It is widely admitted that the inverse problem of estimating the distribution of a latent variable X* from an observed sample of X, a contaminated measurement of X*, is ill-posed. This paper shows that measurement error models for self-reporting data are well-posed, assuming the probability of...

In a randomized control trial, the precision of an average treatment effect estimator can be improved either by collecting data on additional individuals, or by collecting additional covariates that predict the outcome variable. We propose the use of pre-experimental data such as a census, or a...

In a randomized control trial, the precision of an average treatment effect estimator and the power of the corresponding t-test can be improved either by collecting data on additional individuals, or by collecting additional covariates that predict the outcome variable. We propose the use of...

The aim of this paper is to introduce a practical nonlinear generalization of PCA that captures nonlinear forms of dependence and delivers truly independent factors. The output of the method is a low-dimensional curvilinear coordinate system that tracks the important features of the data. The...

In a randomized control trial, the precision of an average treatment effect estimator and the power of the corresponding t-test can be improved either by collecting data on additional individuals, or by collecting additional covariates that predict the outcome variable. We propose the use of...

Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce and designed to study the plausibility of the Gaussian law of errors for astronomical observations. Contrary to the findings of Peirce, but in accordance with subsequent analysis by Fréchet and...

We propose a novel methodology for nonparametric identification of first-price auction models with independent private values, which accommodates auction-specific unobserved heterogeneity and bidder asymmetries, based on recent results from the econometric literature on nonclassical measurement...