Academic Journal
More on Confidence Intervals for Partially Identified Models,”Unpublished
| العنوان: | More on Confidence Intervals for Partially Identified Models,”Unpublished |
|---|---|
| المؤلفون: | Jörg Stoye, Xiaohong Andrews, Aureo Chen, Yanqin De Paula, Guido Fan, Thierry Imbens, Chuck Magnac, Francesca Manski, Hyungsik Roger Molinari, Sang Moon, Soo |
| المساهمون: | The Pennsylvania State University CiteSeerX Archives |
| المصدر: | http://www.cireqmontreal.com/wp-content/uploads/2012/04/stoye.pdf. |
| سنة النشر: | 2007 |
| المجموعة: | CiteSeerX |
| الوصف: | I re-analyze the problem both with assumptions that merely weaken the superefficiency condition and with assumptions that remove it altogether. Imbens and Manski's confidence region is found to be valid under weaker assumptions than theirs, yet superefficiency is required. I also provide a different confidence interval that is valid under superefficiency but can be adapted to the general case, in which case it embeds a specification test for nonemptiness of the identified set. A methodological contribution is to notice that the difficulty of inference comes from a boundary problem regarding a nuisance parameter, clarifying the connection to other work on partial identification. |
| نوع الوثيقة: | text |
| وصف الملف: | application/pdf |
| اللغة: | English |
| Relation: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1050.6723; http://www.cireqmontreal.com/wp-content/uploads/2012/04/stoye.pdf |
| الاتاحة: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1050.6723 http://www.cireqmontreal.com/wp-content/uploads/2012/04/stoye.pdf |
| Rights: | Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| رقم الانضمام: | edsbas.9549D709 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |