arXiv subjects

Shosei Sakaguchi

Publications and source records attributed to Shosei Sakaguchi.

10 recordsLinked to original sources

arXiv2026

Prior-Free Sample Size Design for Test-and-Roll Experiments

This paper studies sample-size design for finite-population test-and-roll experiments, where a decision-maker first conducts an experiment on $m$ units and then assigns the remaining $N-m$ units to the treatment that performs better in the experiment. We consider welfare-aware sample-size choice, which involves an exploration-exploitation tradeoff: larger experiments improve the rollout decision but impose welfare losses on experimental units assigned to the inferior treatment. We show that the standard absolute minimax regret criterion can lead to implausibly small experiments by over-penalizing exploration in its worst-case objective. To address this limitation, we propose the Worst-case Marginal Benefit (WMB) rule, which compares the worst-case marginal benefit of adding one more matched pair to the experiment with the corresponding marginal exploration cost. We establish a simple rule-of-thirds benchmark. For Bernoulli outcomes, after excluding pathological cases, the WMB criterion yields the optimal sample size of $m \approx N/3$ through a Gaussian approximation. For Gaussian outcomes with a known common variance, the same benchmark arises exactly. These results provide a prior-free and practically implementable guide for welfare-based sample-size design.

econ.EM↗

arXiv2026

The Identification Power of Combining Experimental and Observational Data for Distributional Treatment Effect Parameters

This study investigates the identification power gained by combining experimental data, in which treatment is randomized, with observational data, in which treatment is self-selected, for distributional treatment effect (DTE) parameters. While experimental data identify average treatment effects, many DTE parameters, such as the distribution of individual treatment effects, are only partially identified. We examine whether and how combining these two data sources tightens the identified set for such parameters. For broad classes of DTE parameters, we derive nonparametric sharp bounds under the combined data and clarify the mechanism through which data combination improves identification relative to using experimental data alone. Our analysis highlights that self-selection in observational data is a key source of identification power. We establish necessary and sufficient conditions under which the combined data strictly shrink the identified set, and show that such gains arise generically unless selection-on-observables holds in the observational data. We also propose a linear programming approach to compute sharp bounds that can incorporate additional structural restrictions, such as positive dependence between potential outcomes and the generalized Roy selection model. An empirical application using data on negative campaign advertisements in the 2008 U.S. presidential election illustrates the practical relevance of the proposed approach.

econ.EM↗

arXiv2026

Identification and Bayesian Inference for Synthetic Control Methods with Spillover Effects

The synthetic control method (SCM) is widely used for causal inference with panel data, particularly when the number of treated units is small. It relies on the stable unit treatment value assumption (SUTVA), ruling out spillover effects. However, interventions often affect not only treated but also untreated units. This study proposes a novel panel data method that extends standard SCM to account for spillovers and estimate both treatment and spillover effects. The approach extends the SCM framework by incorporating a spatial autoregressive (SAR) panel data model that captures spillover patterns across units. We also develop a Bayesian inference procedure using horseshoe priors for regularization. We apply the proposed method to two empirical studies: (i) evaluating the effect of the California tobacco tax on cigarette consumption, and (ii) assessing the economic impact of the 2011 Sudan division on GDP per capita.

econ.EM↗

arXiv2025

Policy Learning for Optimal Dynamic Treatment Regimes with Observational Data

Public policies and medical interventions often involve dynamic treatment assignments, in which individuals receive a sequence of interventions over multiple stages. We study the statistical learning of optimal dynamic treatment regimes (DTRs) that determine the optimal treatment assignment for each individual at each stage based on their evolving history. We propose a novel, doubly robust, classification-based method for learning the optimal DTR from observational data under the sequential ignorability assumption. The method proceeds via backward induction: at each stage, it constructs and maximizes an augmented inverse probability weighting (AIPW) estimator of the policy value function to learn the optimal stage-specific policy. We show that the resulting DTR achieves an optimal convergence rate of $n^{-1/2}$ for welfare regret under mild convergence conditions on estimators of the nuisance components.

stat.ME↗

arXiv2024

Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints

Many policies involve dynamics in their treatment assignments, where individuals receive sequential interventions over multiple stages. We study estimation of an optimal dynamic treatment regime that guides the optimal treatment assignment for each individual at each stage based on their history. We propose an empirical welfare maximization approach in this dynamic framework, which estimates the optimal dynamic treatment regime using data from an experimental or quasi-experimental study while satisfying exogenous constraints on policies. The paper proposes two estimation methods: one solves the treatment assignment problem sequentially through backward induction, and the other solves the entire problem simultaneously across all stages. We establish finite-sample upper bounds on worst-case average welfare regrets for these methods and show their optimal $n^{-1/2}$ convergence rates. We also modify the simultaneous estimation method to accommodate intertemporal budget/capacity constraints.

econ.EM↗

arXiv2023

Constrained Classification and Policy Learning

Modern machine learning approaches to classification, including AdaBoost, support vector machines, and deep neural networks, utilize surrogate loss techniques to circumvent the computational complexity of minimizing empirical classification risk. These techniques are also useful for causal policy learning problems, since estimation of individualized treatment rules can be cast as a weighted (cost-sensitive) classification problem. Consistency of the surrogate loss approaches studied in Zhang (2004) and Bartlett et al. (2006) crucially relies on the assumption of correct specification, meaning that the specified set of classifiers is rich enough to contain a first-best classifier. This assumption is, however, less credible when the set of classifiers is constrained by interpretability or fairness, leaving the applicability of surrogate loss based algorithms unknown in such second-best scenarios. This paper studies consistency of surrogate loss procedures under a constrained set of classifiers without assuming correct specification. We show that in the setting where the constraint restricts the classifier's prediction set only, hinge losses (i.e., $\ell_1$-support vector machines) are the only surrogate losses that preserve consistency in second-best scenarios. If the constraint additionally restricts the functional form of the classifier, consistency of a surrogate loss approach is not guaranteed even with hinge loss. We therefore characterize conditions for the constrained set of classifiers that can guarantee consistency of hinge risk minimizing classifiers. Exploiting our theoretical results, we develop robust and computationally attractive hinge loss based procedures for a monotone classification problem.

econ.EM↗

arXiv2022

Collaborative knowledge exchange promotes innovation

Considering collaborative patent development, we provide micro-level evidence for innovation through exchanges of differentiated knowledge. Knowledge embodied in a patent is proxied by word pairs appearing in its abstract, while novelty is measured by the frequency with which these word pairs have appeared in past patents. Inventors are assumed to possess the knowledge associated with patents in which they have previously participated. We find that collaboration by inventors with more mutually differentiated knowledge sets is likely to result in patents with higher novelty.

econ.GN↗

arXiv2021

Paternalism, Autonomy, or Both? Experimental Evidence from Energy Saving Programs

Identifying who should be treated is a central question in economics. There are two competing approaches to targeting - paternalistic and autonomous. In the paternalistic approach, policymakers optimally target the policy given observable individual characteristics. In contrast, the autonomous approach acknowledges that individuals may possess key unobservable information on heterogeneous policy impacts, and allows them to self-select into treatment. In this paper, we propose a new approach that mixes paternalistic assignment and autonomous choice. Our approach uses individual characteristics and empirical welfare maximization to identify who should be treated, untreated, and decide whether to be treated themselves. We apply this method to design a targeting policy for an energy saving programs using data collected in a randomized field experiment. We show that optimally mixing paternalistic assignments and autonomous choice significantly improves the social welfare gain of the policy. Exploiting random variation generated by the field experiment, we develop a method to estimate average treatment effects for each subgroup of individuals who would make the same autonomous treatment choice. Our estimates confirm that the estimated assignment policy optimally allocates individuals to be treated, untreated, or choose themselves based on the relative merits of paternalistic assignments and autonomous choice for individuals types.

econ.GN↗

arXiv2021

Partial Identification and Inference in Duration Models with Endogenous Censoring

This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model, can be viewed as transformation models. We allow the censoring of a duration outcome to be arbitrarily correlated with observed covariates and unobserved heterogeneity. We impose no parametric restrictions on either the transformation function or the distribution function of the unobserved heterogeneity. In this setting, we develop bounds on the regression parameters and the transformation function, which are characterized by conditional moment inequalities involving U-statistics. We provide inference methods for them by constructing an inference approach for conditional moment inequality models in which the sample analogs of moments are U-statistics. We apply the proposed inference methods to evaluate the effect of heart transplants on patients' survival time using data from the Stanford Heart Transplant Study.

econ.EM↗

arXiv2020

Creation of knowledge through exchanges of knowledge: Evidence from Japanese patent data

This study shows evidence for collaborative knowledge creation among individual researchers through direct exchanges of their mutual differentiated knowledge. Using patent application data from Japan, the collaborative output is evaluated according to the quality and novelty of the developed patents, which are measured in terms of forward citations and the order of application within their primary technological category, respectively. Knowledge exchange is shown to raise collaborative productivity more through the extensive margin (i.e., the number of patents developed) in the quality dimension, whereas it does so more through the intensive margin in the novelty dimension (i.e., novelty of each patent).

econ.GN↗