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Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - 2014
A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation in the data by using a nonparametric estimator of the optimal weighting matrix. This paper addresses the issue of choosing the corresponding smoothing parameter (or...
Persistent link: https://www.econbiz.de/10010336485
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A general double robustness result for estimating average treatment effects
Słoczyński, Tymon; Wooldridge, Jeffrey M. - 2014
In this paper we study doubly robust estimators of various average treatment effects under unconfoundedness. We unify and extend much of the recent literature by providing a very general identification result which covers binary and multi-valued treatments; unnormalized and normalized weighting;...
Persistent link: https://www.econbiz.de/10010339580
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A practical guide for the computation of domain-level estimates with the Socio-Economic Panel (and other household surveys)
Hainbach, Natascha; Halbmeier, Christoph; Schmid, Timo; … - 2019
There is a huge interest in deriving and comparing socio-economic indicators across societal groups and domains. The indicators are usually derived from population surveys like the German Socio-Economic Panel (SOEP) by direct estimation. Small sample sizes in the domains can limit the precision...
Persistent link: https://www.econbiz.de/10012117652
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Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
Kiviet, J. F. - 2012
Persistent link: https://www.econbiz.de/10010190991
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The identification of outliers in exponential samples
Schultze, Verena; Pawlitschko, Jörg - 1998
In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier...
Persistent link: https://www.econbiz.de/10010467718
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On group sequential tests based on robust location and scale estimators in the two-sample problem
Christmann, Andreas - 1998
The behaviour of group sequential tests in the two-sample problem is investigated if one replaces the classical non-robust estimators in the t-test statistic by modern robust estimators of location and scale. Hampel's 3-part redescending M-estimator 25A used in the Princeton study and the robust...
Persistent link: https://www.econbiz.de/10010476515
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Robust estimation of economic indicators from survey samples based on Pareto tail modeling
Alfons, Andreas; Templ, Matthias; Filzmoser, Peter - 2012
Persistent link: https://www.econbiz.de/10009540460
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Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C. - 2017
Persistent link: https://www.econbiz.de/10011659473
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Assessing robustness to varying clustering methods and samples in Ambuehl, Bernheim, and Lusardi (2022) : replication and sensitivity analysis
Dao, Chi Danh; Fenig, Guidon; Sator, Georg; Yoon, Jin Young - 2024
Ambuehl et al. (2022) explore ways to evaluate interventions designed to enhance decision-making quality when individuals misjudge the outcomes of their choices. The authors propose a novel outcome metric that can distinguish between interventions better than conventional metrics such as...
Persistent link: https://www.econbiz.de/10014515705
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An unbiased estimator of the variance of simple random sampling using mixed random-systematic sampling
Padilla, Alberto - 2009
Systematic sampling is a commonly used technique due to its simplicity and ease of implementation. The drawback of this … of simple random sampling without replacement is used. By means of a mixed random - systematic sample, an unbiased …. -- Variance estimator ; Systematic sampling ; Simple random sampling ; Random order …
Persistent link: https://www.econbiz.de/10003909573