Yanqin Fan, Hyeonseok Park, Brendan Pass, Xuetao Shi
arXiv 20 Mar 2025 · Econometrics
arXiv:2503.16098 · PDF · DOI · OpenAlex · Extracted main text
In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a general moment model with incomplete data. We establish a novel characterization of the identified set for the true parameter in terms of a continuum of inequalities defined by conditional optimal transport. For the special case of an affine moment model, we show that the identified set is convex and that its support function can be easily computed by solving a conditional optimal transport problem. For parameters that may not satisfy the moment model, we propose a two-step procedure to construct its identified set. Finally, we demonstrate the generality and effectiveness of our approach through several running examples.
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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 | D'Haultfoeuille, X., C. Gaillac, and A. Maurel (2024) Linear regressions with combined data | 1.000 | 15 | 4 | 100% |
| 2 | Hwang, Y (2025) Bounding omitted variable bias using auxiliary data: with an application to estimate neighborhood effects | 0.950 | 21 | 4 | 86% |
| 3 | Peyré, G. and M. Cuturi (2019) Computational optimal transport: with applications to data science | 0.928 | 4 | 3 | 100% |
| 4 | Santambrogio, F (2015) Optimal transport for applied mathematicians | 0.909 | 8 | 4 | 75% |
| 5 | Meango, R., M. Henry, and I. Mourifie (2025) Combining stated and revealed preferences | 0.874 | 12 | 2 | 100% |
| 6 | Ji, W., L. Lei, and A. Spector (2023) Model-agnostic covariate-assisted inference on partially identified causal effects | 0.843 | 3 | 3 | 100% |
| 7 | Lin, S., Z. Gao, J. Blanchet, and P. Glynn (2025) Estimation of optimal causal bounds via covariate-assisted optimal transport | 0.843 | 3 | 3 | 100% |
| 8 | Kitagawa, T. and M. Sawada (2023) Linear regressions, shorts to long, Tech | 0.811 | 4 | 2 | 100% |
| 9 | Villani, C (2008) Optimal transport: old and new | 0.737 | 3 | 3 | 67% |
| 10 | Fan, Y., R. Sherman, and M. Shum (2014) Identifying treatment effects under data combination self | 0.737 | 3 | 2 | 100% |
Showing the top 10 of 55 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Econometric Inference with Machine-Learned Proxies: Partial Identification via Data Combination | 0.874 | 6 | 2 |
| 2 | Linear Regressions with Combined Data | 0.405 | 1 | 1 |
| 3 | An econometrician's guide to optimal transport | 0.405 | 1 | 1 |