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Robust Likelihood Ratio Tests for Incomplete Economic Models

Hiroaki Kaido, Yi Zhang

arXiv 10 Oct 2019 · Econometrics · 5 citations (OpenAlex)

arXiv:1910.04610 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This study develops a framework for testing hypotheses on structural parameters in incomplete models. Such models make set-valued predictions and hence do not generally yield a unique likelihood function. The model structure, however, allows us to construct tests based on the least favorable pairs of likelihoods using the theory of Huber and Strassen (1973). We develop tests robust to model incompleteness that possess certain optimality properties. We also show that sharp identifying restrictions play a role in constructing such tests in a computationally tractable manner. A framework for analyzing the local asymptotic power of the tests is developed by embedding the least favorable pairs into a model that allows local approximations under the limits of experiments argument. Examples of the hypotheses we consider include those on the presence of strategic interaction effects in discrete games of complete information. Monte Carlo experiments demonstrate the robust performance of the proposed tests.

Citation extraction

79
references
165
in-text mentions
79
distinct cited
0
self-citations
37,914
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
1Galichon and Henry (2011) Set identification in models with multiple equilibria1.00083100%
2Mourifie, Henry, and Meango (2018) Sharp Bounds and Testability of a Roy Model of STEM Major Choices0.92843100%
3Philippe, Debs, and Jaffray (1999) Decision making with monotone lower probabilities of infinite order0.92843100%
4Shapiro (1988) Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections0.874172100%
5Epstein, Kaido, and Seo (2016) Robust Confidence Regions for Incomplete Models0.87482100%
6Chesher and Rosen (2017) Generalized instrumental variable models0.87472100%
7Van der Vaart (2000) Asymptotic statistics\/0.87462100%
8Lehmann and Romano (2006) Testing statistical hypotheses\/0.87452100%
9Ciliberto and Tamer (2009) Market Structure and Multiple Equilibria in Airline Markets0.84333100%
10Berry (1992) Estimation of a Model of Entry in the Airline Industry0.84333100%

Showing the top 10 of 79 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
1Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters0.96193
2Universal Inference for Incomplete Discrete Choice Models0.92853
3Finite Sample Inference for the Maximum Score Estimand0.40511
4An optimal test for strategic interaction in social and economic network formation between heterogeneous agents0.40511
5Identification and Inference for Welfare Gains without Unconfoundedness0.40511