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Partial Identification of Probability Distributions (Paperback, Softcover reprint of the original 1st ed. 2003)
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Partial Identification of Probability Distributions (Paperback, Softcover reprint of the original 1st ed. 2003)
Series: Springer Series in Statistics
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Sample data alone never suffice to draw conclusions about
populations. Inference always requires assumptions about the
population and sampling process. Statistical theory has revealed
much about how strength of assumptions affects the precision of
point estimates, but has had much less to say about how it affects
the identification of population parameters. Indeed, it has been
commonplace to think of identification as a binary event - a
parameter is either identified or not - and to view point
identification as a pre-condition for inference. Yet there is
enormous scope for fruitful inference using data and assumptions
that partially identify population parameters. This book explains
why and shows how. The book presents in a rigorous and thorough
manner the main elements of Charles Manski's research on partial
identification of probability distributions. One focus is
prediction with missing outcome or covariate data. Another is
decomposition of finite mixtures, with application to the analysis
of contaminated sampling and ecological inference. A third major
focus is the analysis of treatment response. Whatever the
particular subject under study, the presentation follows a common
path. The author first specifies the sampling process generating
the available data and asks what may be learned about population
parameters using the empirical evidence alone. He then ask how the
(typically) setvalued identification regions for these parameters
shrink if various assumptions are imposed. The approach to
inference that runs throughout the book is deliberately
conservative and thoroughly nonparametric. Conservative
nonparametric analysis enables researchers to learn from the
available data without imposing untenable assumptions. It enables
establishment of a domain of consensus among researchers who may
hold disparate beliefs about what assumptions are appropriate.
Charles F. Manski is Board of Trustees Professor at Northwestern
University. He is author of Identification Problems in the Social
Sciences and Analog Estimation Methods in Econometrics. He is a
Fellow of the American Academy of Arts and Sciences, the American
Association for the Advancement of Science, and the Econometric
Society.
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