Confidence Intervals for Partially Identified Parameters

2004/10/08 by Guido W. Imbens, Charles F. Manski · 661 citations
Mathematics · #CDF-based nonparametric confidence interval #Confidence interval #Econometrics #Mathematics #Robust confidence intervals #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistical Methods in Clinical Trials #Statistics

paper · doi:10.1111/j.1468-0262.2004.00555.x

published in Econometrica 72(6), 1845-1857 (Wiley)

openalex publication_date 2004/10/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

this paper, we study the use of these intervals as CIs for the partially identified parameter f(P,#). Our most basic finding is Lemma 2.1: Lemma 2.1 Let CN0 0, CN1 0, # #, and P #P

Cited by

• Recent Developments in the Econometrics of Program Evaluation
• Generalizing Trimming Bounds for Endogenously Missing Outcome Data Using Random Forests
• Plausibly Exogenous
• Identifying the Effects of WIC on Food Insecurity Among Infants and Children
• Noise-induced randomization in regression discontinuity designs
• Nonparametric Tests of Panel Conditioning and Attrition Bias in Panel Surveys
• Tightening belts to buy a home: Consumption responses to rising housing prices in urban China
• Compositional difference-in-differences
• Partial Identification of Causal Effects that Vary by Setting
• PLRD: Partially Linear Regression Discontinuity Inference
• Revision Risk in Real-Time Macroeconomic Forecasting
• Party On: The Labor Market Returns to Social Networks in Adolescence
• Inference in partially identified moment models via regularized optimal transport
• Microfoundations and the Causal Interpretation of Price-Exposure Designs
• Difference-in-Differences with Interval Data
• A Sensitivity Approach to Causal Inference Under Limited Overlap
• Generalized method of moments with partially missing data
• The use of uncertainty to choose matching variables in statistical matching
• Should data ever be thrown away? Pooling interval-censored data sets with different precision
• Semi-parametric Bayesian Partially Identified Models based on Support Function
• Spillover Effects in Cluster Randomized Trials with Noncompliance
• Don't Cross the Line: Bounding the Causal Effect of Hypergamy Violation on Domestic Violence in India
• Toward Credible Patient-centered Meta-analysis
• Non-overlap Average Treatment Effect Bounds
• More than Just Friends? School Peers and Adult Interracial Relationships
• Treatment Effects of Multi-Valued Treatments in Hyper-Rectangle Model
• Non-Existent Outcomes in Research on Inequality: A Causal Approach
• Measuring economic mobility in India using noisy data: a partial identification approach
• Partial identification of mean achievement in ILSA studies with multi-stage stratified sample designs and student non-participation
• A Non-Parametric Sensitivity Analysis for Bounding Bias in Hybrid Control Trials
• Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
• Testing the effectiveness of unconventional monetary policy in Japan and the United States
• Bounding Treatment Effects by Pooling Limited Information across Observations
• Estimating Treatment Effects using Multiple Surrogates: The Role of the Surrogate Score and the Surrogate Index
• Estimating controlled direct effects with panel data: an application to reducing support for discriminatory policies
• Manipulation-Robust Regression Discontinuity Designs
• Reliable Inference in Categorical Regression Analysis for Non‐randomly Coarsened Observations
• Sharp Bounds for the Marginal Treatment Effect with Sample Selection
• A Negative Correlation Strategy for Bracketing in Difference-in-Differences
• Partial Counterfactual Identification from Observational and Experimental Data
• Inference for Moment Inequalities: A Constrained Moment Selection\n Procedure
• Partial Identification of Treatment Effects for Generalizability
• Applied welfare analysis for discrete choice with interval-data on income
• Assessing the impact of high deductible health plans on health‐care utilization and cost: a changes‐in‐changes approach
• Trade and Inequality: From Theory to Estimation
• Nonparametric Bounds and Sensitivity Analysis of Treatment Effects
• Temporal Leakage in LLM Backtesting: Measurement, Validation, and Adjusted Scores
• A test of non-identifying restrictions and confidence regions for partially identified parameters
• Monotone Ecological Inference
• Statistical inference for the probability of necessity for causal attribution

Related

• On the power properties of inference for parameters with interval identified sets
• A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters
• Optimal confidence intervals for bounded parameters (a correct alternative to the recipe of Feldman and Cousins)
• Optimal upper bounds for non-negative parameters
• Confidence belts on bounded parameters