Estimation and inference for moments of ratios with robustness against large trimming bias
From MaRDI portal
(Redirected from Publication:5065459)
Abstract: Empirical researchers often trim observations with small denominator A when they estimate moments of the form E[B/A]. Large trimming is a common practice to mitigate variance, but it incurs large trimming bias. This paper provides a novel method of correcting large trimming bias. If a researcher is willing to assume that the joint distribution between A and B is smooth, then a large trimming bias may be estimated well. With the bias correction, we also develop a valid and robust inference result for E[B/A].
Recommendations
Cites work
- A Generalization of Sampling Without Replacement From a Finite Universe
- A note on ``Convergence rates and asymptotic normality for series estimators: uniform convergence rates
- Asymptotic inference of causal effects with observational studies trimmed by the estimated propensity scores
- Asymptotic normality and subsequential limits of trimmed sums
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Bimodal t-ratios: the impact of thick tails on inference
- Convergence rates and asymptotic normality for series estimators
- Dealing with limited overlap in estimation of average treatment effects
- Efficient GMM with nearly-weak instruments
- Efficient minimum distance estimation with multiple rates of convergence
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
- Estimating a regression function
- Estimating the mean of a heavy tailed distribution
- Gaussian approximation of suprema of empirical processes
- Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
- Identification and estimation of semiparametric two-step models
- Inference for Heavy-Tailed Data Analysis
- Inference on finite-population treatment effects under limited overlap
- Irregular identification, support conditions, and inverse weight estimation
- Limit distributions of self-normalized sums
- Local asymptotics for polynomial spline regression
- M-estimation using penalties or sieves
- On the asymptotic normality of Fourier flexible form estimates
- Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Robust confidence intervals for average treatment effects under limited overlap
- Robust inference using inverse probability weighting
- Robust nonparametric confidence intervals for regression-discontinuity designs
- Semiparametric Estimation of the Intercept of a Sample Selection Model
- Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Sieve \(M\) inference on irregular parameters
- Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
- Some new asymptotic theory for least squares series: pointwise and uniform results
- Subsampling inference for the mean in the heavy-tailed case.
- The asymptotic distribution of trimmed sums
- The central limit problem for trimmed sums
- The central role of the propensity score in observational studies for causal effects
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
Cited in
(9)- Nonparametric weighted average quantile derivative
- A tutorial for propensity score weighting methods under violations of the positivity assumption
- Overlap, matching, or entropy weights: what are we weighting for?
- Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated
- Inference in the presence of unknown rates
- Uniform inference in linear error-in-variables models: Divide-and-conquer
- Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect
- Estimating a conditional density ratio model for asset returns and option demand
- Title not available (Why is no real title available?)
This page was built for publication: Estimation and inference for moments of ratios with robustness against large trimming bias
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5065459)
