arXiv 22 May 2018 · Econometrics · 2 citations (OpenAlex)
arXiv:1805.08883 · PDF · DOI · OpenAlex · Extracted main text
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.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Koshevnik, Yu. A., Levit, B. Ya (1976) On a Non-Parametric Analogue of the Information Matrix | 1.000 | 6 | 4 | 100% |
| 2 | Vaart, Aad W (1991) On differentiable functionals | 1.000 | 6 | 3 | 100% |
| 3 | Gentzkow, Matthew, Shapiro, Jesse M (2015) Measuring the Sensitivity of Parameter Estimates to Sample Statistics | 0.874 | 9 | 2 | 100% |
| 4 | Andrews, Isaiah, Gentzkow, Matthew, Shapiro, Jesse M (2017) Measuring the Sensitivity of Parameter Estimates to Estimation Moments | 0.874 | 6 | 2 | 100% |
| 5 | Carmo, Manfredo Perdigao (1976) Differential Geometry of Curves and Surfaces | 0.644 | 2 | 2 | 100% |
| 6 | Hall, Alastair R, Inoue, Atsushi (2003) The large sample behaviour of the generalized method of moments estimator in misspecified models | 0.644 | 2 | 2 | 100% |
| 7 | Ichimura, Hidehiko, Newey, Whitney K (2015) The influence function of semiparametric estimators | 0.644 | 2 | 2 | 100% |
| 8 | Imbens, Guido W (1997) One-step estimators for over-identified generalized method of moments models | 0.644 | 2 | 2 | 100% |
| 9 | Lang, S (1999) Fundamentals of Differential Geometry | 0.644 | 2 | 2 | 100% |
| 10 | Neveu, Jacques (1965) Mathematical foundations of the calculus of probability | 0.585 | 3 | 1 | 100% |
Showing the top 10 of 37 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Sensitivity Analysis using Approximate Moment Condition Models | 0.405 | 1 | 1 |
| 2 | Counterfactual Sensitivity and Robustness | 0.405 | 1 | 1 |
| 3 | Structural models for policy-making | 0.405 | 1 | 1 |
| 4 | 2106.06421 | 0.405 | 1 | 1 |