Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors
By Thomas A. Severini, Gautam Tripathi. 2007
61 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/6e933256f3f63bed7903d61e4f758851166a0e56
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In Statistics and Probability
- Whitney K. Newey
- Victor Chernozhukov
- Stefan Wager
- James M. Robins
- Hidehiko Ichimura
- Susan Athey
- Juan-Carlos Escanciano
- Guido W. Imbens
Citations in the corpus
- Locally Robust Semiparametric Estimation (2016, result): “Condition i) is like the hypothesis that [()] = [0()()] in Theorem 5, condition ii) is similar to the Severini and Tripathi (2012) condition for root-n consistent estimability of 0 and iii) is a correct specification condition.”
- Minimizing Sensitivity to Model Misspecification (2018, background): “It follows from Corollary 2 that hMMSE (y) = W sβ(y)′ {E [sβ(Y )W sβ(Y )′]} −1 c. (26) 15See, e.g., Chernozhukov et al. (2013), Pakes and Porter (2013), Severini and Tripathi (2012), and Bonhomme and Davezies (2017).”
- Inference in Nonparametric Instrumental Variables With Partial Identification (2012, background): “Severini & Tripathi (2006) explore the identification of linear functionals of θ0(x) when θ0(x) is not identified, while Severini & Tripathi (2007) obtain an efficiency bound for the estimation of these functionals.”
- The influence function of semiparametric estimators (2015, background): “This condition is restrictive in a way that is related to the Severini and Tripathi (2012) necessary conditions for root-n consistent estimation as discussed in Example 6 to follow.”
- Instrumental variable methods for recovering continuous linear functionals (2011, background): “The asymptotic variance of the second stage estimator corresponding to the criterion functions in (27) is given by:(3) σ(2) w = V ar((Y − E[ṽw(Z)|X]f 2 X(X)w(2)(X))θw(Z)) θw(z) = arg min θ∈Θ0 Mw(θ) (28) Therefore, the weight function w(2)(x) enters directly into the formula for σ(2) w, but also indi”