating process, with some regimes…

二元关系模型中的 Kotlarski 引理AI 解读

We show how to identify the distributions of the latent components in the two-way dyadic model for bipartite networks $y_{i,\ell}= α_i+η_{\ell}+\varepsilon_{i,\ell}$. This is achieved by a repeated application of the extension of the classical lemma of Kotlarski (1967) in Evdokimov and White (2012). We provide two separate sets of assumptions under which all the latent distributions are identified. Both rely on some of the latent components being identically distributed.

理解近端因果推断AI 解读

Proximal causal inference (PCI) has emerged as a promising framework for identifying and estimating causal effects in the presence of unobserved confounders. While many traditional causal inference methods rely on the assumption of no unobserved confounding, this assumption is likely often violated. PCI addresses this challenge by relying on an alternative set of assumptions regarding the relationships between treatment, outcome, and auxiliary variables that serve as proxies…

区域组成数据的时空自回归模型AI 解读

Compositional data, such as regional shares of economic sectors or property transactions, are central to understanding structural change in economic systems across space and time. This paper introduces a spatiotemporal multivariate autoregressive model tailored for panel data with composition-valued responses at each areal unit and time point. The proposed framework enables the joint modelling of temporal dynamics and spatial dependence under compositional constraints, and…

面向优化型因果推断的数据驱动影响函数AI 解读

We study a constructive algorithm that approximates Gateaux derivatives for statistical functionals by finite differencing, with a focus on functionals that arise in causal inference. We study the case where probability distributions are not known a priori but need to be estimated from data. These estimated distributions lead to empirical Gateaux derivatives, and we study the relationships between empirical, numerical, and analytical Gateaux derivatives. Starting with a case…

利用工具变量评估反事实政策AI 解读

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release more defendants. We develop a general and computationally tractable framework for computing sharp bounds on the effects of such policies. Our approach does not require the often tenuous IV monotonicity assumption. Moreover, for an important…

异质弹性、聚合与重转换偏差AI 解读

Economists often interpret estimates from linear regressions with log dependent variables as elasticities. However, the coefficients from log-log regressions estimate the elasticity of the geometric mean of $y_i|x_i$, not the arithmetic mean. The unbounded difference between the two is known as retransformation bias and can take either sign. We develop a specification-robust debiased estimator of the average arithmetic elasticity and re-estimate 50 results from top 5 papers…

加性非线性与非常数效应模型中工具变量的可检验性AI 解读

We address the issue of the testability of instrumental variables derived from observational data. Most existing testable implications are centered on scenarios where the treatment is a discrete variable, e.g., instrumental inequality (Pearl, 1995), or where the effect is assumed to be constant, e.g., instrumental variables condition based on the principle of independent mechanisms (Burauel, 2023). However, treatments can often be continuous variables, such as drug dosages…

预测标签与随机缺失标签下的空间稳健推断AI 解读

When outcome data are expensive or onerous to collect, scientists increasingly substitute predictions from machine learning and AI models for unlabeled cases, a process which has consequences for downstream statistical inference. While recent methods provide valid uncertainty quantification under independent sampling, real-world applications involve missing at random (MAR) labeling and spatial dependence. For inference in this setting, we propose a doubly robust estimator…