Related papers: Testing Firm Conduct
Understanding firm conduct is crucial for industrial organization and antitrust policy. In this article, we develop a testing procedure based on the Rivers and Vuong non-nested model selection framework. Unlike existing methods that require…
We present R software packages RobustIV and controlfunctionIV for causal inference with possibly invalid instrumental variables. RobustIV focuses on the linear outcome model. It implements the two-stage hard thresholding method to select…
This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…
We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates.…
Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…
Linear instrumental variable regressions are widely used to estimate causal effects. Many instruments arise from the use of ``technical'' instruments and more recently from the empirical strategy of ``judge design''. This paper surveys and…
Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…
We introduce a new methodology based on refinement for testing the functional correctness of hardware and low-level software. Our methodology overcomes several major drawbacks of the de facto testing methodologies used in industry: (1) it…
In machine learning, a question of great interest is understanding what examples are challenging for a model to classify. Identifying atypical examples ensures the safe deployment of models, isolates samples that require further human…
Deductive verification is an effective method to ensure that a given system exposes the intended behavior. In spite of its proven usefulness and feasibility in selected projects, deductive verification is still not a mainstream technique.…
This note presents a proof of the conjecture in \citet*{pearl1995testability} about testing the validity of an instrumental variable in hidden variable models. It implies that instrument validity cannot be tested in the case where the…
Virtual experiments (VEs), a modern tool in metrology, can be used to help perform an uncertainty evaluation for the measurand. Current guidelines in metrology do not cover the many possibilities to incorporate VEs into an uncertainty…
There is growing empirical evidence that firm heterogeneity is technologically non-neutral. This paper extends Gandhi et al.'s (2020) proxy variable framework for structurally identifying production functions to a more general case when…
In this paper, we apply Vuong's (1989) general approach of model selection to the comparison of nested and non-nested unidimensional and multidimensional item response theory (IRT) models. Vuong's approach of model selection is useful…
The linear instrumental variable (IV) model is widely used in observational studies, yet its validity hinges on strong assumptions. Classical specification tests such as the Sargan-Hansen J test are limited to overidentified settings and…
Regression testing is an important part of quality control in both software and embedded products, where hardware is involved. It is also one of the most expensive and time consuming part of the product cycle. To improve the cost…
The paper addresses the problem of attitude estimation for rigid bodies using (possibly time-varying) vector measurements, for which we provide a necessary and sufficient condition of distinguishability. Such a condition is shown to be…
Recently virtual platforms and virtual prototyping techniques have been widely applied for accelerating software development in electronics companies. It has been proved that these techniques can greatly shorten time-to-market and improve…
We propose a weak-identification-robust test for linear instrumental variable (IV) regressions with high-dimensional instruments, whose number is allowed to exceed the sample size. In addition, our test is robust to general error…
The inherent ambiguity of cause and effect boundaries poses a challenge in evaluating causal event extraction tasks. Traditional metrics like Exact Match and BertScore poorly reflect model performance, so we trained evaluation models to…