虚假关系
推论
力矩(物理)
计量经济学
规范
航程(航空)
集合(抽象数据类型)
置信区间
无效假设
极限(数学)
数学
计算机科学
统计
人工智能
复合材料
数学分析
物理
材料科学
程序设计语言
经典力学
作者
Donald W K Andrews,Soonwoo Kwon
标识
DOI:10.1093/restud/rdad033
摘要
Abstract This paper is concerned with possible model misspecification in moment inequality models. Two issues are addressed. First, standard tests and confidence sets for the true parameter in the moment inequality literature are not robust to model misspecification in the sense that they exhibit spurious precision when the identified set is empty. This paper introduces tests and confidence sets that provide correct asymptotic inference for a pseudo-true parameter in such scenarios, and hence, do not suffer from spurious precision. Second, specification tests have relatively low power against a range of misspecified models. Thus, failure to reject the null of correct specification does not necessarily provide evidence of correct specification. That is, model specification tests are subject to the problem that absence of evidence is not evidence of absence. This paper develops new diagnostics for model misspecification in moment inequality models that do not suffer from this problem.
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