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Haiqing Xu

Publications and source records attributed to Haiqing Xu.

At least 37 records · Page 2Linked to original sources
arXiv2021

Testing for Unobserved Heterogeneous Treatment Effects with Observational Data

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a treatment effect model with a binary treatment assignment, allowing for individuals' self-selection to the treatment. Under the standard local average treatment effects assumptions, i.e., the no defiers condition, we derive testable model restrictions for the hypothesis of unobserved heterogeneous treatment effects. Also, we show that if the treatment outcomes satisfy a monotonicity assumption, these model restrictions are also sufficient. Then, we propose a modified Kolmogorov-Smirnov-type test which is consistent and simple to implement. Monte Carlo simulations show that our test performs well in finite samples. For illustration, we apply our test to study heterogeneous treatment effects of the Job Training Partnership Act on earnings and the impacts of fertility on family income, where the null hypothesis of homogeneous treatment effects gets rejected in the second case but fails to be rejected in the first application.

econ.EM↗
arXiv2021

Improved regularity of harmonic diffeomorphic extensions on quasihyperbolic domains

Let $\mathbb{X}$ be a Jordan domain satisfying hyperbolic growth conditions. Assume that $φ$ is a homeomorphism from the boundary $\partial \mathbb{X}$ of $\mathbb{X}$ onto the unit circle. Denote by $h$ the harmonic diffeomorphic extension of $φ$ from $\mathbb{X}$ onto the unit disk. We establish the optimal Orlicz-Sobolev regularity and weighted Sobolev estimate of $h.$ These generalize the Sobolev regularity of $h$ by Koski-Onninen [21, Theorem 3.1].

math.CV↗
arXiv2020

Automatic Detection and Correction Algorithms for Magnetic Saturation in the SMFT/HSOS longitudinal Magnetograms

longitudinal magnetic field often suffers the saturation effect in strong magnetic field region when the measurement performs in a single-wavelength point and linear calibration is adopted. In this study, we develop a method that can judge the threshold of saturation in Stokes $V/I$ observed by the Solar Magnetic Field Telescope (SMFT) and correct for it automatically. The procedure is that first perform the second-order polynomial fit to the Stokes $V/I$ \textit{vs} $I/I_{m}$ ($I_{m}$ is the maximum value of Stokes $I$) curve to estimate the threshold of saturation, then reconstruct Stokes $V/I$ in strong field region to correct for saturation. The algorithm is proved to be effective by comparing with the magnetograms obtained by the Helioseismic and Magnetic Imager (HMI). The accurate rate of detection and correction for saturation is $\sim$99.4\% and $\sim$88\% respectively among 175 active regions. The advantages and disadvantages of the algorithm are discussed.

astro-ph.SR↗
arXiv2020

Multi-wavelength Observation of a Failed Eruption from a Helical Kink-unstable Prominence

Multi-wavelength observations of prominence eruptions provide an opportunity to uncover the physical mechanism of the triggering and the evolution process of the eruption. In this paper, we investigated an erupting prominence on October 14, 2012, recorded in Hα, EUV, and X-ray wavelengths. The process of the eruption gives evidences on the existence of a helical magnetic structure and showing the twist being converting to writhe. The estimated twist is ~6π (3 turns), exceeding the threshold of the kink instability. The rising plasma then reached a high speed, estimated at 228 km s-1, followed by a sudden rapid acceleration at 2715 m s-2, and synchronous with a solar are. Co-spatial cusp shaped structures were observed in both AIA 131Å and 94Å images, signifying the location of the magnetic reconnection. The erupted flux rope finally undergone a deceleration with a maximum value of 391 m s-2, which is even larger than the free-fall acceleration on the Sun (273 m s-2) , suggesting that the eruption finally failed, possibly due to an inward magnetic tension force.

astro-ph.SR↗
arXiv2019

Weighted estimates for diffeomorphic extensions of homeomorphisms

Let $Ω\subset \mbr^2$ be an internal chord-arc domain and $φ: \mbs^1 \rightarrow \partial Ω$ be a homeomorphism. Then there is a diffeomorphic extension $h : \mbd \rightarrow Ω$ of $φ.$ We study the relationship between weighted integrability of the derivatives of $h$ and double integrals of $φ$ and of $φ^{-1} .$

math.CV↗
arXiv2019

Optimal extensions of conformal mappings from the unit disk to cardioid-type domains

The conformal mapping $f(z)=(z+1)^2 $ from $\mathbb{D}$ onto the standard cardioid has a homeomorphic extension of finite distortion to entire $\mathbb{R}^2 .$ We study the optimal regularity of such extensions, in terms of the integrability degree of the distortion and of the derivatives, and these for the inverse. We generalize all outcomes to the case of conformal mappings from $\mathbb{D}$ onto cardioid-type domains.

math.CV↗
arXiv2019

Estimation of treatment effects under endogeneous heteroskedasticity

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment effects may be heterogeneous, even among observationally identical individuals. Specifically, extending the classical instrumental variables (IV) model with an endogenous binary treatment and a binary instrument, we allow the heteroskedasticity of the error disturbance to also depend upon the treatment variable so that treatment has both mean and variance effects on the outcome. In this endogenous heteroskedasticity IV (EHIV) model with heterogeneous individual treatment effects, the standard IV estimator can be inconsistent and lead to incorrect inference. After showing identification of the mean and variance treatment effects in a nonparametric version of the EHIV model, we provide closed-form estimators for the linear EHIV for the mean and variance treatment effects and the individual treatment effects (ITE). Asymptotic properties of the estimators are provided. A Monte Carlo simulation investigates the performance of the proposed approach, and an empirical application regarding the effects of fertility on female labor supply is considered.

stat.ME↗
arXiv2018

Intermittency spectra of current helicity in solar active regions

We analyse the spatial distribution of current helicity in solar active regions. A comparison of current helicity maps derived from three different instruments (Helioseismic and Magnetc Imager on board the Solar Dynamics Observatory, SDO/HMI, Spectro-Polarimeter on board the Hinode, and Solar Magnetic Field Telescope at the Huairou Solar Observing Station, China, HSOS/SMFT) is carried out. The comparison showed an excellent correlation between the maps derived from the spaceborne instruments and moderate correlation between the maps derived from SDO/HMI and HSOS/SMFT vector magnetograms. The results suggest that the obtained maps characterize real spatial distribution of current helicity over an active region. To analyse intermittency of current helicity, we traditionally use the high-order structure functions and flatness function approach. The slope of a flatness function within some range of scales - the flatness exponent - is a measure of the degree of intermittency. SDO/HMI vector magnetograms for 3 ARs (NOAA 11158, 12494, and 12673) were used to calculate the flatness exponent time variations. All three ARs exhibited emergence of a new magnetic flux during the observational interval. The flatness exponent indicated the increase of intermittency 12-20 hours before the emergence of a new flux. We suppose that this behaviour can indicate subphotospheric fragmentation or distortion of the pre-existed electric current system by emerging magnetic flux.

astro-ph.SR↗
arXiv2018

Controlled diffeomorphic extension of homeomorphisms

Let $Ω$ be an internal chord-arc Jordan domain and $φ:\mathbb S\rightarrow\partialΩ$ be a homeomorphism. We show that $φ$ has finite dyadic energy if and only if $φ$ has a diffeomorphic extension $h: \mathbb D\rightarrow Ω$ which has finite energy.

math.CV↗
arXiv2016

Estimation of social-influence-dependent peer pressures in a large network game

Research on peer effects in sociology has been focused for long on social influence power to investigate the social foundations for social interactions. This paper extends Xu(2011)'s large--network--based game model by allowing for social-influence-dependent peer effects. In a large network, we use the Katz--Bonacich centrality to measure individuals' social influences. To solve the computational burden when the data come from the equilibrium of a large network, we extend Aguirregabiria and Mira (2007)'s nested pseudo likelihood estimation (NPLE) approach to our large network game model. Using the Add Health dataset, we investigate peer effects on conducting dangerous behaviors of high school students. Our results show that peer effects are statistically significant and positive. Moreover, a student benefits more (statistically significant at the 5% level) from her conformity, or equivalently, pays more for her disobedience, in terms of peer pressures, if friends have higher social-influence status.

stat.ME↗
arXiv2016

Testing for unobserved heterogeneous treatment effects

Unobserved heterogeneous treatment effects have been emphasized in recent policy evaluation literature. In this paper, we extend Lu and White (2014)'s testing method for unobserved heterogeneous treatment effects by developing nonparametric tests under the standard exogenous instrumental variable assumption and allowing for endogenous treatment. Specifically, we propose Kolmogorov--Smirnov--type statistics that are consistent and simple to implement. To illustrate, we apply the proposed test method with two empirical applications: treatment effects of job training program on earnings as well as the impact of fertility on family income. The null hypotheses, i.e., lack of unobserved heterogeneous treatment effects, cannot be rejected at a 10% significance level in the former case, but should be rejected at all usual significance levels in the latter.

stat.ME↗
arXiv2016

Estimation of heterogeneous individual treatment effects with endogenous treatments

This paper estimates individual treatment effects in a triangular model with binary--valued endogenous treatments. Following the identification strategy established in Vuong and Xu (2014), we propose a two--stage estimation approach. First, we estimate the counterfactual outcome and hence the individual treatment effect (ITE) for every observational unit in the sample. Second, we estimate the density of individual treatment effects in the population. Our estimation method does not suffer from the ill--posed inverse problem associated with inverting a non--linear functional. Asymptotic properties of the proposed method are established. We study its finite sample properties in Monte Carlo experiments. We also illustrate our approach with an empirical application assessing the effects of 401(k) retirement programs on personal savings. Our results show that there exists a small but statistically significant proportion of individuals who experience negative effects, although the majority of ITEs is positive.

stat.ME↗
arXiv2016

Rationalization and Identification of Binary Games with Correlated Types

This paper studies the rationalization and identification of binary games where players have correlated private types. Allowing for correlation is crucial in global games and in models with social interactions as it represents correlated information and homophily, respectively. Our approach is fully nonparametric in the joint distribution of types and the strategic effects in the payoffs. First, under monotone pure Bayesian Nash Equilibrium strategy, we characterize all the restrictions if any on the distribution of players' choices imposed by the game-theoretic model as well as restrictions associated with two assumptions frequently made in the empirical analysis of discrete games. Namely, we consider exogeneity of payoff shifters relative to private information, and mutual independence of private information given payoff shifters. Second, we study the nonparametric identification of the payoff functions and types distribution. We show that the model with exogenous payoff shifters is fully identified up to a single location--scale normalization under some exclusion restrictions and rank conditions. Third, we discuss partial identification under weaker conditions and multiple equilibria. Lastly, we briefly point out the implications of our results for model testing and estimation.

stat.ME↗
arXiv2016

Social Interactions in Large Networks: A Game Theoretic Approach

This paper studies social interactions in a game theoretic model with players in a large social network. We consider observations from one single equilibrium of a large network game with asymmetric information, in which each player chooses an action from a finite set and is subject to interactions with her friends. Simple assumptions about the structure are made to establish the existence and uniqueness of equilibrium. In particular, we show that the equilibrium strategies satisfy a network decaying dependence (NDD) condition requiring that dependence between any two players' decisions decays with their network distance. The formulation of such an NDD property is novel and serves as the basis for statistical inference. Further, we establish the identification of the structural model and introduce a computationally feasible and efficient estimation method. We illustrate the estimation method with an actual application to college attendance, as well as in Monte Carlo experiments.

stat.ME↗
arXiv2016

Semiparametric Estimation of Dynamic Discrete-Choice Models

We consider the estimation of dynamic discrete choice models in a semiparametric setting, in which the per-period utility functions are known up to a finite number of parameters, but the distribution of utility shocks is left unspecified. This semiparametric setup differs from most of the existing identification and estimation literature for dynamic discrete choice mod- els. To show identification we derive and exploit a new Bellman-like recursive representation for the unknown quantile function of the utility shocks. Our estimators are straightforward to compute; some are simple and require no iteration, and resemble classic estimators from the literature on semiparametric regression and average derivative estimation. Monte Carlo simulations demonstrate that our estimator performs well in small samples. To highlight features of this estimator, we estimate a structural model of dynamic labor supply for New York City taxicab drivers.

stat.AP↗
arXiv2014

A solar eruption driven by rapid sunspot rotation

We present the observation of a major solar eruption that is associated with fast sunspot rotation. The event includes a sigmoidal filament eruption, a coronal mass ejection, and a GOES X2.1 flare from NOAA active region 11283. The filament and some overlying arcades were partially rooted in a sunspot. The sunspot rotated at $\sim$10$^\circ$ per hour rate during a period of 6 hours prior to the eruption. In this period, the filament was found to rise gradually along with the sunspot rotation. Based on the HMI observation, for an area along the polarity inversion line underneath the filament, we found gradual pre-eruption decreases of both the mean strength of the photospheric horizontal field ($B_h$) and the mean inclination angle between the vector magnetic field and the local radial (or vertical) direction. These observations are consistent with the pre-eruption gradual rising of the filament-associated magnetic structure. In addition, according to the Non-Linear Force-Free-Field reconstruction of the coronal magnetic field, a pre-eruption magnetic flux rope structure is found to be in alignment with the filament, and a considerable amount of magnetic energy was transported to the corona during the period of sunspot rotation. Our study provides evidences that in this event sunspot rotation plays an important role in twisting, energizing, and destabilizing the coronal filament-flux rope system, and led to the eruption. We also propose that the pre-event evolution of $B_h$ may be used to discern the driving mechanism of eruptions.

astro-ph.SR↗