6533b820fe1ef96bd127a536
RESEARCH PRODUCT
Comments on “Unobservable Selection and Coefficient Stability
Jan R. MagnusGiuseppe De LucaFranco Peracchisubject
Statistics and ProbabilityEconomics and EconometricEconomics and EconometricsTestingSettore SECS-P/05 - EconometriaOLSInconsistency01 natural sciencesUnobservable010104 statistics & probabilityBiaStability theory0502 economics and businessInconsistent Statistics and ProbabilityEconometrics0101 mathematicsSelection (genetic algorithm)050205 econometrics 05 social sciencesCausal effectConfoundingMean squared error (MSE)MisspecificationStatistics Probability and UncertaintyPsychologySocial Sciences (miscellaneous)description
Abstract–: We establish a link between the approaches proposed by Oster (2019) and Pei, Pischke, and Schwandt (2019) which contribute to the development of inferential procedures for causal effects in the challenging and empirically relevant situation where the unknown data-generation process is not included in the set of models considered by the investigator. We use the general misspecification framework recently proposed by De Luca, Magnus, and Peracchi (2018) to analyze and understand the implications of the restrictions imposed by the two approaches.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2019-04-03 | Journal of Business and Economic Statistics |