Inference on Regressions with Interval Data on a Regressor or Outcome

From MaRDI portal
Publication:5474971

DOI10.1111/1468-0262.00294zbMath1121.62544OpenAlexW2111067550MaRDI QIDQ5474971

Elie Tamer, Charles F. Manski

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00294




Related Items (74)

UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODELData generation processes and statistical management of interval dataIdentification and estimation of statistical functionals using incomplete dataPartial identification of probability distributions with misclassified dataConfidence sets for partially identified parameters that satisfy a finite number of moment inequalitiesExactly what happens after the Anscombe-Aumann race?Semiparametric binary regression models under shape constraints with an application to Indian schooling dataInference on endogenously censored regression models using conditional moment inequalitiesMultiscale adaptive inference on conditional moment inequalitiesIdentification of panel data models with endogenous censoringNon-standard tests through a composite null and alternative in point-identified parametersBayesian analysis in moment inequality modelsVALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIESLength-bias Correction in Transformation Models with Supplementary DataPartial identification with missing data: concepts and findingsEstimation of a flexible simple linear model for interval data based on set arithmeticA spatial-type interval-valued median for random intervalsLocal regression smoothers with set-valued outcome dataBest subset binary predictionEndogenous binary choice model with median restrictionsDepth and outliers for samples of sets and random sets distributionsPartial identification in nonseparable binary response models with endogenous regressorsIV methods for Tobit modelsDebiased machine learning of set-identified linear modelsASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLEEfficient estimation of a varying-coefficient partially linear binary regression modelADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIESInference in models with partially identified control functionsA simple estimator for nonlinear error in variable modelsTwo optimization problems in linear regression with interval dataOn the choice of test statistic for conditional moment inequalitiesEffective nonparametric estimation in the case of severely discretized dataBounding preference parameters under different assumptions about beliefs: a partial identification approachIDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATAChange point analysis of imprecise time seriesBinary choice models with discrete regressors: identification and misspecificationInference for identifiable parameters in partially identified econometric modelsA two-stage procedure for partially identified modelsStatistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval dataCONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETSSemiparametric estimation of the Box-Cox transformation modelModel selection tests for moment inequality modelsBinary quantile regression with local polynomial smoothingA set arithmetic-based linear regression model for modelling interval-valued responses through real-valued variablesMore on random utility models with bounded ambiguityInclusion degree tests for the Aumann expectation of a random intervalLocal M-estimation with discontinuous criterion for dependent and limited observationsMisspecification in moment inequality models: back to moment equalities?Multiple Imputation forM-Regression With Censored CovariatesTighter bounds in triangular systemsNonparametric function estimation subject to monotonicity, convexity and other shape constraintsEL inference for partially identified models: large deviations optimality and bootstrap validityBayesian inference for partially identified smooth convex modelsApplied welfare analysis for discrete choice with interval-data on incomeOn the implementation of LIR: the case of simple linear regression with interval dataEstimating simultaneous games with incomplete information under median restrictionsInterval arithmetic-based simple linear regression between interval data: Discussion and sensitivity analysis on the choice of the metricSemiparametric identification of binary decision games of incomplete information with correlated private signalsConsistent estimation with many moment inequalitiesNonparametric inference based on conditional moment inequalitiesSet-valued and interval-valued stationary time seriesTESTING GENERALIZED REGRESSION MONOTONICITYA dual approach to inference for partially identified econometric modelsSet identification of the censored quantile regression model for short panels with fixed effectsEstimating features of a distribution from binomial dataSet identification via quantile restrictions in short panelsInvalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalitiesMore on monotone instrumental variablesOn random sets for inference in statistics and econometricsTail and center rounding of probabilistic expectations in the health and retirement studyInference in semiparametric binary response models with interval dataQuantile regression with interval dataInterval estimation: An information theoretic approachAsymptotically exact inference in conditional moment inequality~models




This page was built for publication: Inference on Regressions with Interval Data on a Regressor or Outcome