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Counterfactual Sensitivity and Robustness

Timothy Christensen, Benjamin Connault

arXiv 1 Apr 2019 · Econometrics

arXiv:1904.00989 · PDF · Extracted main text

Abstract

We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of latent variables spans nonparametric neighborhoods of a given parametric specification while other "structural" features of the model are maintained. Our approach recasts the infinite-dimensional problem of optimizing the counterfactual with respect to the distribution of latent variables (subject to model constraints) as a finite-dimensional convex program. We also develop an MPEC version of our method to further simplify computation in models with endogenous parameters (e.g., value functions) defined by equilibrium constraints. We propose plug-in estimators of the bounds and two methods for inference. We also show that our bounds converge to the sharp nonparametric bounds on counterfactuals as the neighborhood size becomes large. To illustrate the broad applicability of our procedure, we present empirical applications to matching models with transferable utility and dynamic discrete choice models.

Citation extraction

67
references
148
in-text mentions
78
distinct cited
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19,379
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
1Rust, J (1987) Optimal replacement of GMC bus engines: An empirical model of Harold Zurcher1.00074100%
2Choo, E. and A. Siow (2006) Who marries whom and why0.81142100%
3Ciliberto, F. and E. Tamer (2009) Market structure and multiple equilibria in airline markets0.81142100%
4Berry, S. T (1992) Estimation of a model of entry in the airline industry0.73732100%
5Hansen, L. P. and T. J. Sargent (2001) Robust control and model uncertainty0.73732100%
6Fang, Z. and A. Santos (2019) Inference on directionally differentiable functions0.6444250%
7Allen, R. and J. Rehbeck (2019) Identification with additively separable heterogeneity0.64422100%
8Beresteanu, A., I. Molchanov, and F. Molinari (2011) Sharp identification regions in models with convex moment predictions0.64422100%
9Chiappori, P.-A., B. Salanié, and Y. Weiss (2017) Partner choice, investment in children, and the marital college premium0.64422100%
10Dagsvik, J. K (2000) Aggregation in matching markets0.64422100%

Showing the top 10 of 78 scored citations.

Cited by, within the corpus

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1Robust Structural Estimation under Misspecified Latent-State Dynamics1.00093
2Robust Bayesian Method for Refutable Models0.885133
3Structural Regularization0.73732
40.5 in Robust Forecasting0.73732
5Evaluating Policy Effects under Network Interference without Network Information: A Transfer Learning Approach0.64422
6Optimally-Transported Generalized Method of Moments0.64422
7Uniform inference for value functions0.51121
8Robust decision-making under risk and ambiguity0.51121
9Sensitivity Analysis for Linear Estimators0.51121
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