Results 21 to 30 of about 30,695 (301)

Optimal weighting for estimating generalized average treatment effects

open access: yesJournal of Causal Inference, 2022
In causal inference, a variety of causal effect estimands have been studied, including the sample, uncensored, target, conditional, optimal subpopulation, and optimal weighted average treatment effects.
Kallus Nathan, Santacatterina Michele
doaj   +1 more source

Inference for Iterated GMM Under Misspecification [PDF]

open access: yes, 2021
This paper develops inference methods for the iterated overidentified Generalized Method of Moments (GMM) estimator. We provide conditions for the existence of the iterated estimator and an asymptotic distribution theory, which allows for mild ...
Hansen, BE   +5 more
core   +1 more source

Selection Consistency of Lasso-Based Procedures for Misspecified High-Dimensional Binary Model and Random Regressors

open access: yesEntropy, 2020
We consider selection of random predictors for a high-dimensional regression problem with a binary response for a general loss function. An important special case is when the binary model is semi-parametric and the response function is misspecified under
Mariusz Kubkowski, Jan Mielniczuk
doaj   +1 more source

Model Misspecification as the Causes of Flypaper Effect

open access: yesProceedings, 2023
The aim of this paper is to investigate the relationship between the Fly-paper effect (FPE) and possible errors in the specification of econometric models used in the empirical analysis of FPE.
Siniša Mali
doaj   +1 more source

MTE with Misspecification

open access: yes, 2022
This paper studies the implication of a fraction of the population not responding to the instrument when selecting into treatment. We show that, in general, the presence of non-responders biases the Marginal Treatment Effect (MTE) curve and many of its functionals. Yet, we show that, when the propensity score is fully supported on the unit interval, it
Martínez-Iriarte, Julián   +1 more
openaire   +2 more sources

Model misspecification [PDF]

open access: yesStatistical Modelling, 2008
A common problem in statistical modelling is to distinguish between finite mixture distribution and a homogeneous non-mixture distribution. Finite mixture models are widely used in practice and often mixtures of normal densities are indistinguishable from homogenous non-normal densities.
Tarpey, Thaddeus   +2 more
openaire   +4 more sources

Adapting to Misspecification in Contextual Bandits

open access: yesCoRR, 2021
Appeared at NeurIPS ...
Dylan J. Foster   +3 more
openaire   +4 more sources

Optimal Designs’ Robustness to Model Misspecification

open access: yes, 2021
Simulations considering model misspecification at the design stage (Table 2 in the Manuscript)
Sarah Lotspeich (11426089)
core   +1 more source

Robust control and model misspecification [PDF]

open access: yesJournal of Economic Theory, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lars Peter Hansen   +3 more
openaire   +1 more source

Model Misspecification in Statistical Analysis [PDF]

open access: yes, 2017
In my talk, I will discuss two important problems related with model misspecification. How do we provide powerful tests for checking misspecification in hypothesized models?
Zhou, Qian (Michelle)
core   +1 more source

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