Shape-constrained partial identification of a population mean under unknown probabilities of sample selection
未知样本选择概率下总体均值的形状约束部分识别AI 解读 ↓
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未知样本选择概率下总体均值的形状约束部分识别AI 解读 ↓
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Estimating a population mean from a sample obtained with unknown selection probabilities is important in the biomedical and social sciences. Using a ratio estimator, Aronow & Lee (2013) proposed a method for partial identification of the mean by allowing the unknown selection probabilities to vary arbitrarily between two fixed values. In this paper, we show how to use auxiliary shape constraints on the population outcome distribution, such as symmetry or log-concavity, to obtain tighter bounds on the population mean. We use this method to estimate the performance of Aymara students, an ethnic minority in the north of Chile, in a national educational standardized test. We implement this method in the R package scbounds.
多控制变量下工资不平等界的去偏推断
We study estimation and inference for a partially identified parameter whose identified set depends on a first-stage nuisance parameter that must itself be estimated. Combining the criterion-function approach with the theory of Neyman-orthogonal moments that underlies double/debiased machine learning, we propose a two-step procedure: the point-identified nuisance is estimated by flexible machine-learning methods, and the set-identified target is recovered as a level set of a…
利用成交价格进行有限样本拍卖推断
We first provide inference on the quantile function of the bid distribution in firstprice or descending auctions, and the quantile function of the value distribution in second-price or ascending auctions, with a known number of bidders with symmetric independent private values. Specifically, we provide finite-sample, nonparametric, tuning parameter-free, uniform confidence bands for these quantile functions when observing only the transaction price. We also show how these…
样本选择下观测数据中总体平均与分位处理效应的部分识别
ABSTRACT This article partially identifies population treatment effects in observational data under both non‐random treatment assignment and sample selection. Bounds are provided for both average and quantile population treatment effects, combining assumptions for the selected and the non‐selected subsamples. We show how different assumptions help narrow identification regions, and we illustrate our methods by partially identifying the effect of maternal education on the…
不完整数据下的不平等界限
We study inequality measures when outcomes are observed only in intervals, as in historical tabulations, privacy-protected grouped data, and modern surveys. We develop a nonparametric framework for sharp identification and inference with grouped and interval-valued data, covering brackets and overlapping intervals. For a class of inequality indices, sharp bounds are attained by discrete distributions with finite support, reducing the problem to optimization;…
序贯英式拍卖中估值分布的部分识别
This paper extends the incomplete model of Haile and Tamer (2003) from static English auctions to sequential English auctions. Because bidders may wait for future opportunities, the static condition that bidders do not let rivals win at beatable prices need not hold. We replace it with a dynamic opportunity-cost restriction, yielding nonparametric valuation bounds without solving a dynamic equilibrium. Sharp bounds are also characterized. We propose a novel moment-condition…
有序结果的因果推断:基于 Copula 的识别、估计与敏感性分析
In causal inference with ordinal outcomes, several interpretable estimands are functions of the probability that the potential outcome under one treatment is larger than that under another treatment for the same unit. This probability depends on the joint distribution of both potential outcomes and is generally not identifiable. Existing work has focused on sharp bounds of this probability based on partial identification, but bounds are often too wide to be informative. We…