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摘要翻译：
给定一组基线假设，分解边界是导致特定结论的一组假设和不导致特定结论的假设之间的边界。在二元治疗的潜在结果模型中，我们考虑两个结论：第一，ATE至少是一个特定值（例如，非负）；第二，受益于治疗的单位比例至少是一个特定值（例如，至少50%)。根据这些结论，我们导出了两类假设的崩溃边界：一种是指标基线随机分配治疗假设的松弛，另一种是指标基线秩不变假设的松弛。这类假设既有随机分配和秩不变性的点识别假设，也有治疗选择不受约束或潜在结果之间依赖结构的相反端。这一前沿提供了一个定量的度量结论的鲁棒性放宽基线点识别假设。我们导出了$\sqrt{N}$-一致的这些前沿的样本模拟估计量。然后，我们给出了两个渐近有效的引导过程来构造击穿前沿的较低一致置信带。作为鲁棒性的度量，估计的崩溃前沿及其相应的置信带可以与传统的点估计和在点识别假设下获得的置信区间一起给出。我们在儿童当兵对工资影响的实证应用中说明了这种方法。我们发现足够弱的结论对秩不变性和随机分配同时失效具有鲁棒性，而一些较强的结论对秩不变性失效具有相当鲁棒性，但对随机分配松弛不一定鲁棒。
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英文标题：
《Inference on Breakdown Frontiers》
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作者：
Matthew A. Masten and Alexandre Poirier
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最新提交年份：
2019
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分类信息：
一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
Given a set of baseline assumptions, a breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First, that ATE is at least a specific value (e.g., nonnegative) and second that the proportion of units who benefit from treatment is at least a specific value (e.g., at least 50\%). For these conclusions, we derive the breakdown frontier for two kinds of assumptions: one which indexes relaxations of the baseline random assignment of treatment assumption, and one which indexes relaxations of the baseline rank invariance assumption. These classes of assumptions nest both the point identifying assumptions of random assignment and rank invariance and the opposite end of no constraints on treatment selection or the dependence structure between potential outcomes. This frontier provides a quantitative measure of robustness of conclusions to relaxations of the baseline point identifying assumptions. We derive $\sqrt{N}$-consistent sample analog estimators for these frontiers. We then provide two asymptotically valid bootstrap procedures for constructing lower uniform confidence bands for the breakdown frontier. As a measure of robustness, estimated breakdown frontiers and their corresponding confidence bands can be presented alongside traditional point estimates and confidence intervals obtained under point identifying assumptions. We illustrate this approach in an empirical application to the effect of child soldiering on wages. We find that sufficiently weak conclusions are robust to simultaneous failures of rank invariance and random assignment, while some stronger conclusions are fairly robust to failures of rank invariance but not necessarily to relaxations of random assignment.
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PDF链接：
https://arxiv.org/pdf/1705.04765
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