arXiv 10 Jun 2024 · Econometrics · publishedJournal of Econometrics (2025)
arXiv:2406.06804 · PDF · DOI · OpenAlex · Extracted main text
Missing data is pervasive in econometric applications, and rarely is it plausible that the data are missing (completely) at random. This paper proposes a methodology for studying the robustness of results drawn from incomplete datasets. Selection is measured as the squared Hellinger divergence between the distributions of complete and incomplete observations, which has a natural interpretation. The breakdown point is defined as the minimal amount of selection needed to overturn a given result. Reporting point estimates and lower confidence intervals of the breakdown point is a simple, concise way to communicate the robustness of a result. An estimator of the breakdown point of a result drawn from a generalized method of moments model is proposed and shown root-n consistent and asymptotically normal under mild assumptions. Lower confidence intervals of the breakdown point are simple to construct. The paper concludes with a simulation study illustrating the finite sample performance of the estimators in several common models.
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| Reference | Intensity | Mentions | Sections | Main text | |
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| 1 | Bandiera, Oriana and Buehren, Niklas and Burgess, Robin and Goldstei… (2020) Women’s empowerment in action: evidence from a randomized control trial in Africa | 0.874 | 6 | 2 | 100% |
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| 3 | Kline, Patrick and Santos, Andres (2013) Sensitivity to missing data assumptions: Theory and an evaluation of the US wage structure | 0.843 | 4 | 3 | 75% |
| 4 | Csiszár, Imre and Gamgoa, F and Gassiat, Elisabeth (1999) MEM pixel correlated solutions for generalized moment and interpolation problems | 0.843 | 5 | 3 | 60% |
| 5 | Barham, Tania and Macours, Karen and Maluccio, John A (2024) Experimental evidence from a conditional cash transfer program: schooling, learning, fertility, and labor market outcomes after… | 0.811 | 4 | 2 | 100% |
| 6 | Borwein, Jonathan M and Lewis, Adrian S (1991) Duality relationships for entropy-like minimization problems | 0.811 | 4 | 2 | 100% |
| 7 | Diegert, Paul and Masten, Matthew A and Poirier, Alexandre (2025) Assessing Omitted Variable Bias when the Controls are Endogenous | 0.737 | 3 | 3 | 67% |
| 8 | Masten, Matthew A and Poirier, Alexandre (2020) Inference on breakdown frontiers | 0.737 | 3 | 3 | 67% |
| 9 | Manski, Charles F (2005) Partial identification with missing data: concepts and findings | 0.737 | 3 | 2 | 100% |
| 10 | Fang, Zheng and Santos, Andres (2019) Inference on directionally differentiable functions | 0.644 | 10 | 2 | 40% |
Showing the top 10 of 48 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Inference under First-Order Degeneracy | 0.405 | 1 | 1 |