每日简报

模糊断点回归的一类广义有限矩估计量AI 解读

The standard fuzzy regression discontinuity (FRD) estimator is a ratio of differences of local polynomial estimators. I show that this estimator does not possess any finite integer moments, regardless of local polynomial degree, kernel function, or bandwidth. The estimator is heavy-tailed in small samples or when the treatment probability discontinuity at the cutoff is small. I present a generalized class of FRD estimators which preserves all finite moments from the data,…

动态面板 Logit 模型中马尔可夫反馈与不可观测异质性的充分统计量AI 解读

In this paper, we examine identification in dynamic panel logit models with state dependence, a first-order Markov feedback process, and individual unobserved heterogeneity by introducing sufficient statistics for the feedback process and the unobserved heterogeneity. If a sequentially exogenous discrete covariate follows a first-order Markov process, identification via conditional likelihood is infeasible regardless of the time period. We also establish the failure of point…

利用大规模在线核学习估计双向因果效应AI 解读

In this study, a scalable online kernel learning framework is proposed for estimating bidirectional causal effects in systems characterized by mutual dependence and heteroskedasticity. Traditional causal inference often focuses on unidirectional effects, overlooking the common bidirectional relationships in real-world phenomena. Building on heteroskedasticity-based identification, the proposed method integrates a quasi-maximum likelihood estimator for simultaneous equation…

宽严度设计：操作指南AI 解读

We develop a step-by-step guide to leniency (a.k.a. judge or examiner instrument) designs, drawing on recent econometric literatures. The unbiased jackknife instrumental variables estimator (UJIVE) is purpose-built for leveraging exogenous leniency variation, avoiding subtle biases even in the presence of many decision-makers or controls. We show how UJIVE can also be used to assess key assumptions underlying leniency designs, including quasi-random assignment and average…

线性结构方程模型中偏回归系数因果解释的统一图判据AI 解读

This paper provides a graph-based characterization of partial regression coefficients in linear structural equation models. First, we derive a generalized graphical criterion that unifies the d-separation, single-door, and back-door criteria. This criterion provides a generically necessary and sufficient condition under which a partial regression coefficient coincides with a linear causal effect that is not mediated by other explanatory variables. Second, we clarify the…

We propose an automatic, general-purpose framework for making discoveries from unstructured data (e.g., text data from open-ended surveys of economic beliefs). The framework leverages recent methods from the literature on AI interpretability to transform unstructured datasets into high-dimensional, structured datasets of interpretable concept measurements; specifies concept-level parameters and null hypotheses based on this transformed dataset; tests these hypotheses using…

面板数据中所选群组的条件选择后推断AI 解读

We consider the problem of testing for differences in group-specific slopes between the selected groups in panel data identified via k-means clustering. In this setting, the classical Wald-type test statistic is problematic because it produces an extremely inflated type I error probability. The underlying reason is that the same dataset is used to identify the group structure and construct the test statistic, simultaneously. This creates dependence between the selection and…

权重不确定性下的合成控制：稳健识别与统计推断AI 解读

The synthetic control method estimates causal effects by comparing a treated unit with weighted controls matched on its pre-treatment trajectory. However, validity can be compromised when highly correlated controls leave the synthetic weights weakly determined or when treated-control relationships shift after treatment. We propose a new estimand, the weight-robust treatment effect, defined as the optimizer of a worst-case optimization problem over an uncertainty class of…

方向性分布偏移下的实验地点选择AI 解读

Multi-site studies are widely used across the social sciences, education, and medicine to learn the effects of interventions across heterogeneous populations. But deployment populations, on which a given intervention is implemented, may differ systematically from the experimental population on which the intervention is evaluated. I propose a method for selecting sites with minimax guarantees against directional distribution shifts, which allows the researcher to guard…

将 Riesz 回归理解为直接密度比估计AI 解读

This study clarifies the relationship between Riesz regression [Chernozhukov et al., 2021] and density ratio estimation (DRE) in causal inference problems, such as average treatment effect estimation. We first show that the Riesz representer can be written as a signed density ratio and then demonstrate that the Riesz regression objective coincides with the least-squares importance fitting criterion [Kanamori et al., 2009]. Although Riesz regression applies to a broad class…

因果正则化：样本内风险与样本外风险保证的权衡AI 解读

Invariant prediction uses the prediction stability of causal relationships across different environments to identify causal variables. Conversely, using causal variables gives prediction guarantees even in out-of-sample data settings. In this paper, we investigate the identification of causal-like models from in-sample data that ensure out-of-sample risk guarantees when predicting a target variable from an arbitrary set of covariates. Ordinary least squares minimizes…

合成工具变量：从稀疏关联到稀疏因果效应AI 解读

In many observational studies, researchers are often interested in studying the effects of multiple exposures on a single outcome. Standard approaches for high-dimensional data such as the lasso assume the associations between the exposures and the outcome are sparse. These methods, however, do not estimate the causal effects in the presence of unmeasured confounding. In this paper, we consider an alternative approach that assumes the causal effects in view are sparse. We…

环境暴露对社会流动的影响：主分层的贝叶斯半参数方法AI 解读

Understanding the causal effects of air pollution exposures on social mobility is attracting increasing attention. At the same time, education is widely recognized as a key driver of social mobility. However, the causal pathways linking fine particulate matter (PM2.5) exposure, educational attainment, and social mobility remain largely unexplored. To address this, we adopt the principal stratification approach, which rigorously defines causal effects when a post-treatment…

整群随机试验中不完整结果与协变量的处理AI 解读

In cluster-randomized trials (CRTs), missing data can occur in various ways, including missing values in outcomes and baseline covariates at the individual or cluster level, or completely missing information for non-participants. Among the various types of missing data in CRTs, missing outcomes have attracted the most attention. However, no existing methods simultaneously address all aforementioned types of missing data in CRTs. To fill in this gap, we propose a…

连接政策学习中的经验福利最大化与条件平均处理效应估计AI 解读

The goal of policy learning is to train a policy function that recommends a treatment given covariates to maximize population welfare. There are two major approaches in policy learning: the empirical welfare maximization (EWM) approach and the plug-in approach. The EWM approach is analogous to a classification problem, where one first builds an estimator of the population welfare, which is a functional of policy functions, and then trains a policy by maximizing the estimated…

允许任意溢出与延续效应的时空因果推断：伊拉克战争中的空袭与叛乱暴力AI 解读

Social scientists now routinely draw on high-frequency, high-granularity ''microlevel'' data to estimate the causal effects of subnational interventions. To date, most researchers aggregate these data into panels, often tied to large-scale administrative units. This approach has two limitations. First, data (over)aggregation obscures valuable spatial and temporal information, heightening the risk of mistaken inferences. Second, existing panel approaches either ignore spatial…

重新理解需求估计AI 解读

This paper clarifies how and why structural demand models (Berry and Haile, 2014, 2024) predict unit-level counterfactual outcomes. We do so by casting structural assumptions equivalently as restrictions on the joint distribution of potential outcomes. Our reformulation highlights a counterfactual homogeneity assumption underlying structural demand models: The relationship between counterfactual outcomes is assumed to be identical across markets. This assumption is strong,…

二元选择模型中的分组固定效应正则化AI 解读

We study the application of the grouped fixed effects approach to binary choice models for panel data in presence of severe complete separation. Through data loss, complete separation may lead to biased estimates of Average Partial Effects and imprecise inference. Moreover, forecasts are not available for units without variability in the response configuration. The grouped fixed effects approach discretizes unobserved heterogeneity via k-means clustering, thus reducing the…

带颜色约束的高斯有向无环图模型AI 解读

We study submodels of Gaussian DAG models defined by partial homogeneity constraints imposed on the model error variances and structural coefficients. We represent these models with colored DAGs and investigate their properties for use in statistical and causal inference. Local and global Markov properties are provided and shown to characterize the colored DAG model. Additional properties relevant to causal discovery are studied, including the existence and non-existence of…

利用均匀化与稀疏性估计和计算连续时间动态离散选择博弈AI 解读

Continuous-time empirical dynamic discrete choice games offer notable computational advantages over discrete-time models. This paper addresses remaining computational and econometric challenges to further improve both model solution and estimation. We establish convergence rates for value iteration and policy evaluation with fixed beliefs, and develop Newton-Kantorovich methods that exploit analytical Jacobians and sparse matrix structure. We apply uniformization both to…

分类结果的样本选择偏差校正AI 解读

In this paper, I propose a method for correcting sample selection bias when the outcome of interest is categorical, such as occupational choice, health status, or field of study. Classical approaches to sample selection rely on strong parametric distributional assumptions, which may be restrictive in practice. I develop a local representation that decomposes each joint probability into marginal probabilities and a category-specific association parameter that captures how…

生成式暴露映射模型中非对称关系的量化与交叉拟合推断AI 解读

Learning directionality between variables is crucial yet challenging, especially for mechanistic relationships without a priori ordering assumptions. We propose a coefficient of asymmetry to quantify directional asymmetry using Shannon's entropy within a generative exposure mapping (GEM) framework. GEMs arise from experiments where a generative function $g$ maps exposure $X$ to outcome $Y$ through $Y = g(X)$, extended to noise-perturbed GEMs as $Y = g(X) + ε$. Our approach…

存在溢出效应时惩罚合成控制估计的贝叶斯收缩先验AI 解读

Synthetic control (SC) methods are widely used to estimate the effects of policy interventions, especially those targeting specific geographic regions, referred to as units. These methods construct a weighted combination of untreated units, forming a "synthetic" control that approximates the counterfactual outcomes of the treated unit had the intervention not occurred. Although neighboring areas are often selected as controls due to their similarity in observed and…

未观测混杂下预测算法的稳健设计与评估AI 解读

Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when selected and unselected units differ in unobserved ways that affect outcomes. We propose a framework for robust design and evaluation of predictive algorithms that bounds how much outcomes may differ between selected and unselected units with…