摘要翻译:
切尔诺朱科夫等人。(2018)提出了非线性回归模型的排序效应方法。这种方法除了通常用来总结部分效应异质性的平均数外,还包括部分效应的百分位数报告。他们还建议使用排序效应进行分类分析,如果观测单元的因果效应高于或低于某些尾部排序效应,则将其分类为受影响最大和最小。R包SortedEffects实现了其中的估计和推断方法,并提供了可视化结果的工具。这个小插图是对包的介绍,并显示了包中函数的基本功能。
---
英文标题:
《SortedEffects: Sorted Causal Effects in R》
---
作者:
Shuowen Chen, Victor Chernozhukov, Iv\'an Fern\'andez-Val and Ye Luo
---
最新提交年份:
2019
---
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。
--
一级分类:Statistics 统计学
二级分类:Computation 计算
分类描述:Algorithms, Simulation, Visualization
算法、模拟、可视化
--
---
英文摘要:
Chernozhukov et al. (2018) proposed the sorted effect method for nonlinear regression models. This method consists of reporting percentiles of the partial effects in addition to the average commonly used to summarize the heterogeneity in the partial effects. They also proposed to use the sorted effects to carry out classification analysis where the observational units are classified as most and least affected if their causal effects are above or below some tail sorted effects. The R package SortedEffects implements the estimation and inference methods therein and provides tools to visualize the results. This vignette serves as an introduction to the package and displays basic functionality of the functions within.
---
PDF链接:
https://arxiv.org/pdf/1909.00836