Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
Home
Hostname: page-component-55597f9d44-mm7gn Total loading time: 0.291 Render date: 2022-08-17T16:13:10.898Z Has data issue: true Feature Flags: { "shouldUseShareProductTool": true, "shouldUseHypothesis": true, "isUnsiloEnabled": true, "useRatesEcommerce": false, "useNewApi": true } hasContentIssue true
  • English
Econometric Theory Econometric Theory

Article contents

GENERALIZATION OF A RESULT ON “REGRESSIONS, SHORT AND LONG”

Published online by Cambridge University Press:  12 December 2005

Francesca Molinari  and
Marcin Peski
Francesca Molinari
Affiliation:
Cornell University
Marcin Peski
Affiliation:
Northwestern University
Get access Rights & Permissions[Opens in a new window]

Abstract

This paper is concerned with the problem of combining a data set that identifies the conditional distribution P(y|x) with one that identifies the conditional distribution P(z|x) to identify the regressions E(y|x,·) ≡ [E(y|x,z = j),j ∈ Z] when the conditional distribution P(y|x,z) is unknown. Cross and Manski (2002, Econometrica 70, 357–368) studied this problem and showed that the identification region of E(y|x,·) can be precisely calculated when y has finite support. Here we generalize the result of Cross and Manski, showing that the identification region can be precisely calculated also in the case in which y has infinite support.We are grateful to the co-editor Paolo Paruolo, an anonymous referee, Maria Goltsman, Nick Kiefer, Tymon Tatur, and Tim Vogelsang for useful comments. Any remaining errors are our own responsibility.Financial support from Northwestern University's Dissertation Year Fellowship is gratefully acknowledged.

Type
Notes and Problems
Information
Econometric Theory , Volume 22 , Issue 1 , February 2006 , pp. 159 - 163
Copyright
© 2006 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Cross, P.J. (2000) Three essays in nonparametric identification. Ph.D. dissertation, University of Wisconsin–Madison.
Cross, P.J. & C.F. Manski (2002) Regressions, short and long. Econometrica 70, 357–368.CrossRefGoogle Scholar
Okner, B.A. (1972) Constructing a new microdata base from existing microdata sets: The 1966 merge file. Annals of Economic and Social Measurement 1, 325–362.Google Scholar
Ridder, G. & R. Moffitt (in press) The econometrics of data combination. In J.J. Heckman & E.E. Leamer (eds.), Handbook of Econometrics, vol. 6, forthcoming in 2006.
Rockafellar, R.T. (1970) Convex Analysis. Princeton University Press.
Sims, C.A. (1972) Comments and rejoinder (On Okner (1972)). Annals of Economic and Social Measurement 1, 343–345, 355–357.Google Scholar
7
Cited by

Save article to Kindle

To save this article to your Kindle, first ensure coreplatform@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

GENERALIZATION OF A RESULT ON “REGRESSIONS, SHORT AND LONG”
Available formats
×

Save article to Dropbox

To save this article to your Dropbox account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you used this feature, you will be asked to authorise Cambridge Core to connect with your Dropbox account. Find out more about saving content to Dropbox.

GENERALIZATION OF A RESULT ON “REGRESSIONS, SHORT AND LONG”
Available formats
×

Save article to Google Drive

To save this article to your Google Drive account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you used this feature, you will be asked to authorise Cambridge Core to connect with your Google Drive account. Find out more about saving content to Google Drive.

GENERALIZATION OF A RESULT ON “REGRESSIONS, SHORT AND LONG”
Available formats
×
×

Reply to: Submit a response

Please enter your response.

Your details

Please enter a valid email address.

Conflicting interests

Do you have any conflicting interests? *