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Empirical Bayes When Estimation Precision Predicts Parameters

Jiafeng Chen

arXiv 29 Dec 2022 · Econometrics · 8 citations (OpenAlex)

arXiv:2212.14444 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Gaussian empirical Bayes methods usually maintain a precision independence assumption: The unknown parameters of interest are independent from the known standard errors of the estimates. This assumption is often theoretically questionable and empirically rejected. This paper proposes to model the conditional distribution of the parameter given the standard errors as a flexibly parametrized location-scale family of distributions, leading to a family of methods that we call CLOSE. The CLOSE framework unifies and generalizes several proposals under precision dependence. We argue that the most flexible member of the CLOSE family is a minimalist and computationally efficient default for accounting for precision dependence. We analyze this method and show that it is competitive in terms of the regret of subsequent decisions rules. Empirically, using CLOSE leads to sizable gains for selecting high-mobility Census tracts.

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97
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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
1Weinstein, Asaf and Ma, Zhuang and Brown, Lawrence D and Zhang, Cun-… Group-linear empirical Bayes estimates for a heteroscedastic normal mean1.00063100%
2Bergman, Peter and Chetty, Raj and DeLuca, Stefanie and Hendren, Nat… (2024) Creating Moves to Opportunity: Experimental Evidence on Barriers to Neighborhood Choice0.96933791%
3Chetty, Raj and Friedman, John N and Hendren, Nathaniel and Jones, M… The opportunity atlas: Mapping the childhood roots of social mobility0.90215473%
4Soloff, Jake A and Guntuboyina, Adityanand and Sen, Bodhisattva (2024) Multivariate, heteroscedastic empirical Bayes via nonparametric maximum likelihood0.84315660%
5Ignatiadis, Nikolaos and Wager, Stefan Covariate-powered empirical Bayes estimation0.84333100%
6Gilraine, Michael and Gu, Jiaying and McMillan, Robert A new method for estimating teacher value-added0.81142100%
7Kline, Patrick and Rose, Evan K and Walters, Christopher (2023) A Discrimination Report Card0.81142100%
8Calonico, Sebastian and Cattaneo, Matias D and Farrell, Max H nprobust: Nonparametric kernel-based estimation and robust bias-corrected inference0.7946350%
9Lawrence D. Brown (2008) In-season prediction of batting averages: A field test of empirical Bayes and Bayes methodologies0.7373367%
10George, Edward I and Ro cková, Veronika and Rosenbaum, Paul R and Sa… (2017) Mortality rate estimation and standardization for public reporting: Medicare’s hospital compare0.73732100%

Showing the top 10 of 97 scored citations.

Cited by, within the corpus

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Citing paperIntensityMentionsSections
1Compound Estimation for Binomials1.00083
2Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression1.00063
3Compound Selection Decisions: An Almost SURE Approach0.959176
42cm Large-Scale Estimation under Unknown Heteroskedasticity0.84333
5Assumption-Lean Shrinkage and Model Averaging for Spatial Parameters0.82296
6Nonparametric Empirical Bayes Confidence Intervals0.64432
7Estimating Heterogeneous Effects: Applications to Labor Economics0.64422
8Sharp regret–Hellinger bounds for Gaussian empirical Bayes via polynomial approximation0.58531
9Individual Shrinkage for Random Effects0.40511
10Optimizing Returns from Experimentation Programs0.40511