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成对数据回归模型的设定检验AI 解读

This paper develops omnibus specification tests for linear conditional-mean models with undirected dyadic data. We establish a uniform projection theorem that reduces the dyadic process to its latent first-order node projections under shared-node dependence. We then show that a raw first-order node-multiplier bootstrap is valid when this node component is nondegenerate but double-counts dyad-specific variation when dyads are independent. An exact covariance decomposition…

一般条件下极端事件因果效应的识别与推断AI 解读

Understanding the propagation of extreme events is important in many economic and environmental applications, yet most econometric methods for causal inference focus on average effects rather than tail behavior. This paper studies the identification of causal relations in extremes and derives resulting estimators and their asymptotic inference. As measure of causal dependence between extreme realizations of variables, we analyze the asymptotic behavior of the Causal Tail…

用于多条件网络推断的数据共享邻域选择AI 解读

External stresses may affect both the circulating levels of specific biomarkers and disturb the correlation structures across molecular entities. The contribution of both types of dysregulations to the subsequent risk of disease are yet to be evaluated. We propose Data Shared Neighbourhood Selection (DSNS), a joint network inference method for estimating preserved and altered conditional association structures across related conditions. DSNS combines neighbourhood selection…

网络干扰下因果推断模型设定的随机化检验AI 解读

Analysis of experimental data becomes challenging when the underlying population is connected by a network. Exposure mapping is a common tool in the literature for defining and estimating spillover effects. These mappings reduce the dimensionality of the estimand, thereby facilitating identifiability. It is assumed that this mapping is correctly specified, leaving the choice of the exposure mapping to the analyst. This makes estimators of the spillover effect, such as the…

部分识别因果效应的模型无关协变量辅助推断AI 解读

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates are discrete with relatively small support, this approach typically requires binning covariates or estimating the conditional distributions of potential outcomes given the covariates. Binning can result in substantial efficiency loss and…

用于观察研究因果推断的 CP 图AI 解读

Under the canonical setting of observational studies for causal inference, we derive a set of exact representations for pairwise differences among weighted average treatment effects as covariances between the conditional average treatment effect and the propensity score, up to positive scaling factors. These covariance representations bridge the two core concepts in causal inference with observational studies. They immediately imply that (i) the average treatment effect is…

观察研究敏感性模型下错误发现比例的同时推断AI 解读

We provide an approach to exploratory data analysis in observational studies with a single intervention and multiple endpoints. In such settings, the researcher would like to explore evidence for actual treatment effects while accounting for both false discoveries and the potential impact of unmeasured confounding. For any candidate subset of hypotheses about these outcomes, we provide sensitivity sets for the proportion of the hypotheses within the subset which are true.…

对函数形式稳健的空间自回归双重／去偏机器学习推断AI 解读

Spatial autoregressive inference is typically conditional on the spatial weights matrix, W, even though the underlying interaction structure is often unknown and empirical conclusions can be sensitive to its specification. This paper develops double/debiased machine learning inference for low-dimensional SAR parameters when the spatial interaction operator is learned flexibly from potentially endogenous characteristics. Within a maintained admissible support, interaction…

语言模型能否在不引入统计偏差的情况下提高随机实验功效？AI 解读

Randomized controlled trials (RCTs) are widely adopted for causal inference, yet cost and sample-size constraints limit power. We introduce CALM (Causal Analysis leveraging Language Models), a statistical framework that integrates insights generated by large language models (LLMs) into the analysis of RCTs using established causal estimators to increase precision while preserving statistical validity. In particular, CALM treats LLM-generated outputs as auxiliary prognostic…

存在中间事件时利用多状态数据估计路径处理效应AI 解读

During clinical trials evaluating a drug's effect on a survival endpoint, intermediate events often occur in addition to the primary event. The treatment can exert its effect on the primary endpoint along multiple pathways through intermediate events. Assumptions for identifying mediation effects, such as sequential ignorability in natural effects or the dismissible components condition in separable effects, fail because intermediate events act as treatment-induced…

非可分第一阶段下加性可分三角模型的闭式估计与一致推断AI 解读

This paper studies the nonparametric identification and estimation of additively separable triangular models with continuous endogenous and instrumental variables, allowing for a nonseparable first-stage equation. Under the independence of instrumental variables and unobservables, we show that the outcome function possesses a closed-form expression as a functional of conditional cumulative distribution functions. The resulting plug-in estimators require no regularization and…

Matérn 回归的非渐近分析：目标与核长度尺度的作用AI 解读

Theoretical guarantees for kernel regression are typically formulated in terms of smoothness, but practical accuracy depends critically on how the design resolution compares with the target and kernel lengthscales. We develop a finite-sample theory for Matérn regression on periodic domains with quasi-uniform designs, covering noiseless interpolation and noisy kernel ridge regression. Our minimax result shows that accurate recovery requires a design dense enough to resolve…

半参数高维时间序列关系图的贝叶斯学习AI 解读

Time series data arising in many applications nowadays are high-dimensional. A large number of parameters describe features of these time series. We propose a novel approach to modeling a high-dimensional time series through several independent univariate time series, which are then orthogonally rotated and sparsely linearly transformed. With this approach, any specified intrinsic relations among component time series given by a graphical structure can be maintained at all…

模型质量对用户参与度的影响：版本内因果估计与合成数据验证AI 解读

Every team building Large Language Models (LLMs) faces a core challenge: offline benchmarks show performance gains and user engagement rises post deployment, but isolating cause from effect remains difficult. Simultaneous marketing, media coverage, and seasonal demand obscure whether model updates truly drive engagement gains. This paper presents a novel causal estimation approach that leverages non uniform quality improvements across capabilities within a single model…

用于地统计建模的最近邻非高斯过程AI 解读

We develop a general class of nearest-neighbor non-Gaussian processes (NNnGP) for modeling geostatistical data. By introducing non-linear conditional mean functions into the Vecchia approximation, NNnGP extends the popular nearest-neighbor Gaussian process (NNGP) to effectively capture complex, non-Gaussian spatial characteristics. To ensure coherent spatial predictions from a single realization, we propose a regularized homogeneity condition across the univariate…

网络干扰下分位数效应的一致推断AI 解读

This paper studies quantile treatment and spillover effects in network experiments. Average spillover effects reveal how treating a unit's neighbors affects its outcome on average, but mask the heterogeneity of these effects across the outcome distribution. We define structural quantile effects that compare outcome quantiles between exposure states, characterizing how own treatment and exposure to treated neighbors affect different parts of the outcome distribution. Building…

一类鞅阵列的极限定理及其在非线性协整回归中的应用AI 解读

This paper develops a new asymptotic theory for a broad class of martingales, establishing convergence to limiting distributions that involve a functional of stochastic integrals. The proposed limit theorem substantially extends existing martingale asymptotic theory by accommodating a wider class of dependence structures. As a primary application, the theory is applied to nonlinear regression models with nonstationary time series, yielding a rigorous framework for asymptotic…

含噪网络测量下时变网络构成与预测依赖的分离AI 解读

A common question about networked time series is whether outcomes changed because shocks transmit more strongly or because the pattern of connections changed. Standard practice inserts a recorded network into an outcome regression and reads movements of the fitted coefficient as changes in transmission strength. When the network is latent, time varying, and measured with error, this reading fails: changes in strength and changes in composition can produce the same outcome…

结合负向控制的因果生存森林AI 解读

We study heterogeneous treatment-effect (HTE) estimation in observational survival studies commonly associated with both censored outcomes and unmeasured confounding. We integrate causal survival forests (CSF) with negative controls (NC) from proximal causal inference and introduce Negative Control Causal Survival Forests (NC-CSF), a flexible nonparametric HTE learner for survival analysis. Our approach uses a loss that incorporates proxy variables and Neyman…

分布双重差分：分位数反演前聚合还是反演后聚合？AI 解读

Staggered distributional difference-in-differences produces cohort-specific potential-outcome distributions, but applied work typically wants one overall quantile treatment effect. Two natural summaries---averaging cohort quantile treatment effects (QTTs) and mixing cohort distributions before inversion---use the same policy weights yet answer different target-population questions and can disagree even in sign. We derive the exact sharp interval for their gap conditional on…

显示性社会网络AI 解读

The linear-in-means model is the standard empirical model of peer effects and asks that an agent's choice or outcome is a combination of their ideal point and the mean outcome of their group. Using choice data and exogenous group variation, we develop a revealed preference style test for the linear-in-means model. This test is formulated as a linear program and can be interpreted as a condition about differentiating the behavior of each agent in a consistent manner. We then…

多重处理因果推断中的重心融合 Gromov–Wasserstein 平衡AI 解读

Estimating heterogeneous single and interaction treatment effects from observational data under multiple simultaneous treatments is crucial for decision-making. To mitigate estimation variance, previous studies balance representation distributions between every pair of treatment patterns. However, such pairwise balancing scales quadratically with the number of treatment patterns and fails to preserve consistent local proximity structures across patterns, which degrades…

交互与高维约束下的一致有效推断AI 解读

Asymptotic normality approximations often fail to hold for extremum estimators when the true value of the parameter is at or close to the boundary of a parameter space. I analyze and develop tests using a quasi-unconstrained estimator, which is asymptotically normal even when the true parameter vector is near or at the boundary. These results generalize previous work with this estimator by allowing for more types of constraints and showing how the method can naturally be…

采用矩阵负二项抽稀的新型矩阵整数值自回归过程AI 解读

To address the overdispersion problem in matrix-variate integer-valued time series data arising in sociology, medicine, and related fields, this paper proposes a matrix integer-valued autoregressive model based on the negative binomial thinning operator. By introducing left and right matricial negative binomial thinning operators, the proposed model not only preserves the integer-valued nature of the data but also effectively handles overdispersion. The probabilistic and…