• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Combining statistical causal inference and structural estimation

Research Project

Project/Area Number 20K01597
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 07030:Economic statistics-related
Research InstitutionWaseda University

Principal Investigator

星野 匡郎  早稲田大学, 政治経済学術院, 准教授 (80726430)

Project Period (FY) 2020-04-01 – 2025-03-31
Project Status Granted (Fiscal Year 2023)
Budget Amount *help
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2024: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2023: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2022: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2021: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2020: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Keywords因果推論 / 相互作用 / ネットワーク / トリートメント / 戦略的相互依存性 / 社会的相互作用 / 空間的相関 / トリートメント効果 / 統計的因果推論 / 構造推定 / 限界トリートメント効果
Outline of Research at the Start

本研究の目的は,統計的因果推論と構造推定を融合した新しい計量経済分析の枠組みを構築することである.これまでの計量経済学の研究では,因果推論と構造推定はそれぞれ独立に議論されることが多かったが,どちらか一方の手法のみでは正確な分析が困難であるような事例は多く存在する.そこで本研究では,限界トリートメント効果モデルなどを活用することで因果推論と構造推定の融合を試みる.

Outline of Annual Research Achievements

(1) 連続的な処置変数に関する相互作用効果の推定について論じた論文Estimating a Continuous Treatment Model with Spillovers: A Control Function Approachが国際学術誌Journal of Business and Economic Statisticsに採択された.
(2) 本研究課題の主テーマである,処置変数の決定について戦略的相互作用を伴う統計的因果推論の方法について論じた論文Treatment Effect Models with Strategic Interaction in Treatment Decisionsが国際学術誌Journal of Econometricsに採択された.
(3) 相互作用の関数形を特定化せず,さらに処置変数の非遵守も認める枠組みでの因果推論について論じた論文Causal Inference with Noncompliance and Unknown Interferenceが国際学術誌Journal of the American Statistical Associationに採択された.
(1)の研究は星野単独の研究であり,(2)および(3)は京都大学大学院経済学研究科柳貴英氏との共同研究である.

Current Status of Research Progress
Current Status of Research Progress

1: Research has progressed more than it was originally planned.

Reason

2023年度については,本研究課題における主要論文が3本すべて著名な国際学術誌に採択され,想定以上の成果を上げることができた.

Strategy for Future Research Activity

現在,国際貿易や人口移動などのペア間データに関する因果推論の方法について,京都大学柳氏と新たな研究を開始した.また,個人研究として,関数データを活用した相互作用モデルの研究にも着手した.本研究課題は本年度が最終年度であり,すでに十分に研究業績を出すことができたと感じているので,残りの時間は積極的に新しい分野の知見を取り入れていき,新たな研究テーマを模索していきたい.

Report

(4 results)
  • 2023 Research-status Report
  • 2022 Research-status Report
  • 2021 Research-status Report
  • 2020 Research-status Report
  • Research Products

    (8 results)

All 2024 2023 2022 2021

All Journal Article (5 results) (of which Peer Reviewed: 3 results,  Open Access: 4 results) Presentation (3 results) (of which Int'l Joint Research: 3 results)

  • [Journal Article] Causal Inference with Noncompliance and Unknown Interference2024

    • Author(s)
      Tadao Hoshino and Takahide Yanagi
    • Journal Title

      Journal of the American Statistical Association

      Volume: - Issue: 548 Pages: 2869-2880

    • DOI

      10.1080/01621459.2023.2284413

    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach2024

    • Author(s)
      Tadao Hoshino
    • Journal Title

      Journal of Business & Economic Statistics

      Volume: 42 Issue: 2 Pages: 105495-105495

    • DOI

      10.1080/07350015.2023.2207617

    • Related Report
      2023 Research-status Report 2022 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Treatment effect models with strategic interaction in treatment decisions2023

    • Author(s)
      Tadao Hoshino and Takahide Yanagi
    • Journal Title

      Journal of Econometrics

      Volume: 236 Issue: 2 Pages: 105495-105495

    • DOI

      10.1016/j.jeconom.2023.105495

    • Related Report
      2023 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel2022

    • Author(s)
      Hoshino Tadao
    • Journal Title

      Network Science

      Volume: forthcoming

    • Related Report
      2021 Research-status Report
  • [Journal Article] Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect2021

    • Author(s)
      Hoshino Tadao
    • Journal Title

      Journal of Econometrics

      Volume: in press Issue: 2 Pages: 263-275

    • DOI

      10.1016/j.jeconom.2020.11.008

    • Related Report
      2020 Research-status Report
    • Open Access
  • [Presentation] Causal Interpretation of Linear Social Interaction Models with Endogenous Networks2023

    • Author(s)
      Tadao Hoshino
    • Organizer
      International Conference on Econometrics and Statistics
    • Related Report
      2023 Research-status Report
    • Int'l Joint Research
  • [Presentation] Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach2022

    • Author(s)
      Tadao Hoshino
    • Organizer
      Spatial Econometrics Association
    • Related Report
      2022 Research-status Report
    • Int'l Joint Research
  • [Presentation] Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach2022

    • Author(s)
      Tadao Hoshino
    • Organizer
      Econometrics and Statistics
    • Related Report
      2022 Research-status Report
    • Int'l Joint Research

URL: 

Published: 2020-04-28   Modified: 2024-12-25  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi