The influence function of semiparametric estimators

نویسندگان

چکیده

There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete choice, average exact consumer surplus, and treatment effects. Often estimators of these asymptotically equivalent to a sample an object referred as the influence function. The function is useful in local policy analysis, evaluating sensitivity estimators, constructing debiased machine learning estimators. We show Gateaux derivative with respect smooth deviation evaluated at point mass. This result generalizes classic Von Mises (1947) Hampel (1974) calculation give explicit functions for steps satisfy exogenous or endogenous orthogonality conditions. use results generalize omitted variable bias formula regression analysis structural changes. apply this find no endogeneity variation estimates gasoline demand application.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

the influence of the neo-platonic concept of poetic imagination on wordsworth’s poetry

بر اساس نظریه افلاطون در باره شعر خلاقیت هنری مورد انتقاد قرار گرفته است. نظریه کلی در مورد شعر این بود که شعر از ظواهرتقلید میکند و نه حقیقت. چون سایه ای از حقیقت است. اما با پیدایش فلسفه نو افلاطونی، انتقاتات قبلی در مورد شعر و شاعری اصلاح شد. فلوطین در کتاب انئید، اساس خلق هنری را بر محور مُثل افلاطونی قرار داد. وی باور داشت که هنر مندان در خلق آثار هنری، تحت تاثیر مُثل افلاطونی بوده و عوالمی ...

Semiparametric Difference-in-Differences Estimators

The difference-in-differences (DID) estimator is one of the most popular tools for applied research in economics to evaluate the effects of public interventions and other treatments of interest on some relevant outcome variables. However, it is well-known that the DID estimator is based on strong identifying assumptions. In particular, the conventional DID estimator requires that, in absence of...

متن کامل

Ridge Stochastic Restricted Estimators in Semiparametric Linear Measurement Error Models

In this article we consider the stochastic restricted ridge estimation in semipara-metric linear models when the covariates are measured with additive errors. The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates. The asymptotic normality of the resulting estimates are established. Also, necessary and sufficient condition...

متن کامل

Simple Estimators for Semiparametric Multinomial Choice Models

This paper considers estimation of the coe¢ cients in a semiparametric multinomial choice model with linear indirect utility functions (with common coe¢ cients but di¤ering regressors) and errors that are assumed to be independent of the regressors. This implies that the conditional mean of the vector of dependent indicator variables is a smooth and invertible function of a corresponding vector...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Quantitative Economics

سال: 2022

ISSN: ['1759-7331', '1759-7323']

DOI: https://doi.org/10.3982/qe826