Showing 1 - 10 of 12
theta_n, its bootstrap approximation, and the Bayesian posterior for all agree asymptotically. It is shown that whenever g … is Lipschitz, though not necessarily differentiable, the posterior distribution of g(theta) and the bootstrap … distribution of g(theta_n) coincide asymptotically. One implication is that Bayesians can interpret bootstrap inference for g …
Persistent link: https://www.econbiz.de/10011594330
This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. The strongest testable implication for instrument validity is given by the condition for nonnegativity of point-identifiable complier's...
Persistent link: https://www.econbiz.de/10011282657
bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …
Persistent link: https://www.econbiz.de/10010368206
the distribution of a suitable estimator theta_n, its bootstrap approximation, and the Bayesian posterior for theta all … distribution of g(theta) and the bootstrap distribution of theta_n coincide asymptotically. One implication is that Bayesians can … interpret bootstrap inference for g(theta) as approximately valid posterior inference in a large sample. Another implication …
Persistent link: https://www.econbiz.de/10011941503
distribution of a suitable estimator θ^n, its bootstrap approximation, and the Bayesian posterior for θ all agree asymptotically …(θ) and the bootstrap distribution of g(θ^n) coincide asymptotically. One implication is that Bayesians can interpret … bootstrap inference for g(θ) as approximately valid posterior inference in a large sample. Another implication—built on known …
Persistent link: https://www.econbiz.de/10012146369
Persistent link: https://www.econbiz.de/10011417104
theta_n, its bootstrap approximation, and the Bayesian posterior for all agree asymptotically. It is shown that whenever g … is Lipschitz, though not necessarily differentiable, the posterior distribution of g(theta) and the bootstrap … distribution of g(theta_n) coincide asymptotically. One implication is that Bayesians can interpret bootstrap inference for g …
Persistent link: https://www.econbiz.de/10011459005
the distribution of a suitable estimator theta_n, its bootstrap approximation, and the Bayesian posterior for theta all … distribution of g(theta) and the bootstrap distribution of theta_n coincide asymptotically. One implication is that Bayesians can … interpret bootstrap inference for g(theta) as approximately valid posterior inference in a large sample. Another implication …
Persistent link: https://www.econbiz.de/10011758319
This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. The strongest testable implication for instrument validity is given by the condition for nonnegativity of point-identifiable complier's...
Persistent link: https://www.econbiz.de/10010392075
bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …
Persistent link: https://www.econbiz.de/10010190476