Identification and estimation of statistical functionals using incomplete data.
Incomplete data, due to missing observations or interval measurement of variables, usually cause parameters of interest in applications to be unidentified except under untestable and often controversial assumptions. However, it is often possible to identify sharp bounds on parameters without making...
| Publicado en: | Journal of Econometrics Vol. 132; no. 2; pp. 445 - 460 |
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| Autores principales: | , |
| Formato: | Artículo |
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Elsevier Science
June 2006
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=511295042&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 511295042 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 03044076 ECM jtl: Journal of Econometrics issn: 03044076 maglogo: N pubinfo: dt: June 2006 vid: 132 iid: 2 pid: 1004 pub: Elsevier Science artinfo: ui: 511295042 10.1016/j.jeconom.2005.02.007 ppf: 445 ppct: 15 formats: tig: atl: Identification and estimation of statistical functionals using incomplete data. aug: au: Horowitz, Joel L. Manski, Charles F. su: Missing observations (Statistics) Nonlinear programming sug: subj: Missing observations (Statistics) Nonlinear programming ab: Incomplete data, due to missing observations or interval measurement of variables, usually cause parameters of interest in applications to be unidentified except under untestable and often controversial assumptions. However, it is often possible to identify sharp bounds on parameters without making untestable assumptions about the process through which data become incomplete. The bounds contain all logically possible values of the parameters and can be estimated consistently by replacing the population distribution of the data with the empirical distribution. This is straightforward in some circumstances but computationally burdensome in others. This paper describes the general problem and presents an empirical illustration. Copyright (c) 2006 Elsevier B.V. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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