This article considers testing the hypothesis that errors in a panel data model are weakly cross-sectionally dependent, using the exponent of cross-sectional dependence α, introduced recently in ...Bailey, Kapetanios, and Pesaran (2012). It is shown that the implicit null of the cross-sectional dependence (CD) test depends on the relative expansion rates of N and T. When T = O(N
ε
), for some 0 < ε ≤1, then the implicit null of the CD test is given by 0 ≤ α < (2 − ε)/4, which gives 0 ≤ α <1/4, when N and T tend to infinity at the same rate such that T/N → κ, with κ being a finite positive constant. It is argued that in the case of large N panels, the null of weak dependence is more appropriate than the null of independence which could be quite restrictive for large panels. Using Monte Carlo experiments, it is shown that the CD test has the correct size for values of α in the range 0, 1/4, for all combinations of N and T, and irrespective of whether the panel contains lagged values of the dependent variables, so long as there are no major asymmetries in the error distribution.
It is well known that the standard Breusch and Pagan (1980) LM test for cross-equation correlation in a SUR model is not appropriate for testing cross-sectional dependence in panel data models when ...the number of cross-sectional units (n) is large and the number of time periods (T) is small. In fact, a scaled version of this LM test was proposed by Pesaran (2004) and its finite sample bias was corrected by Pesaran et al. (2008). This was done in the context of a heterogeneous panel data model. This paper derives the asymptotic bias of this scaled version of the LM test in the context of a fixed effects homogeneous panel data model. This asymptotic bias is found to be a constant related to n and T, which suggests a simple bias corrected LM test for the null hypothesis. Additionally, the paper carries out some Monte Carlo experiments to compare the finite sample properties of this proposed test with existing tests for cross-sectional dependence.
This paper proposes simple tests of error cross-sectional dependence which are applicable to a variety of panel data models, including stationary and unit root dynamic heterogeneous panels with short
...T
and large
N
. The proposed tests are based on the average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel and can be used to test for cross-sectional dependence of any fixed order
p
, as well as the case where no a priori ordering of the cross-sectional units is assumed, referred to as
CD
(
p
)
and
CD
tests, respectively. Asymptotic distribution of these tests is derived and their power function analyzed under different alternatives. It is shown that these tests are correctly centred for fixed
N
and
T
and are robust to single or multiple breaks in the slope coefficients and/or error variances. The small sample properties of the tests are investigated and compared to the Lagrange multiplier test of Breusch and Pagan using Monte Carlo experiments. It is shown that the tests have the correct size in very small samples and satisfactory power, and, as predicted by the theory, they are quite robust to the presence of unit roots and structural breaks. The use of the
CD
test is illustrated by applying it to study the degree of dependence in per capita output innovations across countries within a given region and across countries in different regions. The results show significant evidence of cross-dependence in output innovations across many countries and regions in the World.
We present a simple self-training method that achieves 88.4% top-1 accuracy on ImageNet, which is 2.0% better than the state-of-the-art model that requires 3.5B weakly labeled Instagram images. On ...robustness test sets, it improves ImageNet-A top-1 accuracy from 61.0% to 83.7%, reduces ImageNet-C mean corruption error from 45.7 to 28.3, and reduces ImageNet-P mean flip rate from 27.8 to 12.2. To achieve this result, we first train an EfficientNet model on labeled ImageNet images and use it as a teacher to generate pseudo labels on 300M unlabeled images. We then train a larger EfficientNet as a student model on the combination of labeled and pseudo labeled images. We iterate this process by putting back the student as the teacher. During the generation of the pseudo labels, the teacher is not noised so that the pseudo labels are as accurate as possible. However, during the learning of the student, we inject noise such as dropout, stochastic depth and data augmentation via RandAugment to the student so that the student generalizes better than the teacher.
In this article, we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual ...(untreated) outcomes for the treated unit/period combinations. We propose a class of matrix completion estimators that uses the observed elements of the matrix of control outcomes corresponding to untreated unit/periods to impute the "missing" elements of the control outcome matrix, corresponding to treated units/periods. This leads to a matrix that well-approximates the original (incomplete) matrix, but has lower complexity according to the nuclear norm for matrices. We generalize results from the matrix completion literature by allowing the patterns of missing data to have a time series dependency structure that is common in social science applications. We present novel insights concerning the connections between the matrix completion literature, the literature on interactive fixed effects models and the literatures on program evaluation under unconfoundedness and synthetic control methods. We show that all these estimators can be viewed as focusing on the same objective function. They differ solely in the way they deal with identification, in some cases solely through regularization (our proposed nuclear norm matrix completion estimator) and in other cases primarily through imposing hard restrictions (the unconfoundedness and synthetic control approaches). The proposed method outperforms unconfoundedness-based or synthetic control estimators in simulations based on real data.
A Comprehensive Survey on Transfer Learning Zhuang, Fuzhen; Qi, Zhiyuan; Duan, Keyu ...
Proceedings of the IEEE,
2021-Jan., 2021-1-00, 20210101, Letnik:
109, Številka:
1
Journal Article
Recenzirano
Odprti dostop
Transfer learning aims at improving the performance of target learners on target domains by transferring the knowledge contained in different but related source domains. In this way, the dependence ...on a large number of target-domain data can be reduced for constructing target learners. Due to the wide application prospects, transfer learning has become a popular and promising area in machine learning. Although there are already some valuable and impressive surveys on transfer learning, these surveys introduce approaches in a relatively isolated way and lack the recent advances in transfer learning. Due to the rapid expansion of the transfer learning area, it is both necessary and challenging to comprehensively review the relevant studies. This survey attempts to connect and systematize the existing transfer learning research studies, as well as to summarize and interpret the mechanisms and the strategies of transfer learning in a comprehensive way, which may help readers have a better understanding of the current research status and ideas. Unlike previous surveys, this survey article reviews more than 40 representative transfer learning approaches, especially homogeneous transfer learning approaches, from the perspectives of data and model. The applications of transfer learning are also briefly introduced. In order to show the performance of different transfer learning models, over 20 representative transfer learning models are used for experiments. The models are performed on three different data sets, that is, Amazon Reviews, Reuters-21578, and Office-31, and the experimental results demonstrate the importance of selecting appropriate transfer learning models for different applications in practice.
Mediation processes are fundamental to many classic and emerging theoretical paradigms within psychology. Innovative methods continue to be developed to address the diverse needs of researchers ...studying such indirect effects. This review provides a survey and synthesis of four areas of active methodological research: (a) mediation analysis for longitudinal data, (b) causal inference for indirect effects, (c) mediation analysis for discrete and nonnormal variables, and (d) mediation assessment in multilevel designs. The aim of this review is to aid in the dissemination of developments in these four areas and suggest directions for future research.
The Augmented Synthetic Control Method Ben-Michael, Eli; Feller, Avi; Rothstein, Jesse
Journal of the American Statistical Association,
10/2021, Letnik:
116, Številka:
536
Journal Article
Recenzirano
Odprti dostop
The synthetic control method (SCM) is a popular approach for estimating the impact of a treatment on a single unit in panel data settings. The "synthetic control" is a weighted average of control ...units that balances the treated unit's pretreatment outcomes and other covariates as closely as possible. A critical feature of the original proposal is to use SCM only when the fit on pretreatment outcomes is excellent. We propose Augmented SCM as an extension of SCM to settings where such pretreatment fit is infeasible. Analogous to bias correction for inexact matching, augmented SCM uses an outcome model to estimate the bias due to imperfect pretreatment fit and then de-biases the original SCM estimate. Our main proposal, which uses ridge regression as the outcome model, directly controls pretreatment fit while minimizing extrapolation from the convex hull. This estimator can also be expressed as a solution to a modified synthetic controls problem that allows negative weights on some donor units. We bound the estimation error of this approach under different data-generating processes, including a linear factor model, and show how regularization helps to avoid over-fitting to noise. We demonstrate gains from Augmented SCM with extensive simulation studies and apply this framework to estimate the impact of the 2012 Kansas tax cuts on economic growth. We implement the proposed method in the new augsynth R package.
We introduce a simple yet effective episode-based training framework for zero-shot learning (ZSL), where the learning system requires to recognize unseen classes given only the corresponding class ...semantics. During training, the model is trained within a collection of episodes, each of which is designed to simulate a zero-shot classification task. Through training multiple episodes, the model progressively accumulates ensemble experiences on predicting the mimetic unseen classes, which will generalize well on the real unseen classes. Based on this training framework, we propose a novel generative model that synthesizes visual prototypes conditioned on the class semantic prototypes. The proposed model aligns the visual-semantic interactions by formulating both the visual prototype generation and the class semantic inference into an adversarial framework paired with a parameter-economic Multi-modal Cross-Entropy Loss to capture the discriminative information. Extensive experiments on four datasets under both traditional ZSL and generalized ZSL tasks show that our model outperforms the state-of-the-art approaches by large margins.
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