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非参数 Gini–Frisch 界AI 解读

The Gini-Frisch bounds partially identify the constant slope coefficient in a linear equation when the explanatory variable suffers from classical measurement error. This paper generalizes these quintessential bounds to accommodate nonparametric heterogeneous effects. It provides suitable conditions under which the main insights that underlie the Gini-Frisch bounds apply to partially identify the average marginal effect of an error-laden variable in a nonparametric…

不施加代理变量排除限制的测量误差分析AI 解读

Abstract–This article studies the identification of the coefficients in a linear equation when data on the outcome, covariates, and an error-laden proxy for a latent variable are available. We maintain that the measurement error in the proxy is classical and relax the assumption that the proxy is excluded from the outcome equation. This enables the proxy to directly affect the outcome and allows for differential measurement error. Without the proxy exclusion restriction, we…

多方程中的测量误差：托宾 q 与企业投资、储蓄及债务AI 解读

We characterize the sharp identification regions for the coefficients in a system of linear equations that share an explanatory variable measured with classical error. We demonstrate the identification gain from analyzing the equations jointly. We derive the sharp identification regions under any configuration of three auxiliary assumptions. These restrict the “noise-to-signal” ratio, the coefficients of determination, and the signs of the correlations among the…

混杂效应幅度与符号限制下的平均效应识别AI 解读

This paper studies measuring various average effects of X on Y in general structural systems with unobserved confounders U , a potential instrument Z , and a proxy W for U . We do not require X or Z to be exogenous given the covariates or W to be a perfect one‐to‐one mapping of U . We study the identification of coefficients in linear structures as well as covariate‐conditioned average nonparametric discrete and marginal effects (e.g., average treatment effect on the…

异质性与工具变量测量误差下的工具变量方法AI 解读

We study the consequences of substituting an error-laden proxy W for an instrument Z on the interpretation of Wald, local instrumental variable (LIV), and instrumental variable (IV) estimands in an ordered discrete choice structural system with heterogeneity. A proxy W need only satisfy an exclusion restriction and that the treatment and outcome are mean independent from W given Z . Unlike Z , W need not satisfy monotonicity and may, under particular specifications, fail…

不可分结构系统中的局部间接最小二乘与平均边际效应AI 解读

We study the scope of local indirect least squares (LILS) methods for nonparametrically estimating average marginal effects of an endogenous cause X on a response Y in triangular structural systems that need not exhibit linearity, separability, or monotonicity in scalar unobservables. One main finding is negative: in the fully nonseparable case, LILS methods cannot recover the average marginal effect. LILS methods can nevertheless test the hypothesis of no effect in the…