用深度模型改进代际流动分析,更准捕捉复杂社会因素影响
Conditional Rank-Rank Regression via Deep Conditional Transformation Models
- 用深度条件变换模型估计条件排名,自动学习复杂关系
- 在连续和有序离散数据上均显著提升预测精度
- 适合研究收入、教育等社会流动性问题的研究者
代际流动衡量父母到子女的社会经济结果传递。传统秩-秩回归(RRR)添加协变量(RRRX)常导致参数难以解释。条件秩-秩回归(CRRR)通过协变量调整的条件秩来度量组内流动,解决了该问题。本文提出使用深度条件变换模型(DCTM)与交叉拟合估计条件秩,实现端到端的条件分布学习,在非线性、高阶交互及有序离散结果场景下表现更优,且避免传统分布回归中易出现的配置错误。进一步针对离散结果引入ω索引的条件秩定义并研究其对ω的敏感性。对连续结果建立了渐近理论,并验证了可交换自助法推断的有效性。在简单与复杂连续/有序离散设计下的模拟显示,在挑战性条件下准确率明显提升。最后应用于两项实证研究:揭示美国收入组内持续性显著,印度教育流动中性别差异明显。
原文摘要 · Abstract (English)
Intergenerational mobility quantifies the transmission of socio-economic outcomes from parents to children. While rank-rank regression (RRR) is standard, adding covariates directly (RRRX) often yields parameters with unclear interpretation. Conditional rank-rank regression (CRRR) resolves this by using covariate-adjusted (conditional) ranks to measure within-group mobility. We improve and extend CRRR by estimating conditional ranks with a deep conditional transformation model (DCTM) and cross-fitting, enabling end-to-end conditional distribution learning with structural constraints and strong performance under nonlinearity, high-order interactions, and discrete ordered outcomes where the distributional regression used in traditional CRRR may be cumbersome or prone to misconfiguration. We further extend CRRR to discrete outcomes via an $ω$-indexed conditional-rank definition and study sensitivity to $ω$. For continuous outcomes, we establish an asymptotic theory for the proposed estimators and verify the validity of exchangeable bootstrap inference. Simulations across simple/complex continuous and discrete ordered designs show clear accuracy gains in challenging settings. Finally, we apply our method to two empirical studies, revealing substantial within-group persistence in U.S. income and pronounced gender differences in educational mobility in India.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。