IDEAS home Printed from https://ideas.repec.org/p/arx/papers/2407.20386.html

On the power properties of inference for parameters with interval identified sets

Author

Listed:
  • Federico A. Bugni
  • Mengsi Gao
  • Filip Obradovic
  • Amilcar Velez

Abstract

This paper studies the power properties of confidence intervals (CIs) for a partially-identified parameter of interest with an interval identified set. We assume the researcher has bounds estimators to construct the CIs proposed by Stoye (2009), referred to as CI1, CI2, and CI3. We also assume that these estimators are "ordered": the lower bound estimator is less than or equal to the upper bound estimator. Under these conditions, we establish two results. First, we show that CI1 and CI2 are equally powerful, and both dominate CI3. Second, we consider a favorable situation in which there are two possible bounds estimators to construct these CIs, and one is more efficient than the other. One would expect that the more efficient bounds estimator yields more powerful inference. We prove that this desirable result holds for CI1 and CI2, but not necessarily for CI3.

Suggested Citation

  • Federico A. Bugni & Mengsi Gao & Filip Obradovic & Amilcar Velez, 2024. "On the power properties of inference for parameters with interval identified sets," Papers 2407.20386, arXiv.org, revised Oct 2024.
    • Handle: RePEc:arx:papers:2407.20386
    as

    Download full text from publisher

    File URL: http://arxiv.org/pdf/2407.20386
    File Function: Latest version
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Jinyong Hahn, 1998. "On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects," Econometrica, Econometric Society, vol. 66(2), pages 315-332, March.
    2. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
    2. Hairu Wang & Yukun Liu & Haiying Zhou, 2025. "Score test for unconfoundedness under a logistic treatment assignment model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 77(4), pages 517-533, August.
    3. Sung Jae Jun & Sokbae Lee, 2024. "Causal Inference Under Outcome-Based Sampling with Monotonicity Assumptions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 998-1009, July.
    4. Alberto Abadie & Guido W. Imbens, 2002. "Simple and Bias-Corrected Matching Estimators for Average Treatment Effects," NBER Technical Working Papers 0283, National Bureau of Economic Research, Inc.
    5. Luo, Yu & Graham, Daniel J. & McCoy, Emma J., 2023. "Semiparametric Bayesian doubly robust causal estimation," LSE Research Online Documents on Economics 117944, London School of Economics and Political Science, LSE Library.
    6. Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
    7. Andrew Chesher & Erich Battistin, 2004. "The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability," Econometric Society 2004 North American Summer Meetings 339, Econometric Society.
    8. Bernhard Schmidpeter, 2015. "The Fatal Consequences of Grief," CDL Aging, Health, Labor working papers 2015-07, The Christian Doppler (CD) Laboratory Aging, Health, and the Labor Market, Johannes Kepler University Linz, Austria.
    9. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    10. Xiong, Ruoxuan & Pelger, Markus, 2023. "Large dimensional latent factor modeling with missing observations and applications to causal inference," Journal of Econometrics, Elsevier, vol. 233(1), pages 271-301.
    11. Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
    12. Wang Q. & Linton O. & Hardle W., 2004. "Semiparametric Regression Analysis With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January.
    13. Jeffrey M. Wooldridge, 2004. "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers CWP03/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Pierre Chausse & George Luta, 2017. "Casual Inference using Generalized Empirical Likelihood Methods," Working Papers 1707, University of Waterloo, Department of Economics, revised Dec 2017.
    15. Yihui He & Fang Han, 2023. "On propensity score matching with a diverging number of matches," Papers 2310.14142, arXiv.org, revised Nov 2023.
    16. Jochen Kluve & Boris Augurzky, 2007. "Assessing the performance of matching algorithms when selection into treatment is strong," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 533-557.
    17. John DiNardo & David S. Lee, 2010. "Program Evaluation and Research Designs," Working Papers 1228, Princeton University, Department of Economics, Industrial Relations Section..
    18. Firpo, Sergio Pinheiro & Pinto, Rafael de Carvalho Cayres, 2012. "Combining Strategies for the Estimation of Treatment Effects," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(1), March.
    19. Sánchez-Braza, Antonio & Pablo-Romero, María del P., 2014. "Evaluation of property tax bonus to promote solar thermal systems in Andalusia (Spain)," Energy Policy, Elsevier, vol. 67(C), pages 832-843.
    20. Markus Frölich, 2004. "Programme Evaluation with Multiple Treatments," Journal of Economic Surveys, Wiley Blackwell, vol. 18(2), pages 181-224, April.

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2407.20386. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.