学者论坛:A Unified Framework for Efficient Estimation of General Treatment Models

文:教师发展中心 / 来源:数学学院 党委教师工作部、人力资源部 / 2019-06-11 / 点击量:396

  人力资源部教师发展中心“学者论坛”活动特邀中国人民大学艾春荣教授到校交流,具体安排如下,欢迎广大师生参加:

  一、主 题:A Unified Framework for Efficient Estimation of General Treatment Models 

  二、主讲人:艾春荣(中国人民大学 教授)

  三、时 间:2019年6月20日(周四)10:00

  四、地 点:清水河校区 主楼A1-513

  五、主持人:数学科学学院  夏应存 教授

  六、内容简介:

  In this talk, we present a weighted optimization framework that unifies the binary, multivalued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general loss function, the framework includes the average, quantile and asymmetric least squares causal effect of treatment as special cases. For this general framework, we first derive the semiparametric efficiency bound for the causal effect of treatment, extending the existing bound results to a wider class of models. We then propose a generalized optimization estimator for the causal effect with weights estimated by solving an expanding set of equations. Under some sufficient conditions, we establish the consistency and asymptotic normality of the proposed estimator of the causal effect and show that the estimator attains our semiparametric efficiency bound, thereby extending the existing literature on efficient estimation of causal effect to a wider class of applications. Finally, we discuss estimation of some causal effect functional such as the treatment effect curve and the average outcome. To evaluate the finite sample performance of the proposed procedure, we conduct a small scale simulation study and find that the proposed estimation has practical value. To illustrate the applicability of the procedure, we revisit the literature on campaign advertising and campaign contributions. Unlike the existing procedures, which produce mixed results, we find no evidence of campaign advertising on campaign contribution.

  七、主讲人简介:

  艾春荣,湖北人,1982年、1985年分别获华中科技大学应用数学学士学位和硕士学位,1990年获美国麻省理工学院经济学博士学位。2005年入选教育部长江讲座教授。2006年7月任上海财经大学统计系系主任,上海财经大学高等研究院常务副院长。2009年7月任上海财经大学统计与管理学院院长。2011年4月任上海财经大学商学院副院长。2015年12月任中国人民大学统计与大数据研究院院长。

  长期从事计量经济学理论与方法、实证产业经济、实证金融、中国经济的教学和科研工作。主持或主持过国家自然基金面上项目3项,参与国家自科基金重点项目1项。在国际主要经济学期刊上发表论文四十余篇。其对环境、经济增长、扩大农民消费等中国经济问题的研究成果发表在《经济研究》等国内期刊。

  八、主办单位:人力资源部教师发展中心

    承办单位:数学科学学院      


                        人力资源部教师发展中心

                          2019年6月16日


 

编辑:王晓刚  / 审核:罗莎  / 发布者: