arXivDaily arXiv每日学术速递 周一至周五更新
2412.17470 2026-06-19 math.ST econ.EM stat.ME stat.TH 版本更新

A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics

异方差稳健检验统计量尺寸可控性的一个充要条件

Benedikt M. Pötscher, David Preinerstorfer

AI总结 针对回归模型中单个约束检验,给出了异方差稳健检验统计量尺寸可控性的充要条件,改进了现有仅充分条件的结果。

Comments Clarification in Footnote 15 added

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AI中文摘要

我们重新审视了Pötscher和Preinerstorfer (2025)中关于回归模型中异方差稳健检验统计量的尺寸可控性结果。对于检验单个约束(例如,单个系数的零约束)这一特殊但重要的情形,我们给出了尺寸可控性的一个充要条件,而Pötscher和Preinerstorfer (2025)中的条件通常仅是充分的(即使在检验单个约束的情形下)。

英文摘要

We revisit size controllability results in Pötscher and Preinerstorfer (2025) concerning heteroskedasticity robust test statistics in regression models. For the special, but important, case of testing a single restriction (e.g., a zero restriction on a single coefficient), we povide a necessary and sufficient condition for size controllability, whereas the condition in Pötscher and Preinerstorfer (2025) is, in general, only sufficient (even in the case of testing a single restriction).

2603.06820 2026-06-19 econ.EM stat.OT 版本更新

Hippocratic Utility and Status Quo Bias

希波克拉底效用与现状偏见

Tomasz Strzalecki

AI总结 本文通过简单例子揭示一种重视失去生命多于拯救生命的效用函数,其适用范围比最初看起来有限得多。

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AI中文摘要

一种效用函数被提出,它更重视失去的生命而非被拯救的生命。我不质疑这种不对称背后的伦理动机。然而,我通过一个简单例子表明,这种决策标准的适用范围比最初看起来要有限得多。

英文摘要

A utility function has been proposed that values more lives that are lost than those that are saved. I do not dispute the ethical motivation behind this kind of asymmetry. However, I show with a simple example that the scope of applicability of such a decision criterion is considerably more limited than it may first appear.

2410.19333 2026-06-19 econ.GN physics.soc-ph q-fin.EC stat.AP 版本更新

Swiss-system chess tournaments and unfairness

瑞士制国际象棋锦标赛与不公平性

László Csató, Alex Krumer

AI总结 研究瑞士制国际象棋锦标赛中轮次奇偶性导致的不公平性,发现多执白一局的选手得分显著更高,建议采用偶数轮次和平衡颜色分配机制。

Comments 13 pages, 4 tables

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AI中文摘要

瑞士制是一种日益流行的比赛形式,因为它提供了比赛场次与排名准确性之间的有利权衡。然而,关于瑞士制国际象棋锦标赛在奇数轮次下潜在的不公平性,尚无实证研究。为了分析这一问题,我们的论文比较了比赛中多执白一局的选手与少执白一局的选手的得分。利用28个高知名度赛事的数据,我们发现多执白一局的选手得分显著更高。特别是在四个Grand Swiss赛事中,这一优势超过了平局的价值。解决这种不公平性的一种潜在方案是组织偶数轮次的瑞士制国际象棋锦标赛,并使用最近提出的配对机制保证所有选手的颜色分配平衡。

英文摘要

The Swiss system is an increasingly popular competition format as it provides a favourable trade-off between the number of matches and ranking accuracy. However, there is no empirical study on the potential unfairness of Swiss-system chess tournaments if an odd number of rounds is played. To analyse this issue, our paper compares the number of points scored in the tournament between players who played one game more with the white pieces and players who played one game fewer with the white pieces. Using data from 28 highly prestigious competitions, we find that players with an extra white game score significantly more points. In particular, the advantage exceeds the value of a draw in the four Grand Swiss tournaments. A potential solution to this unfairness could be organising Swiss-system chess tournaments with an even number of rounds, and guaranteeing a balanced colour assignment for all players using a recently proposed pairing mechanism.

2508.20053 2026-06-19 econ.TH 版本更新

Misperception and informativeness in statistical discrimination

统计歧视中的误解与信息量

Matteo Escudé, Paula Onuchic, Ludvig Sinander, Quitzé Valenzuela-Stookey

AI总结 研究劳动力市场统计歧视模型中信息与先验误解的相互作用,分解信息量增加对平均工资的影响为工具成分和感知修正成分,并分析其对工资差距的影响。

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AI中文摘要

我们研究了Phelps-Aigner-Cain型劳动力市场统计歧视模型中信息与先验(错误)感知的相互作用。我们将可观测信息关于工人技能的信息量增加对平均工资的影响分解为一个非负的工具成分(反映由于工人与任务更好匹配而增加的剩余)和一个感知修正成分(捕捉额外信息如何减少关于工人群体技能分布的先验误解的重要性)。我们确定了感知修正项的符号:如果群体在先验上被低估(高估),则该项为非负(非正)。然后,我们考虑了对于在信息、感知或两者上存在差异但技能相同的群体之间工资差距的含义,并确定了改善信息缩小工资差距的条件。

英文摘要

We study the interplay of information and prior (mis)perceptions in a Phelps-Aigner-Cain-type model of statistical discrimination in the labor market. We decompose the effect on average pay of an increase in how informative observables are about workers' skills into a non-negative instrumental component, reflecting increased surplus due to better matching of workers with tasks, and a perception-correcting component capturing how extra information diminishes the importance of prior misperceptions about the distribution of skills in the worker population. We sign the perception-correcting term: it is non-negative (non-positive) if the population was ex-ante under-perceived (over-perceived). We then consider the implications for pay gaps between equally-skilled populations that differ in information, perceptions, or both, and identify conditions under which improving information narrows pay gaps.

2512.02203 2026-06-19 econ.EM stat.AP 版本更新

Statistical Inference in Large Multi-way Networks

大规模多路网络中的统计推断

Lucas Resende, Guillaume Lecué, Lionel Wilner, Philippe Choné

AI总结 提出一种基于分类任务的多路网络结构参数估计方法,无需固定效应数量与结构假设,避免 incidental parameter 问题,在稀疏网络中比 PPML 更快且置信区间更可靠,应用于法国医疗政策因果效应分析。

Comments Working paper

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AI中文摘要

我们提出了一种新方法,用于在多路网络中估计结构参数,同时控制丰富的固定效应结构。该方法基于一系列分类任务,对固定效应的数量和结构均不敏感。与完全最大似然方法相比,我们的估计量不会受到 incidental parameter 问题的影响。对于稀疏连接的网络,它在计算上也比 PPML 更快。我们提供的经验证据表明,我们的估计量比 PPML 及其偏差修正策略产生更可靠的置信区间。即使在模型误设下,这些改进仍然成立,并且在稀疏设置中更为显著。虽然 PPML 在密集、低维数据中仍具有竞争力,但我们的方法为多路模型提供了一种稳健的替代方案,能够随稀疏性高效扩展。该方法被应用于研究政策改革对法国医疗空间可达性的因果效应。

英文摘要

We propose a new method to estimate structural parameters in multi-way networks while controlling for rich structures of fixed effects. The method is based on a series of classification tasks and is agnostic to both the number and structure of fixed effects. In contrast to full maximum likelihood approaches, our estimator does not suffer from the incidental parameter problem. For sparsely connected networks, it is also computationally faster than PPML. We provide empirical evidence that our estimator yields more reliable confidence intervals than PPML and its bias-correction strategies. These improvements hold even under model misspecification and are more pronounced in sparse settings. While PPML remains competitive in dense, low-dimensional data, our approach offers a robust alternative for multi-way models that scales efficiently with sparsity. The method is applied to study the causal effect of a policy reform on spatial accessibility to health care in France.

2512.17422 2026-06-19 econ.GN q-fin.EC 版本更新

Hired in High Season: Seasonal Labor Demand and Refugee Labor Market Integration

旺季雇佣:季节性劳动力需求与难民劳动力市场融合

Felix Degenhardt

AI总结 利用奥地利难民准外生分配与酒店业季节性变化,发现旺季进入低门槛酒店业使难民早期就业概率提高3个百分点,三年收入显著增加,但加剧了行业和职场隔离。

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AI中文摘要

我研究了早期但临时性的低门槛酒店业就业是否影响难民的劳动力市场融合。我通过将难民在奥地利各地区的准外生分配与酒店业的季节性变化相结合,利用区域内、年份内的变异,其中25%的难民首次找到工作。在季节性高需求期间进入劳动力市场使早期就业概率提高3个百分点(占均值的9%)。就业增长在一年后消失,但受影响的难民在三年内积累了显著更高的收入,中期工资或工作质量没有差异。然而,早期的酒店业工作增加了向难民典型行业和奥地利同事较少的公司的隔离。

英文摘要

I examine whether early but temporary access to low-barrier hospitality employment affects refugees' labor market integration. I exploit within-region, within-year variation by combining the quasi-exogenous allocation of refugees to Austrian regions with seasonality in hospitality, where 25% of refugees first find work. Labor market access during high seasonal demand raises early employment probability by 3 percentage points (9% of the mean). Employment gains fade after one year, but treated refugees accumulate significantly higher three-year earnings, with no differences in medium-term wages or job quality. However, early hospitality work increases segregation into refugee-typical industries and firms with fewer Austrian coworkers.

2502.06866 2026-06-19 cs.LG cs.AI econ.EM stat.AP stat.ML 版本更新

Global Ease of Living Index: a machine learning framework for longitudinal analysis of major economies

全球生活便利指数:面向主要经济体纵向分析的机器学习框架

Arun Kumar Selvaraj, Tanay Panat, Rohitash Chandra

发表机构 * Transitional Artificial Intelligence Research Group, School of Mathematics and Statistics(过渡人工智能研究组,数学与统计学学院) Centre for Artificial Intelligence and Innovation(人工智能与创新中心) Pingla Institute(Pingla研究所)

AI总结 提出全球生活便利指数,结合社会经济和基础设施因素,利用机器学习处理缺失数据,并通过主成分分析和因子分析降维,为政策制定者提供改善生活质量的可操作工具。

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AI中文摘要

全球经济、地缘政治条件以及COVID-19疫情等破坏性事件对生活成本和生活质量产生了巨大影响。理解主要经济体中生活成本和生活质量的长期影响至关重要。一个透明且全面的生活指数必须包含生活条件的多个维度。在本研究中,我们提出了一种通过全球生活便利指数量化生活质量的方法,该指数将各种社会经济和基础设施因素整合为一个单一综合得分。我们的指数利用定义生活水平的经济指标,这有助于针对特定领域进行干预改进。我们提出了一个机器学习框架来处理特定国家某些经济指标的数据缺失问题。然后,我们整理并更新数据,并使用降维方法(主成分分析和因子分析)创建自1970年以来主要经济体的生活便利指数。我们的工作通过为政策制定者提供识别需要改进领域(如医疗系统、就业机会和公共安全)的实用工具,显著丰富了相关文献。我们的方法使用开放数据和代码,易于复现并适用于各种情境,为生活质量评估的持续研究和政策制定提供了透明度和可访问性。

英文摘要

The drastic changes in the global economy, geopolitical conditions, and disruptions such as the COVID-19 pandemic have impacted the cost of living and quality of life. It is essential to comprehend the long-term implications of the cost of living and quality of life in major economies. A transparent and comprehensive living index must include multiple dimensions of living conditions. In this study, we present an approach to quantifying the quality of life through the Global Ease of Living Index that combines various socio-economic and infrastructural factors into a single composite score. Our index utilises economic indicators that define living standards, which could help in targeted interventions to improve specific areas. We present a machine learning framework to address missing data for certain economic indicators in specific countries. We then curate and update the data and use a dimensionality reduction approach (Principal Component Analysis and Factor Analysis) to create the Ease of Living Index for major economies since 1970. Our work significantly adds to the literature by offering a practical tool for policymakers to identify areas needing improvement, such as healthcare systems, employment opportunities, and public safety. Our approach with open data and code can be easily reproduced and applied to various contexts, providing transparency and accessibility for ongoing research and policy development in quality-of-life assessment.

2202.03332 2026-06-19 stat.ME econ.EM stat.AP 版本更新

Practical Forecasting of Environmental Maps: A Functional Data Approach

环境地图的实用预测:一种函数型数据方法

Alexander Gleim, Nazarii Salish

AI总结 提出一种基于函数型数据分析的统计方法,用于预测随时间变化的地理区域环境数据,通过整合时空依赖关系生成预测表面,并以德国地面臭氧浓度预测为例验证其有效性。

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AI中文摘要

环境问题在社会经济和健康研究中日益受到关注,推动了相关现实过程记录和数据收集的进展。然而,传统数据处理工具往往过于局限,无法考虑此类数据集的丰富特性。本文提出了一种简单的统计视角,用于预测随时间在预定义地理区域上顺序收集的环境数据。我们将此类数据集视为具有可能复杂地理区域的表面(或函数型)时间序列。利用函数型数据分析技术,我们开发了一种预测方法,能够同时考虑地理和时间依赖性。该方法允许整合传统多元技术以提供预测表面。我们通过德国地面臭氧浓度的预测示例展示了我们方法的实用价值,证明了其有效性和广泛应用的潜力。

英文摘要

Environmental problems are receiving increasing attention in socio-economic and health studies, fostering advances in recording and data collection of related real-life processes. However, traditional tools for data processing are often found too restrictive as they do not account for the rich nature of such data sets. In this paper, we propose a simple statistical perspective on forecasting environmental data collected sequentially over time across some predefined geographic region. We treat such data set as a surface (or functional) time series with a possibly complicated geographical domain. Using techniques from functional data analysis, we develop a forecasting methodology that allows to account for both geographic and temporal dependencies. This methodology allows integration of traditional multivariate techniques to provide forecasts surfaces. We demonstrate the practical value of our approach with a forecasting example of ground-level ozone concentration across Germany, showcasing its effectiveness and potential for broad application.