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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 陳冠銘 | zh_TW |
| dc.contributor.advisor | Kuan-Ming Chen | en |
| dc.contributor.author | 洪挺智 | zh_TW |
| dc.contributor.author | Ting-Chih Hung | en |
| dc.date.accessioned | 2025-12-31T16:04:47Z | - |
| dc.date.available | 2026-01-01 | - |
| dc.date.copyright | 2025-12-31 | - |
| dc.date.issued | 2025 | - |
| dc.date.submitted | 2025-12-29 | - |
| dc.identifier.citation | # References
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/101137 | - |
| dc.description.abstract | 我們研究在未觀測干擾下,如何結合缺少長期結果的實驗樣本與缺少處理指派的觀察樣本,以識別長期處理效果︒當存在未觀測干擾時,標準的替代指數方法將無法使用︒我們利用未觀測干擾變數的代理變數,建立新的識別結果︒據此,我們發展雙重穩健的估計與推論程序︒我們將方法應用於 Job Corps 計畫,發現即使未觀測干擾使得標準替代指數估計產生偏誤,我們的方法仍能成功還原實驗基準︒ | zh_TW |
| dc.description.abstract | We study the identification of long-term treatment effects under unobserved confounding by combining an experimental sample, where the long-term outcome is missing, with an observational sample, where the treatment assignment is unobserved. While standard surrogate index methods fail when unobserved confounders exist, we establish novel identification results by leveraging proxy variables for the unobserved confounders. We further develop doubly robust estimation and inference procedures based on these results. Applying our method to the Job Corps program, we demonstrate its ability to recover experimental benchmarks even when unobserved confounders bias standard surrogate index estimates. | en |
| dc.description.provenance | Submitted by admin ntu (admin@lib.ntu.edu.tw) on 2025-12-31T16:04:47Z No. of bitstreams: 0 | en |
| dc.description.provenance | Made available in DSpace on 2025-12-31T16:04:47Z (GMT). No. of bitstreams: 0 | en |
| dc.description.tableofcontents | 口試委員審定書 ............................................................. i
誌謝 ...................................................................... ii 英文摘要 .................................................................. iii 中文摘要 .................................................................. iv Table of Contents ........................................................ v 1 Introduction ............................................................. 1 2 Setup and Notation ....................................................... 4 3 Athey et al. (2025b)'s Surrogate Index Approach .......................... 6 3.1 Identification Assumptions and Results ............................... 7 3.2 Discussion on Identification Assumptions ............................. 8 3.2.1 Treatment-Outcome Confounding (Front-Door Scenario) ........... 9 3.2.2 Surrogate-Outcome Confounding (IV Scenario) ................... 10 3.2.3 Direct Effects (Mediation Scenario) ........................... 11 3.2.4 From Limitations to Opportunities ............................. 12 4 Identification Assumptions and Results .................................. 13 4.1 Identification via Outcome Bridge Function .......................... 15 4.2 Identification via Surrogate Bridge Function ........................ 18 4.3 Doubly Robust Identification ........................................ 20 5 Estimation and Inference ................................................ 21 5.1 Parametric Estimation via Moment Conditions ......................... 21 5.2 Semiparametric Theory and Inference ................................. 23 5.2.1 Semiparametric Efficiency Bound ............................... 23 5.2.2 Cross-Fitted Doubly Robust Estimator .......................... 25 6 Real Data Application ................................................... 26 7 Conclusion .............................................................. 29 Acronyms .................................................................. 30 References ................................................................ 30 A Proofs .................................................................. 37 A.1 Proof of Theorem 1 .................................................. 37 A.2 Proof of Theorem 2 .................................................. 40 A.3 Proof of Theorem 3 .................................................. 42 A.4 Proof of Proposition 2 .............................................. 45 A.5 Proof of Theorem 4 .................................................. 45 B Connection to Athey et al. (2025b)'s Identification Results ............. 55 B.1 Connection to Surrogate Index Identification ........................ 55 B.2 Connection to Surrogate Score Identification ........................ 56 B.3 Connection to Influence Function Identification ..................... 58 | - |
| dc.language.iso | en | - |
| dc.subject | 長期處理效果 | - |
| dc.subject | 替代結果 | - |
| dc.subject | 資料結合 | - |
| dc.subject | 代理變數 | - |
| dc.subject | 未觀測干擾 | - |
| dc.subject | long-term treatment effects | - |
| dc.subject | surrogate outcomes | - |
| dc.subject | data combination | - |
| dc.subject | proxy variables | - |
| dc.subject | unobserved confounding | - |
| dc.title | 在未觀測干擾下利用短期結果識別與估計長期效果 | zh_TW |
| dc.title | Identifying and Estimating Long-Term Effects Using Short-Term Outcomes Under Unobserved Confounding | en |
| dc.type | Thesis | - |
| dc.date.schoolyear | 114-1 | - |
| dc.description.degree | 碩士 | - |
| dc.contributor.oralexamcommittee | 陳由常;林明仁;賴建宇;吳松儒 | zh_TW |
| dc.contributor.oralexamcommittee | Yu-Chang Chen;Ming-Jen Lin;Chien-Yu Lai;Sung-Ju Wu | en |
| dc.subject.keyword | 長期處理效果,替代結果資料結合代理變數未觀測干擾 | zh_TW |
| dc.subject.keyword | long-term treatment effects,surrogate outcomesdata combinationproxy variablesunobserved confounding | en |
| dc.relation.page | 58 | - |
| dc.identifier.doi | 10.6342/NTU202504802 | - |
| dc.rights.note | 未授權 | - |
| dc.date.accepted | 2025-12-29 | - |
| dc.contributor.author-college | 社會科學院 | - |
| dc.contributor.author-dept | 經濟學系 | - |
| dc.date.embargo-lift | N/A | - |
| 顯示於系所單位: | 經濟學系 | |
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