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摘要翻译：
本文给出了由Manski(1975，1985)提出的条件中值约束下半参数二元响应模型结构参数的有限样本推断方法。我们的推理方法适用于任何样本大小，无论结构参数是点识别还是部分识别，例如由于缺乏一个连续分布的大支持度协变量。我们的推论方法利用了可观察结果的分布性质，条件是观察到的外生变量序列。构造了在这种大小的n个外生协变量序列上的矩不等式，检验统计量是违反样本矩不等式的单调函数。用于推断的临界值由n个独立Rademacher随机变量的已知函数的适当分位数提供。我们研究了底层测试的功率特性，并提供了仿真研究来支持理论发现。
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英文标题：
《Finite Sample Inference for the Maximum Score Estimand》
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作者：
Adam M. Rosen and Takuya Ura
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最新提交年份：
2020
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分类信息：
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：
We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any sample size and irrespective of whether the structural parameters are point identified or partially identified, for example due to the lack of a continuously distributed covariate with large support. Our inference approach exploits distributional properties of observable outcomes conditional on the observed sequence of exogenous variables. Moment inequalities conditional on this size n sequence of exogenous covariates are constructed, and the test statistic is a monotone function of violations of sample moment inequalities. The critical value used for inference is provided by the appropriate quantile of a known function of n independent Rademacher random variables. We investigate power properties of the underlying test and provide simulation studies to support the theoretical findings.
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PDF链接：
https://arxiv.org/pdf/1903.01511
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