๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Partial identification of probability distributions

โœ Scribed by Charles F. Manski


Book ID
127403244
Publisher
Springer
Year
2003
Tongue
English
Weight
926 KB
Series
Springer series in statistics
Edition
1
Category
Library
City
New York
ISBN
0387004548

No coin nor oath required. For personal study only.

โœฆ Synopsis


Sample data alone never suffice to draw conclusions about populations. Inference always requires assumptions about the population and sampling process. Statistical theory has revealed much about how strength of assumptions affects the precision of point estimates, but has had much less to say about how it affects the identification of population parameters. Indeed, it has been commonplace to think of identification as a binary event - a parameter is either identified or not - and to view point identification as a pre-condition for inference. Yet there is enormous scope for fruitful inference using data and assumptions that partially identify population parameters. This book explains why and shows how. The book presents in a rigorous and thorough manner the main elements of Charles Manski's research on partial identification of probability distributions. One focus is prediction with missing outcome or covariate data. Another is decomposition of finite mixtures, with application to the analysis of contaminated sampling and ecological inference. A third major focus is the analysis of treatment response. Whatever the particular subject under study, the presentation follows a common path. The author first specifies the sampling process generating the available data and asks what may be learned about population parameters using the empirical evidence alone. He then ask how the (typically) setvalued identification regions for these parameters shrink if various assumptions are imposed. The approach to inference that runs throughout the book is deliberately conservative and thoroughly nonparametric. Conservative nonparametric analysis enables researchers to learn from the available data withoutimposing untenable assumptions. It enables establishment of a domain of consensus among researchers who may hold disparate beliefs about what assumptions are appropriate.Charles F. Manski is Board of Trustees Professor at Northwestern University. He is author of Identification Problems in the Social Sciences and Analog Estimation Methods in Econometrics. He is a Fellow of the American Academy of Arts and Sciences, the American Association for the Advancement of Science, and the Econometric Society.


๐Ÿ“œ SIMILAR VOLUMES


Identification of probability measures v
โœ Pawel J. Szablowski; Jacek Wesolowski; Mohammad Ahsanullah ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 410 KB

Straightforward generalizations of the classical Kotlarski characterization of normality using bivariate Cauchy distribution of quotients of independent r.v.'s are given. The symmet~ assumption in Kotlarski's result is omitted. Two larger families of bivarime distributions are considered: symmetric