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估计器由其实际行为定义：模型误设、目标量与过度识别AI 解读

In over-identified models, misspecification -- the norm rather than exception -- fundamentally changes what estimators estimate. Different estimators imply different estimands rather than different efficiency for the same target. A review of recent applications of generalized method of moments in the American Economic Review suggests widespread acceptance of this fact: There is little formal specification testing and widespread use of estimators that would be inefficient…

动态潜在类别结构方程模型：密集纵向数据建模实操教程AI 解读

In this tutorial, we provide a hands-on guideline on how to implement complex Dynamic Latent Class Structural Equation Models (DLCSEM) in the Bayesian software JAGS. We provide building blocks starting with simple Confirmatory Factor and Time Series analysis, and then extend these blocks to Multilevel Models and Dynamic Structural Equation Models (DSEM). Subsequently, we introduce Hidden Markov Switching Models (HMSM) and demonstrate their integration with DSEM to yield…

用贝叶斯层级可调随机分区识别自适应富集试验中的治疗效应异质性AI 解读

Treatment effect heterogeneity refers to the systematic variation in treatment effects across subgroups. There is an increasing need for clinical trials that aim to investigate treatment effect heterogeneity and estimate subgroup-specific responses. While several statistical methods have been proposed to address this problem, existing partitioning-based methods often depend on auxiliary analysis, overlook model uncertainty, or impose inflexible borrowing strength. We propose…

在目标试验中嵌入目标研究：评估干预对群体差距的影响AI 解读

We present a novel framework (TS+TT) to nest a Target Study (TS) within a Target Trial (TT) for evaluating the effects of interventions on disparities. The TS component grounds the measurement of disparity in ethical assumptions, based on the concept of allowability, and anchors it to an explicit population within calendar time. It specifies an enrollment plan of stratified sampling of eligible persons to yield a sample where social groups are distributionally similar on…

以非线性因子扩展贝叶斯 VAR 的灵活方法AI 解读

This paper proposes a vector autoregression augmented with nonlinear factors that are modeled nonparametrically using regression trees. There are four main advantages of our model. First, the use of factor methods ensures that departures from linearity are modeled parsimoniously. In particular, they exhibit functional pooling where a small number of nonlinear factors are used to model common nonlinearities across variables. Second, modeling potential nonlinearities…

高维混杂下纵向数据的异质性分位数处理效应估计（第二版）AI 解读

Causal inference plays a fundamental role in various real-world applications. However, in the motivating non-small cell lung cancer (NSCLC) study, it is challenging to estimate the treatment effect of chemotherapy on circulating tumor DNA (ctDNA). First, the heterogeneous treatment effects vary across patient subgroups defined by baseline characteristics. Second, there exists a broad set of demographic, clinical and molecular variables act as potential confounders. Third,…

统计学的挑战：因果关系与因果推断的十二项挑战AI 解读

Causality and causal inference have emerged as core research areas at the interface of modern statistics and domains including biomedical sciences, social sciences, computer science, and beyond. The field's inherently interdisciplinary nature -- particularly the central role of incorporating domain knowledge -- creates a rich and varied set of statistical challenges. Much progress has been made, especially in the last three decades, but there remain many open questions. Our…

用于代谢组缺失值插补的截断高斯无限因子模型AI 解读

Metabolomics is the study of small molecules in biological samples. Metabolomics data are typically high-dimensional and contain highly correlated variables and frequent missing values. Both missing at random (MAR) data, due to acquisition or processing errors, and missing not at random (MNAR) data, caused by values falling below detection thresholds, are common. Thus, imputation is a critical component of downstream analysis. Existing imputation methods generally assume one…

复杂时间动态下单调平滑时变函数的同时推断AI 解读

We propose a new framework for the simultaneous inference of monotone and smoothly time-varying functions under complex temporal dynamics. This will be done utilizing the monotone rearrangement and the nonparametric estimation. We capitalize the Gaussian approximation for the nonparametric monotone estimator and construct the asymptotically correct simultaneous confidence bands (SCBs) using designed bootstrap methods. We investigate two general and practical scenarios. The…

采用累积收缩先验的离散自回归切换过程与时间序列图建模AI 解读

We propose a flexible Bayesian approach for sparse Gaussian graphical modeling of multivariate time series. We account for temporal correlation in the data by assuming that observations are characterized by an underlying and unobserved hidden discrete autoregressive process. We assume multivariate Gaussian emission distributions and capture spatial dependencies by modeling the state-specific precision matrices via graphical horseshoe priors. We characterize the mixing…

冠状动脉旁路移植术后再住院的性别差异：MIMIC-IV 数据的稀疏函数因果中介分析AI 解读

Hospital readmissions following coronary artery bypass grafting (CABG) not only impose a substantial cost burden on healthcare systems but also serve as a potential indicator of the quality of medical care. Previous studies of gender effects on complications after CABG surgery have consistently revealed that women tend to suffer worse outcomes. To better understand the causal pathway from gender to the number of rehospitalisations, we study the postoperative central venous…

联合分位数收缩：面向非交叉贝叶斯分位数模型的状态空间方法AI 解读

Crossing of fitted conditional quantiles is a prevalent problem for quantile regression models. We propose a new Bayesian modelling framework that penalises multiple quantile regression functions toward the desired non-crossing space. We achieve this by estimating multiple quantiles jointly with a prior on variation across quantiles, a fused shrinkage prior with quantile adaptivity. The posterior is derived from a decision-theoretic general Bayes perspective, whose form…

结合多个随访时点检验优先级复合终点AI 解读

Composite endpoints are widely used in cardiovascular clinical trials. In recent years, hierarchical composite endpoints-particularly the win ratio approach and its predecessor, the Finkelstein-Schoenfeld (FS) test, also known as the unmatched win ratio test-have gained popularity. These methods involve comparing individuals across multiple endpoints, ranked by priority, with mortality typically assigned the highest priority in many applications. However, these methods have…

用随机矩阵理论重新考察多工具变量问题AI 解读

Instrumental variables estimation with many instruments is biased. Traditional bias-adjustments are closely connected to the Silverstein equation. Based on the theory of random matrices, we show that Ridge estimation of the first-stage parameters reduces the implicit price of bias-adjustments. This leads to a trade-off, allowing for less costly estimation of the causal effect, which comes along with improved asymptotic properties. Our theoretical results nest existing ones…

点过程时间序列的自相关函数AI 解读

This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is sliced into 365 daily replications. We assume the point processes follow a doubly-stochastic Poisson model with log-Gaussian intensity functions. The proposed autocorrelograms are computationally simple and based on binning. The asymptotic…

不完全区组设计的设计本位因果推断AI 解读

Researchers often turn to block randomization to increase the precision of their inference or due to practical considerations, such as in multisite trials. However, if the number of treatments under consideration is large it might not be feasible or practical to assign all treatments within each block. We develop novel inference results under the finite-population design-based framework for natural alternatives to the complete block design that do not require reducing the…

基于汇总数据消除赢家诅咒的稳健孟德尔随机化AI 解读

In the past decade, the increased availability of genome-wide association studies summary data has popularized Mendelian Randomization (MR) for conducting causal inference. MR analyses, incorporating genetic variants as instrumental variables, are known for their robustness against reverse causation bias and unmeasured confounders. Nevertheless, classical MR analyses utilizing summary data may still produce biased causal effect estimates due to the winner's curse and…

内生暴露与轻尾误差下的因果效应识别和推断AI 解读

Endogeneity poses significant challenges in causal inference across various research domains. This paper proposes a novel approach to identify and estimate causal effects in the presence of endogeneity. We consider a structural equation with endogenous exposures and an additive error term. Assuming the light-tailedness of the error term, we show that the causal effect can be identified by contrasting extreme conditional quantiles of the outcome given the exposures. Unlike…

去偏且具有半参数效率的变化中变化估计量AI 解读

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured confounding. While CiC relaxes the parallel trends assumption in difference-in-differences (DiD), existing methods typically assume a scalar unobserved confounder and monotonic outcome relationships, and lack inference tools that…

重建哥伦比亚地方劳动指标：机器学习与深度学习的整合方法AI 解读

This study proposes a unified multi-stage framework to reconstruct consistent monthly and annual labor indicators for all 33 Colombian departments from 1993 to 2025. The approach integrates temporal disaggregation, time-series splicing and interpolation, statistical learning, and institutional covariates to estimate seven key variables: employment, unemployment, labor force participation (PEA), inactivity, working-age population (PET), total population, and informality rate,…

矩阵值时间序列的因子模型：非平稳性与协整AI 解读

In this paper, we consider the nonstationary matrix-valued time series with common stochastic trends. Unlike the traditional factor analysis which flattens matrix observations into vectors, we adopt a matrix factor model in order to fully explore the intrinsic matrix structure in the data, allowing interaction between the row and column stochastic trends, and subsequently improving the estimation convergence. It also reduces the computation complexity in estimation. The main…