Related papers: Identifying Restrictions on the Random Utility Mod…
Model transformations operate on models conforming to precisely defined metamodels. Consequently, it often seems relatively easy to chain them: the output of a transformation may be given as input to a second one if metamodels match.…
The aim of this paper is twofold. First, three theoretical principles are formalized: randomization, overrepresentation and restriction. We develop these principles and give a rationale for their use in choosing the sampling design in a…
The linear-in-means model is the standard empirical model of peer effects. Using choice data and exogenous group variation, we first develop a revealed preference style test for the linear-in-means model. This test is formulated as a linear…
This paper derives primitive, easily verifiable sufficient conditions for existence and uniqueness of (stochastic) recursive utilities for several important classes of preferences. In order to accommodate models commonly used in practice,…
Random network models, constrained to reproduce specific statistical features, are often used to represent and analyze network data and their mathematical descriptions. Chief among them, the configuration model constrains random networks by…
We provide a framework for determining the centralities of agents in a broad family of random networks. Current understanding of network centrality is largely restricted to deterministic settings, but practitioners frequently use random…
We study the identification of binary choice models with fixed effects. We propose a condition called sign saturation and show that this condition is sufficient for identifying the model. In particular, this condition can guarantee…
We present simple low-level conditions for identification in regression discontinuity designs using a potential outcome framework for the manipulation of the running variable. Using this framework, we replace the existing identification…
Hypothesis testing in singular statistical models is often regarded as inherently problematic due to non-identifiability and degeneracy of the Fisher information. We show that the fundamental obstruction to testing in such models is not…
Identifying the effects of causes and causes of effects is vital in virtually every scientific field. Often, however, the needed probabilities may not be fully identifiable from the data sources available. This paper shows how partial…
While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…
Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…
A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…
In designed experiments and surveys, known laws or design feat ures provide checks on the most relevant aspects of a model and identify the target parameters. In contrast, in most observational studies in the health and social sciences, the…
We exploit qualitative probabilistic relationships among variables for computing bounds of conditional probability distributions of interest in Bayesian networks. Using the signs of qualitative relationships, we can implement abstraction…
This paper examines the identification power of assumptions that formalize the notion of complementarity in the context of a nonparametric bounds analysis of treatment response. I extend the literature on partial identification via shape…
A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…
This paper develops a framework to study the statistical power of revealed-preference tests. With randomly sampled budgets and mild smoothness of demand, statistical learning implies that any model consistent with the data must approximate…
Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…
We study parametric inference on a rich class of hazard regression models in the presence of right-censoring. Previous literature has reported some inferential challenges, such as multimodal or flat likelihood surfaces, in this class of…