IDEAS home Printed from https://ideas.repec.org/p/att/wimass/9209.html
   My bibliography  Save this paper

Identification and Robustness in the Presence of Errors in Data

Author

Listed:
  • Horowitz, J.L.
  • Manski, C.F.

Abstract

Robust estimation aims at developing point estimators that are not highly sensitive to errors in the data. However, the population parameters of interest are not identified under the assumptions of robust estimation, so the rationale for point estimation is not apparent. This paper shows that under the assumptions of robust estimation, population parameters can be bounded, even though they are not identified. Several features of the bounds are related to the breakdown point and gross-error sensitivity of robust estimation. A method for estimating the bounds is given and illustrated with an application to data on the distribution of household incomes in the U.S. It is argued that in the presence of errors in data, it is more natural to estimate the bounds than to attempt point estimation of unidentified parameters.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Horowitz, J.L. & Manski, C.F., 1992. "Identification and Robustness in the Presence of Errors in Data," Working papers 9209, Wisconsin Madison - Social Systems.
    • Handle: RePEc:att:wimass:9209
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Charles F. Manski, 1997. "The Mixing Problem in Programme Evaluation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 64(4), pages 537-553.

    More about this item

    Keywords

    evaluation ; economic models;

    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:att:wimass:9209. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Ailsenne Sumwalt (email available below). General contact details of provider: .

    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.