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测度高维选择中的组间差异:方法及其在国会演讲中的应用

Measuring Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech
Econometrica · 2019 · Matthew Aaron Gentzkow、Jesse M. Shapiro、Matt A. Taddy

中文摘要

我们研究了当选择集的维度很大时测度选择中组间差异的问题。我们表明,标准方法存在严重的有限样本偏误,并提出了一种应用机器学习最新进展来解决该偏误的估计量。我们应用该方法测度了1873年至2016年间国会演讲的党派性趋势,将党派性定义为观察者从单一话语推断国会议员所属政党的难易程度。我们的估计意味着,近年来的党派性远高于过去,并且在之前一个世纪保持较低且相对恒定之后,于20世纪90年代初急剧上升。

Abstract

We study the problem of measuring group differences in choices when the dimensionality of the choice set is large. We show that standard approaches suffer from a severe finite‐sample bias, and we propose an estimator that applies recent advances in machine learning to address this bias. We apply this method to measure trends in the partisanship of congressional speech from 1873 to 2016, defining partisanship to be the ease with which an observer could infer a congressperson's party from a single utterance. Our estimates imply that partisanship is far greater in recent years than in the past, and that it increased sharply in the early 1990s after remaining low and relatively constant over the preceding century.
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