摘要翻译:
因果中介分析旨在将治疗效果分解为通过中间结果或调解人运作的间接机制,以及治疗对利益结果的直接影响。然而,直接和间接效应的评价常常由于不可忽视的治疗和/或中介物的选择而变得复杂,即使在控制观察到的情况之后,以及样本选择/结果损耗。我们提出了一种方法,在这种复杂的情况下,使用一种基于线性规划问题序列的方法来限制直接和间接的影响。考虑通过倾向分数进行逆概率加权,我们计算在没有复杂情况下产生识别的权重,并通过反映特定数量的倾向分数错误规范的熵参数来扰动它们,以设置-识别感兴趣的影响。我们将我们的方法应用于1979年全国青年纵向调查的数据,以得出性别工资差距分解的解释和未解释部分的界限,这种分解可能容易导致不可忽视的调解人选择和结果损耗。
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英文标题:
《Bounds on direct and indirect effects under treatment/mediator
endogeneity and outcome attrition》
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作者:
Martin Huber and Luk\'a\v{s} Laff\'ers
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最新提交年份:
2020
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分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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英文摘要:
Causal mediation analysis aims at disentangling a treatment effect into an indirect mechanism operating through an intermediate outcome or mediator, as well as the direct effect of the treatment on the outcome of interest. However, the evaluation of direct and indirect effects is frequently complicated by non-ignorable selection into the treatment and/or mediator, even after controlling for observables, as well as sample selection/outcome attrition. We propose a method for bounding direct and indirect effects in the presence of such complications using a method that is based on a sequence of linear programming problems. Considering inverse probability weighting by propensity scores, we compute the weights that would yield identification in the absence of complications and perturb them by an entropy parameter reflecting a specific amount of propensity score misspecification to set-identify the effects of interest. We apply our method to data from the National Longitudinal Survey of Youth 1979 to derive bounds on the explained and unexplained components of a gender wage gap decomposition that is likely prone to non-ignorable mediator selection and outcome attrition.
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PDF链接:
https://arxiv.org/pdf/2002.05253


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