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结果依赖型缺失与自我删失下的因果推断AI 解读

We consider missingness in the context of causal inference when the outcome of interest may be missing. If the outcome directly affects its own missingness status, i.e., it is "self-censoring", this may lead to severely biased causal effect estimates. Miao et al. [2015] proposed the shadow variable method to correct for bias due to self-censoring; however, verifying the required model assumptions can be difficult. Here, we propose a test based on a randomized incentive…

矩阵 GARCH 模型：推断与应用AI 解读

Matrix-variate time series data are largely available in applications. However, no attempt has been made to study their conditional heteroskedasticity that is often observed in economic and financial data. To address this gap, we propose a novel matrix generalized autoregressive conditional heteroskedasticity (GARCH) model to capture the dynamics of conditional row and column covariance matrices of matrix time series. The key innovation of the matrix GARCH model is the use…

用于工具变量回归的深度偏最小二乘法AI 解读

In this paper, we propose deep partial least squares for the estimation of high-dimensional nonlinear instrumental variable regression. As a precursor to a flexible deep neural network architecture, our methodology uses partial least squares for dimension reduction and feature selection from the set of instruments and covariates. A central theoretical result, due to Brillinger (2012) shows that the feature selection provided by partial least squares is consistent and the…

部分嵌套试验设计中的可推广性分析：坏死性小肠结肠炎外科试验AI 解读

We discuss generalizability analyses under a partially nested trial design, where part of the trial is nested within a cohort of trial-eligible individuals, while the rest of the trial is not nested. This design arises, for example, when only some centers participating in a trial are able to collect data on non-randomized individuals, or when data on non-randomized individuals cannot be collected for the full duration of the trial. Our work is motivated by the Necrotizing…

基于高阶累积量的潜在混杂因果发现AI 解读

Causal discovery with latent confounders is an important but challenging task in many scientific areas. Despite the success of some overcomplete independent component analysis (OICA) based methods in certain domains, they are computationally expensive and can easily get stuck into local optima. We notice that interestingly, by making use of higher-order cumulants, there exists a closed-form solution to OICA in specific cases, e.g., when the mixing procedure follows the…

一般处理模式下双重差分的有效处理方法AI 解读

We consider a general difference-in-differences model in which the treatment variable of interest may be non-binary and its value may change in each period. It is generally difficult to estimate treatment parameters defined with the potential outcome given the entire path of treatment adoption, because each treatment path may be experienced by only a small number of observations. We propose an alternative approach using the concept of effective treatment, which summarizes…

疗效与不良反应随剂量弱增时，如何利用有限试验证据选择剂量AI 解读

In medical treatment and elsewhere, it has become standard to base treatment intensity (dosage) on evidence in randomized trials. Yet it has been rare to study how outcomes vary with dosage. In trials to obtain drug approval, the norm has been to specify some dose of a new drug and compare it with an established therapy or placebo. Design-based trial analysis views each trial arm as qualitatively different, but it may be highly credible to assume that efficacy and adverse…

通过单调三角输运映射学习因果图AI 解读

We study the problem of causal structure learning from data using optimal transport (OT). Specifically, we first provide a constraint-based method which builds upon lower-triangular monotone parametric transport maps to design conditional independence tests which are agnostic to the noise distribution. We provide an algorithm for causal discovery up to Markov Equivalence with no assumptions on the structural equations/noise distributions, which allows for settings with…

将二元因果推断方法扩展至多变量因果发现的新框架AI 解读

We focus on the extension of bivariate causal learning methods into multivariate problem settings in a systematic manner via a novel framework. It is purposive to augment the scale to which bivariate causal discovery approaches can be applied since contrast to traditional causal discovery methods, bivariate methods render estimation in the form of a causal Directed Acyclic Graph (DAG) instead of its complete partial directed acyclic graphs (CPDAGs). To tackle the problem, an…

用于因果效应估计的序贯欠识别工具变量选择AI 解读

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome indirectly via the treatment variable(s). Most IV applications focus on low-dimensional treatments and crucially require at least as many instruments as treatments. This assumption is restrictive: in the natural sciences we often seek to infer…

利用连续时间 Hawkes 过程发现脓毒症相关异常的格兰杰因果链AI 解读

Modern health care systems are conducting continuous, automated surveillance of the electronic medical record (EMR) to identify adverse events with increasing frequency; however, many events such as sepsis do not have elucidated prodromes (i.e., event chains) that can be used to identify and intercept the adverse event early in its course. Clinically relevant and interpretable results require a framework that can (i) infer temporal interactions across multiple patient…

同质产品市场行为参数估计争议的重新审视AI 解读

We revisit conduct parameter estimation in homogeneous goods markets to resolve the conflict between Bresnahan (1982) and Perloff and Shen (2012) regarding the identification and the estimation of conduct parameters. We point out that Perloff and Shen's (2012) proof is incorrect and its simulation setting is invalid. Our simulation shows that estimation becomes accurate when demand shifters are properly added in supply estimation and sample sizes are increased, supporting…

含未观测异质性的生产函数识别与估计AI 解读

This paper examines the nonparametric identifiability of production functions, considering firm heterogeneity beyond Hicks-neutral technology terms. We propose a finite mixture model to account for unobserved heterogeneity in production technology and productivity growth processes. Our analysis demonstrates that the production function for each latent type can be nonparametrically identified using four periods of panel data, relying on assumptions similar to those employed…

博弈中的稳定结果与信息：一个实证框架AI 解读

Empirically, many strategic settings are characterized by stable outcomes in which players' decisions are publicly observed, yet no player takes the opportunity to deviate. To analyze such situations in the presence of incomplete information, we build an empirical framework by introducing a novel solution concept that we call Bayes stable equilibrium. Our framework allows the researcher to be agnostic about players' information and the equilibrium selection rule. The Bayes…

依赖情境的异质性偏好：对 Barseghyan 与 Molinari（2023）的评论AI 解读

Barseghyan and Molinari (2023) give sufficient conditions for semi-nonparametric point identification of parameters of interest in a mixture model of decision-making under risk, allowing for unobserved heterogeneity in utility functions and limited consideration. A key assumption in the model is that the heterogeneity of risk preferences is unobservable but context-independent. In this comment, we build on their insights and present identification results in a setting where…

有序结果下观察性研究与不完全随机试验获益指标的尖锐非参数界AI 解读

The probability of benefit is a valuable and important measure of treatment effect, which has advantages over the average treatment effect. Particularly for an ordinal outcome, it has a better interpretation and can make apparent different aspects of the treatment impact. Unfortunately, this measure, and variations of it, are not identifiable even in randomized trials with perfect compliance. There is, for this reason, a long literature on nonparametric bounds for…

局部爆炸解释变量下门限预测回归模型的估计与推断AI 解读

In this paper, we study the estimation of the threshold predictive regression model with hybrid stochastic local unit root predictors. We demonstrate the estimation procedure and derive the asymptotic distribution of the least square estimator and the IV based estimator proposed by Magdalinos and Phillips (2009), under the null hypothesis of a diminishing threshold effect. Simulation experiments focus on the finite sample performance of our proposed estimators and the…

不可忽略结局缺失与未测混杂下的因果推断AI 解读

Observational studies are the primary source of data for causal inference, but it is challenging when existing unmeasured confounding. Missing data problems are also common in observational studies. How to obtain the causal effects from the nonignorable missing data with unmeasured confounding is a challenge. In this paper, we consider that how to obtain complier average causal effect with unmeasured confounding from the nonignorable missing outcomes. We propose an auxiliary…

重复事件数据因果中介分析的稳健推断AI 解读

Recurrent events, including cardiovascular events, are commonly observed in biomedical studies. Researchers must understand the effects of various treatments on recurrent events and investigate the underlying mediation mechanisms by which treatments may reduce the frequency of recurrent events are crucial. Although causal inference methods for recurrent event data have been proposed, they cannot be used to assess mediation. This study proposed a novel methodology of causal…

弱识别下 GMM 的不可容许性AI 解读

We consider estimation in moment condition models and show that under any bound on identification strength, asymptotically admissible (i.e. undominated) estimators in a wide class of estimation problems must be uniformly continuous in the sample moment function. GMM estimators are in general discontinuous in the sample moments, and are thus inadmissible. We show, by contrast, that bagged, or bootstrap aggregated, GMM estimators as well as quasi-Bayes posterior means have…

工作障碍功能评估量表的自编码稀疏贝叶斯 IRT 内因子分解、校准与摊销推断AI 解读

The Work Disability Functional Assessment Battery (WD-FAB) is a multidimensional item response theory (IRT) instrument designed for assessing work-related mental and physical function based on responses to an item bank. In prior iterations it was developed using traditional means -- linear factorization and null hypothesis statistical testing for item partitioning/selection, and finally, posthoc calibration of disjoint unidimensional IRT models. As a result, the WD-FAB, like…

存在处理后混杂变量时因果中介分析的贝叶斯非参数方法AI 解读

We propose a new Bayesian non-parametric (BNP) method for estimating the causal effects of mediation in the presence of a post-treatment confounder. We specify an enriched Dirichlet process mixture (EDPM) to model the joint distribution of the observed data (outcome, mediator, post-treatment confounders, treatment, and baseline confounders). The proposed BNP model allows more confounder-based clusters than clusters for the outcome and mediator. For identifiability, we use…

利用三重代理变量控制潜在混杂AI 解读

We present new results for nonparametric identification of causal effects using noisy proxies for unobserved confounders. Our approach builds on the results of \citet{Hu2008} who tackle the problem of general measurement error. We call this the `triple proxy' approach because it requires three proxies that are jointly independent conditional on unobservables. We consider three different choices for the third proxy: it may be an outcome, a vector of treatments, or a…

利用动态对照匹配验证大规模并行自适应测试AI 解读

A/B testing is a widely-used paradigm within marketing optimization because it promises identification of causal effects and because it is implemented out of the box in most messaging delivery software platforms. Modern businesses, however, often run many A/B/n tests at the same time and in parallel, and package many content variations into the same messages, not all of which are part of an explicit test. Whether as the result of many teams testing at the same time, or as…