数理统计与管理2024,Vol.43Issue(1) :81-99.DOI:10.13860/j.cnki.sltj.20231222-001

贝叶斯潜变量倾向得分半联合模型研究与应用

A Bayesian Latent Variable Propensity Score Analysis Semi-Joint Model:Approach and Application

沈寒蕾 张虎
数理统计与管理2024,Vol.43Issue(1) :81-99.DOI:10.13860/j.cnki.sltj.20231222-001

贝叶斯潜变量倾向得分半联合模型研究与应用

A Bayesian Latent Variable Propensity Score Analysis Semi-Joint Model:Approach and Application

沈寒蕾 1张虎1
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作者信息

  • 1. 中南财经政法大学统计与数学学院,湖北武汉 430073
  • 折叠

摘要

本文提出了一种贝叶斯潜变量倾向得分半联合模型(BS_LVM_PSA),探讨了如何将潜变量纳入倾向得分分析,同时引入先验信息,利用半联合贝叶斯方法进行参数估计.通过两个数值模拟来测算BS_LVM_PSA在特定环境的性能,并将BS-LVM_PSA应用于实例数据.模拟研究显示:第一,潜变量能够降低预处理协变量测量误差,提高处理效应估计精度;第二,不同匹配方法下,贝叶斯方法相对于频率学派的处理效应估计精度更高;第三,在小样本中,贝叶斯方法相比非贝叶斯方法预测精度和稳定性更高;第四,有先验信息的处理效应估计精度高于无信息先验,且在适度的先验精度下,处理效应估计更加可靠.实例分析中,利用本文提出的BS_LVM_PSA研究了社区扶贫政策的减贫效应.

Abstract

A Bayesian latent variable propensity score semiunion model(BS_LVM_PSA)is introduced,that discusses how to include latent variable into propensity score analysis,and incorporates prior infor-mation into latent variable equation,propensity score equation and outcome equation,then the semi-joint Bayesian method is used to estimate the parameters.Two Monte Carlo simulations are presented to elab-orate the actual performance of BS_LVM_PSA in a specific environment,and the BS_LVM_PSA is applied to study the actual data.Results of the simulation studies show that:First,latent variables can reduce the measurement error of preprocessing covariates and improve the accuracy of propensity score esti-mation;Second,under different matching methods,the better the treatment effect estimation effect of Bayesian method relative to frequentist approach;Third,in small sample,Bayesian approach has higher prediction accuracy and stability than Non-Bayesian approach;Fourth,the prediction accuracy of treat-ment effect with information prior is higher than that without information prior,and with moderate prior accuracy,the estimation of treatment effect is more reliable.In the case study,the BS_LVM_PSA proposed in this paper is used to study the poverty reduction effect of community poverty alleviation policies.

关键词

潜变量倾向得分/半联合模型/贝叶斯估计/数值模拟/扶贫政策

Key words

LVM_PSA/semi-joint model/Bayesian estimation/numerical simulation/poverty alleviation policy

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基金项目

国家社会科学重大项目(23&ZD057)

国家社会科学基金重点项目(21ATJ005)

中央高校基本科研业务费专项资金(112/31512211201)

科研培育与全员育人专项(科研培育(B类))(2722023DK041)

出版年

2024
数理统计与管理
中国现场统计研究会

数理统计与管理

CSTPCDCSSCICHSSCD北大核心
影响因子:1.114
ISSN:1002-1566
参考文献量16
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