Arbeitspapier
Considerations on partially identified regression models
Motivated by Manski and Tamer (2002) and especially their partial identification analysis of the regression model where one covariate is only interval-measured, we offer several contributions. Manski and Tamer (2002) propose two estimation approaches in this context, focussing on general results. The modified minimum distance (MMD) estimates the true identified set and the modified method of moments (MMM) a superset. Our first contribution is to characterize the true identified set and the superset. Second, we complete and extend the Monte Carlo study of Manski and Tamer (2002). We present benchmark results using the exact functional form for the expectation of the dependent variable conditional on observables to compare with results using its nonparametric estimates, and illustrate the superiority of MMD over MMM. For MMD, we propose a simple shortcut for estimation.
- Sprache
-
Englisch
- Erschienen in
-
Series: ZEW Discussion Papers ; No. 12-024
- Klassifikation
-
Wirtschaft
Econometrics
Estimation: General
Econometric and Statistical Methods: Special Topics: General
- Thema
-
partial identification
true identified set
superset
MMD
MMM
estimation
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Cerquera, Daniel
Laisney, François
Ullrich, Hannes
- Ereignis
-
Veröffentlichung
- (wer)
-
Zentrum für Europäische Wirtschaftsforschung (ZEW)
- (wo)
-
Mannheim
- (wann)
-
2012
- Handle
- URN
-
urn:nbn:de:bsz:180-madoc-322108
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Cerquera, Daniel
- Laisney, François
- Ullrich, Hannes
- Zentrum für Europäische Wirtschaftsforschung (ZEW)
Entstanden
- 2012
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