Inference on Causal Effects in a Generalized Regression Kink Design

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of interest is a known, deterministic, but kinked function of an observed assignment variable. We characterize a broad class of models in which a sharp “Regression Kink Design” (RKD or RK Design) identifies a readily interpretable treatment‐on‐the‐treated parameter (Florens, Heckman, Meghir, and Vytlacil (2008)). We also introduce a “fuzzy regression kink design” generalization that allows for omitted variables in the assignment rule, noncompliance, and certain types of measurement errors in the observed values of the assignment variable and the policy variable. Our identifying assumptions give rise to testable restrictions on the distributions of the assignment variable and predetermined covariates around the kink point, similar to the restrictions delivered by Lee (2008) for the regression discontinuity design. Using a kink in the unemployment benefit formula, we apply a fuzzy RKD to empirically estimate the effect of benefit rates on unemployment durations in Austria.     

Understanding Estimators of Treatment Effects in Regression Discontinuity Designs

In this paper, we propose two new estimators of treatment effects in regression discontinuity designs. These estimators can aid understanding of the existing estimators such as the local polynomial estimator and the partially linear estimator. The first estimator is the partially polynomial estimator which extends the partially linear estimator by further incorporating derivative differences of the conditional mean of the outcome on the two sides of the discontinuity point. This estimator is related to the local polynomial estimator by a relocalization effect. Unlike the partially linear estimator, this estimator can achieve the optimal rate of convergence even under broader regularity conditions. The second estimator is an instrumental variable estimator in the fuzzy design. This estimator will reduce to the local polynomial estimator if higher order endogeneities are neglected. We study the asymptotic properties of these two estimators and conduct simulation studies to confirm the theoretical analysis.     

诗歌刺点：意义在文本断裂处产生

诗歌的刺点往往出现于文本风格断裂之处，给人带来强烈冲击，具有独特意味或深度批判，要求读者积极参与思考。刺点在诗歌中的两种呈现及其意义分别为：突兀构成刺点，引发思索；对立构成刺点，悲怆油然而生。泛艺术化语境、文本中的裂缝和现代诗人繁复的生命体验等共同为刺点提供了存在的可能。     

论历史研究中一些哲学问题——历史研究与想像力

通过探讨历史连续性与非连续性,历史研究中重视史料与发挥合理想像,以及历史著述之有限性和不可避免之当代性,揭示出历史与历史研究之复杂性。指出完全恢复历史本来面貌,不仅不可能,而且只能是一种幼稚的幻想。同时,在探讨历史理性与历史规律联系时,指出不能如后现代思想家那样把历史断裂绝对化,但也不能把历史连续性和规律性绝对化。在探讨历史研究现状时,通史研究必须建立在专史与微观史研究基础上,而中国专史与微观史研究恰恰比较薄弱。     

西藏传说时代的“绝地天通”事件与苯教的制度化

本文主要探讨了西藏古代的一个类似中原地区的"绝地天通"传说, 通过比较, 认为这个传说中的事件象征着在吐蕃"王政时代"——"十二小邦"阶段, 苯教开始从原始宗教走向制度化宗教。与中原神话中重黎接管了司守天地的职能以后能够沟通天地的只有巫师一样, 吐蕃在止贡赞普割断了他通天的光绳后, 以王家葬仪为代表的仪式便逐渐成为制度化、规则化的权威法度, 并渲染着那远离了普通民众的神性, 通神和代神传谕的能力成为一种"专利", 成为一套由神巫和部落联盟首领掌握的宗教仪式体系和知识类型。     

关于时空量子化的初探

随着量子运动规律的建立,牛顿时空观受到更猛烈的冲击,对此人们提出了量子化时空的假说,本文对此说提出的根据和实质进行了探讨。     

On making causal claims: A review and recommendations

Social scientists often estimate models from correlational data, where the independent variable has not been exogenously manipulated; they also make implicit or explicit causal claims based on these models. When can these claims be made? We answer this question by first discussing design and estimation conditions under which model estimates can be interpreted, using the randomized experiment as the gold standard. We show how endogeneity – which includes omitted variables, omitted selection, simultaneity, common-method variance, and measurement error – renders estimates causally uninterpretable. Second, we present methods that allow researchers to test causal claims in situations where randomization is not possible or when causal interpretation could be confounded; these methods include fixed-effects panel, sample selection, instrumental variable, regression discontinuity, and difference-in-differences models. Third, we take stock of the methodological rigor with which causal claims are being made in a social sciences discipline by reviewing a representative sample of 110 articles on leadership published in the previous 10 years in top-tier journals. Our key finding is that researchers fail to address at least 66% and up to 90% of design and estimation conditions that make causal claims invalid. We conclude by offering 10 suggestions on how to improve non-experimental research.     

Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia

This paper is motivated by our attempt to answer a policy question: how is private health insurance take‐up in Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference deconvolution kernel estimator for the location and size of regression discontinuities. We also propose a bootstrapping procedure for estimating the confidence interval for the estimated discontinuity. Performance of the estimator is evaluated by Monte Carlo simulations before it is applied to estimating the effect of the income threshold of MLS on the take‐up of private health insurance in Australia, using contaminated data.     

时间断点回归:原理框架、应用演进与估计流程

文章首先运用归纳法,提出时间断点回归的概念内涵和基本模型,并按"准随机实验"标准分析其存在的原理缺陷。然后通过梳理国外相关前沿成果,总结出时间断点回归有别于传统计量操作的方面:在适用性判断上,强调内生分组问题的理论分析和协变量连续性的提前估计;在稳定性检验上,包含更换变量指标等正向思路、对照组检验等反向思路、时间序列特征处理和其他非断点回归方法。最后,绘制时间断点回归的估计流程图,主要涉及适用性检验、处理效应的初步判定、模型构建与估计和稳健性检验四个部分。     

Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs

ABSTRACT

This study develops methods for conducting uniform inference on quantile treatment effects for sharp regression discontinuity designs. We develop a score test for the treatment significance hypothesis and Wald-type tests for the hypotheses related to treatment significance, homogeneity, and unambiguity. The bias from the nonparametric estimation is studied in detail. In particular, we show that under some conditions, the asymptotic distribution of the score test is unaffected by the bias, without under-smoothing. For situations where the conditions can be restrictive, we incorporate a bias correction into the Wald tests and account for the estimation uncertainty. We also provide a procedure for constructing uniform confidence bands for quantile treatment effects. As an empirical application, we use the proposed methods to study the effect of cash-on-hand on unemployment duration. The results reveal pronounced treatment heterogeneity and also emphasize the importance of considering the long-term unemployed.