每日简报

利用多个结果变量校正空间相关标准误AI 解读

Empirical research in economics often examines the behavior of agents located in a geographic space. In such cases, statistical inference is complicated by the interdependence of economic outcomes across locations. A common approach to account for this dependence is to cluster standard errors based on a predefined geographic partition. A second strategy is to model dependence in terms of the distance between units. Dependence, however, does not necessarily stop at borders…

含交互效应的动态面板模型的全局识别AI 解读

We investigate the problem of global identification in dynamic panel models with interactive effects, in the large-N, fixed-T setting. While local identification, typically established via the Jacobian matrix, is well understood, global identification has remained a more elusive and challenging issue. It is commonly believed to be unachievable in this context. However, we demonstrate that the model is, in fact, globally identified for almost all configurations of the…

分组固定效应模型的简便低计算成本估计量AI 解读

This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent estimator of the slope coefficient, an agglomerative pairwise-differencing clustering of cross-sectional units, and a pooled ordinary least squares regression. Asymptotic guarantees are established in a framework where $T$ can grow at any…

ALCM：自主大语言模型增强的因果发现框架AI 解读

To perform effective causal inference in high-dimensional datasets, initiating the process with causal discovery is imperative, wherein a causal graph is generated based on observational data. However, obtaining a complete and accurate causal graph poses a formidable challenge, recognized as an NP- hard problem. Recently, the advent of Large Language Models (LLMs) has ushered in a new era, indicating their emergent capabilities and widespread applicability in facilitating…

利用市场份额数据估计市场层级参数的非参数混合 Logit 模型AI 解读

We propose a nonparametric mixed logit model that is estimated using market-level choice share data. The model treats each market as an agent and represents taste heterogeneity through market-specific parameters by solving a multiagent inverse utility maximization problem, addressing the limitations of existing market-level choice models with parametric estimation. A simulation study is conducted to evaluate the performance of our model in terms of estimation time,…

断点回归设计的统一诊断检验AI 解读

Diagnostic tests for regression discontinuity design face a size-control problem. We document a massive over-rejection of the diagnostic restriction among empirical studies in the top five economics journals. At least one diagnostic test was rejected for 19 out of 59 studies, whereas less than 5% of the collected 787 tests rejected the null hypotheses. In other words, one-third of the studies rejected at least one of their diagnostic tests, whereas their underlying…

应对定量社会学中的未测混杂：敏感性分析框架AI 解读

Unmeasured confounding remains a critical challenge in causal inference for the social sciences. This paper proposes a sensitivity analysis framework to systematically evaluate how unmeasured confounders influence statistical inference in sociology. Given these sensitivity analysis methods, we introduce a five-step workflow that integrates sensitivity analysis into research design rather than treating it as a post-hoc robustness check. Using the Blau and Duncan (1967) study…

利用改进安慰剂检验进行合成控制推断AI 解读

The synthetic control method is often applied to problems with one treated unit and a small number of control units. A common inferential task in this setting is to test null hypotheses regarding the average treatment effect on the treated. Inference procedures that are justified asymptotically are often unsatisfactory due to (1) small sample sizes that render large-sample approximation fragile and (2) simplification of the estimation procedure that is implemented in…

E-TRIALS：支持计算机学习平台数据驱动决策的实验工具AI 解读

Computer-based learning platforms (CBLPs) have become a common medium in schools, transforming how students learn and interact with educational content. However, researchers still lack adequate tools to address the diverse set of challenges that students face in these environments. In this paper, we introduce \textbf{Ed-Tech Research Infrastructure to Advance Learning Sciences (E-TRIALS)}, a free tool developed by ASSISTments to help researchers conduct randomized controlled…

通过矩约束学习实现神经网络自动去偏AI 解读

Causal and nonparametric estimands in economics and biostatistics can often be viewed as the mean of a linear functional applied to an unknown outcome regression function. Naively learning the regression function and taking a sample mean of the target functional results in biased estimators, and a rich debiasing literature has developed where one additionally learns the so-called Riesz representer (RR) of the target estimand (targeted learning, double ML, automatic debiasing…

高维动态线性回归中基于迭代融合 Lasso 的结构突变检测与变量选择AI 解读

We aim to develop a time series modeling methodology tailored to high-dimensional environments, addressing two critical challenges: variable selection from a large pool of candidates, and the detection of structural break points, where the model's parameters shift. This effort centers on formulating a least squares estimation problem with regularization constraints, drawing on techniques such as Fused LASSO and AdaLASSO, which are well-established in machine learning. Our…

二部实验中基于设计的因果推断AI 解读

Bipartite experiments arise in various fields, in which the treatments are randomized over one set of units, while the outcomes are measured over another separate set of units. However, existing methods often rely on strong model assumptions about the data-generating process. Under the potential outcomes formulation, we explore design-based causal inference in bipartite experiments under weak assumptions by leveraging the sparsity structure of the bipartite graph that…

基于统计决策理论的预测算法全面样本外评价AI 解读

We argue that comprehensive out-of-sample (OOS) evaluation using statistical decision theory (SDT) should replace the current practice of K-fold and Common Task Framework validation in machine learning (ML) research on prediction. SDT provides a formal frequentist framework for performing comprehensive OOS evaluation across all possible (1) training samples, (2) populations that may generate training data, and (3) populations of prediction interest. Regarding feature (3), we…

基于仅解码器潜在空间模型的动态图变点检测AI 解读

This manuscript studies the unsupervised change point detection problem in time series of graphs using a decoder-only latent space model. The proposed framework consists of learnable prior distributions for low-dimensional graph representations and of a decoder that bridges the observed graphs and latent representations. The prior distributions of the latent spaces are learned from the observed data as empirical Bayes to assist change point detection. Specifically, the model…

迈向连续处理的 R-learnerAI 解读

The R-learner is widely used in causal inference due to its flexibility and efficiency in estimating the conditional average treatment effect. However, extending the R-learner framework from binary to continuous treatments introduces a non-identifiability issue, as the functional zero constraint inherent to the conditional average treatment effect cannot be directly imposed in the R-loss under continuous treatments. To address this, we propose a two-step identification…

整群随机试验中多重中介与溢出效应的贝叶斯非参数方法AI 解读

Cluster randomized trials (CRTs) with multiple unstructured mediators present significant methodological challenges for causal inference due to within-cluster correlation, interference among units, and the complexity introduced by multiple mediators. Existing causal mediation methods often fall short in simultaneously addressing these complexities, particularly in disentangling mediator-specific effects under interference that are central to studying complex mechanisms. To…

融合 LASSO 与非交叉分位数回归AI 解读

Growth-at-Risk is vital for empirical macroeconomics but is often suspect to quantile crossing due to data limitations. While existing literature addresses this through post-processing of the fitted quantiles, these methods do not correct the estimated coefficients. We advocate for imposing non-crossing constraints during estimation and demonstrate their equivalence to fused LASSO with quantile-specific shrinkage parameters. By re-examining Growth-at-Risk through an…

基于 HP 与 l₁ 滤波的随机游走时间序列多变点检测AI 解读

We propose new methods for detecting multiple change points in time series, specifically designed for random walk processes, where stationarity and variance changes present challenges. Our approach combines two trend estimation methods: the Hodrick Prescott (HP) filter and the l1 filter. A major challenge in these methods is selecting the tuning parameter lambda, which we address by introducing two selection techniques. For the HP based change point detection, we propose a…

将推断推广至目标总体时应对正值性违背AI 解读

Enhancing the external validity of trial results is essential for their applicability to real-world populations. However, violations of the positivity assumption can limit both the generalizability and transportability of findings. To address positivity violations in estimating the average treatment effect for a target population, we propose a framework that integrates characterizing the underrepresented group and performing sensitivity analysis for inference in the original…

逆概率加权：从调查抽样到贝叶斯证据估计AI 解读

We consider the class of inverse probability weight (IPW) estimators, including the popular Horvitz-Thompson and Hajek estimators used routinely in survey sampling, causal inference and evidence estimation for Bayesian computation. We focus on the 'weak paradoxes' for these estimators due to two counterexamples by Basu [1988] and Wasserman [2004] and investigate the two natural Bayesian answers to this problem: one based on binning and smoothing : a 'Bayesian sieve' and the…

利用边际分布建模消费者选择的非参数方法AI 解读

Given data on the choices made by consumers for different offer sets, a key challenge is to develop parsimonious models that describe and predict consumer choice behavior while being amenable to prescriptive tasks such as pricing and assortment optimization. The marginal distribution model (MDM) is one such model, which requires only the specification of marginal distributions of the random utilities. This paper aims to establish necessary and sufficient conditions for given…

连续处理因果导数效应的双重稳健推断AI 解读

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its derivative function that signals the treatment effect. In this paper, we investigate nonparametric inference on the derivative of the dose-response curve with and without the positivity condition. Under the positivity and other regularity…