Estimation theory | Econometric modeling

Set identification

In statistics and econometrics, set identification (or partial identification) extends the concept of identifiability (or "point identification") in statistical models to situations where the distribution of observable variables is not informative of the exact value of a parameter, but instead constrains the parameter to lie in a strict subset of the parameter space. Statistical models that are set identified arise in a variety of settings in economics, including game theory and the Rubin causal model. Though the use of set identification dates to a 1934 article by Ragnar Frisch, the methods were significantly developed and promoted by Charles Manski starting in the 1990s. Manski developed a method of worst-case bounds for accounting for selection bias. Unlike methods that make additional statistical assumptions, such as Heckman correction, the worst-case bounds rely only on the data to generate a range of supported parameter values. (Wikipedia).

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This video defines a set, special sets, and set notation.

From playlist Sets (Discrete Math)

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This video provides examples to describing a set given the set notation of a set.

From playlist Sets (Discrete Math)

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From playlist Set Theory

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This video provides examples to describing a set given the set notation of a set.

From playlist Sets (Discrete Math)

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From playlist Abstract algebra

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This video introduces the basic vocabulary used in set theory. http://mathispower4u.wordpress.com/

From playlist Sets

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This video defines set-builder notation and compares it to interval expressed graphically, using interval notation, and using inequalities. Site: http://mathispower4u.com

From playlist Using Interval Notation

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From playlist LAFF - Week 9

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Please feel free to leave comments/questions on the video and practice problems below! In this video series, we'll explore the basics of set theory. I assume no experience with set theory in the video series and anyone who's "been around town" in math should understand the videos. To make

From playlist Set Theory by Mathoma

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From playlist Turing trustworthy digital identity conference

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From playlist O'Reilly Webcasts 3

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From playlist Healthcare NLP Summit 2021

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From playlist Trustworthy Digital Identity – Workshop, December 2022

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From playlist Data-Driven Control with Machine Learning

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From playlist Structural Equation Modeling

Related pages

Selection bias | Statistical inference | Confidence region | Law of total probability | Identifiability | Confidence interval | Missing data | Statistical parameter | Heckman correction | Game theory | Set estimation | Rubin causal model | Point estimation | Statistical model | Econometrica | Statistics | Econometrics | Binary random variable