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Robust Bayesian inference for set-identified models

Giacomini, Raffaella; Kitagawa, Toru - 2018 - This draft: October 2018

This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identified models by adopting a multiple-prior (robust) Bayesian approach. We propose new tools for Bayesian inference in set-identified models. We show that these tools have a well-defined...

Persistent link: https://www.econbiz.de/10011924556

Robust Bayesian inference for set-identified models

Giacomini, Raffaella; Kitagawa, Toru - 2020

Persistent link: https://www.econbiz.de/10012202355

Approximate permutation tests and induced order statistics in the regression discontinuity design

Canay, Ivan A.; Kamat, Vishal - 2015

This paper proposes an asymptotically valid permutation test for a testable implication of the identification assumption in the regression discontinuity design (RDD). Here, by testable implication, we mean the requirement that the distribution of observed baseline covariates should not change...

Persistent link: https://www.econbiz.de/10011282791

Statistical uncertainty in the ranking of journals and universities

Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2022

Economists are obsessed with rankings of institutions, journals, or scholars according to the value of some feature of interest. These rankings are invariably computed using estimates rather than the true values of such features. As a result, there may be considerable uncertainty concerning the...

Persistent link: https://www.econbiz.de/10012819318

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2022

. The confidence sets for the ranking of the 50 most populous commuting zones by measures of mobility are also found to be …

Persistent link: https://www.econbiz.de/10012813620

Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties

Bazylik, Sergei; Mogstad, Magne; Romano, Joseph P.; … - 2021

prominent example is the ranking of political candidates or parties using the estimated share of support each one receives in … than the true share of support, there may be considerable uncertainty concerning the true ranking of the political … our finite-sample confidence sets are informative across the entire ranking of political parties, even in Australian …

Persistent link: https://www.econbiz.de/10012667308

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2021

. The confidence sets for the ranking of the 50 most populous commuting zones by mobility are also found to be small …

Persistent link: https://www.econbiz.de/10012500502

Inference on breakdown frontiers

Masteny, Matthew A.; Poirierz, Alexandre - 2017

A breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First, that ATE is at least a specific value (e.g., nonnegative) and second that the...

Persistent link: https://www.econbiz.de/10011645504

Approximate permutation tests and induced order statistics in the regression discontinuity design

Canay, Ivan A.; Kamat, Vishal - 2017

In the regression discontinuity design (RDD), it is common practice to asses the credibility of the design by testing whether the means of baseline covariates do not change at the cutoff (or threshold) of the running variable. This practice is partly motivated by the stronger implication derived...

Persistent link: https://www.econbiz.de/10011645890

Measurement error and rank correlations

Kitagawa, Toru; Nybom, Martin; Stuhler, Jan - 2018 - This version: April 2018

This paper characterizes and proposes a method to correct for errors-in-variables biases in the estimation of rank correlation coeffcients (Spearman's ρ and Kendall's τ). We first investigate a set of suffcient conditions under which measurement errors bias the sample rank correlations toward...

Persistent link: https://www.econbiz.de/10011816944