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Sensitivity of Regular Estimators

Yaroslav Mukhin

arXiv 22 May 2018 · Econometrics · 2 citations (OpenAlex)

arXiv:1805.08883 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper studies local asymptotic relationship between two scalar estimates. We define sensitivity of a target estimate to a control estimate to be the directional derivative of the target functional with respect to the gradient direction of the control functional. Sensitivity according to the information metric on the model manifold is the asymptotic covariance of regular efficient estimators. Sensitivity according to a general policy metric on the model manifold can be obtained from influence functions of regular efficient estimators. Policy sensitivity has a local counterfactual interpretation, where the ceteris paribus change to a counterfactual distribution is specified by the combination of a control parameter and a Riemannian metric on the model manifold.

Citation extraction

36
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in-text mentions
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main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Koshevnik, Yu. A., Levit, B. Ya (1976) On a Non-Parametric Analogue of the Information Matrix1.00064100%
2Vaart, Aad W (1991) On differentiable functionals1.00063100%
3Gentzkow, Matthew, Shapiro, Jesse M (2015) Measuring the Sensitivity of Parameter Estimates to Sample Statistics0.87492100%
4Andrews, Isaiah, Gentzkow, Matthew, Shapiro, Jesse M (2017) Measuring the Sensitivity of Parameter Estimates to Estimation Moments0.87462100%
5Carmo, Manfredo Perdigao (1976) Differential Geometry of Curves and Surfaces0.64422100%
6Hall, Alastair R, Inoue, Atsushi (2003) The large sample behaviour of the generalized method of moments estimator in misspecified models0.64422100%
7Ichimura, Hidehiko, Newey, Whitney K (2015) The influence function of semiparametric estimators0.64422100%
8Imbens, Guido W (1997) One-step estimators for over-identified generalized method of moments models0.64422100%
9Lang, S (1999) Fundamentals of Differential Geometry0.64422100%
10Neveu, Jacques (1965) Mathematical foundations of the calculus of probability0.58531100%

Showing the top 10 of 37 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Sensitivity Analysis using Approximate Moment Condition Models0.40511
2Counterfactual Sensitivity and Robustness0.40511
3Structural models for policy-making0.40511
42106.064210.40511