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When are inferences too fragile to be believed?

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Author Info
John Aldrich
Abstract

The use of sensitivity analysis is routine in some fields of empirical econometrics, although econometric theorists have generally taken a critical attitude towards it. This paper presents a framework in which arguments for and against such analysis can be evaluated. It appears that sensitivity is not necessarily a bad, nor sturdiness necessarily a good.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Journal of Economic Methodology.

Volume (Year): 13 (2006)
Issue (Month): 2 (June)
Pages: 161-177
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Handle: RePEc:taf:jecmet:v:13:y:2006:i:2:p:161-177

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Related research
Keywords: sensitivity; robustness; fragility;

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  1. Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June. [Downloadable!] (restricted)
    Other versions:
  2. Cooley, Thomas F & LeRoy, Stephen F, 1981. "Identification and Estimation of Money Demand," American Economic Review, American Economic Association, vol. 71(5), pages 825-44, December. [Downloadable!] (restricted)
  3. Aldrich, John, 1994. "Haavelmo's Identification Theory," Econometric Theory, Cambridge University Press, vol. 10(01), pages 198-219, March. [Downloadable!]
  4. Pagan, Adrian, 1987. " Three Econometric Methodologies: A Critical Appraisal," Journal of Economic Surveys, Blackwell Publishing, vol. 1(1), pages 3-24.
  5. Jonathan Temple, 1999. "The New Growth Evidence," Journal of Economic Literature, American Economic Association, vol. 37(1), pages 112-156, March. [Downloadable!] (restricted)
  6. Faust, Jon, 1998. "The robustness of identified VAR conclusions about money," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 207-244, December. [Downloadable!] (restricted)
  7. repec:cup:etheor:v:10:y:1994:i:1:p:198-219 is not listed on IDEAS
  8. Leamer, Edward E & Leonard, Herman B, 1983. "Reporting the Fragility of Regression Estimates," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 306-17, May. [Downloadable!] (restricted)
  9. Potzelberger, Klaus & Polasek, Wolfgang, 1991. "Robust HPD Regions in Bayesian Regression Models," Econometrica, Econometric Society, vol. 59(6), pages 1581-89, November. [Downloadable!] (restricted)
  10. Kevin D. Hoover & Stephen J. Perez, . "Truth and Robustness in Cross-country Growth Regressions," Department of Economics 01-01, California Davis - Department of Economics. [Downloadable!]
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  11. Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-71, November. [Downloadable!] (restricted)
  12. Levine, Ross & Renelt, David, 1992. "A Sensitivity Analysis of Cross-Country Growth Regressions," American Economic Review, American Economic Association, vol. 82(4), pages 942-63, September. [Downloadable!] (restricted)
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  13. Thomas Cooley, 1982. "Specification analysis with discriminating priors: an application to the concentration profits debate," Econometric Reviews, Taylor and Francis Journals, vol. 1(1), pages 97-128. [Downloadable!] (restricted)
  14. Mayer, Thomas, 1980. "Economics as a Hard Science: Realistic Goal or Wishful Thinking?," Economic Inquiry, Oxford University Press, vol. 18(2), pages 165-78, April.
  15. Mroz, Thomas A, 1987. "The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions," Econometrica, Econometric Society, vol. 55(4), pages 765-99, July. [Downloadable!] (restricted)
    Other versions:
  16. Jon Faust, 1998. "The robustness of identified VAR conclusions about money," International Finance Discussion Papers 610, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  17. Johansen, Soren, 1991. " A Bayesian Perspective on Inference from Macroeconomic Data: Comment," Scandinavian Journal of Economics, Blackwell Publishing, vol. 93(2), pages 249-51.
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