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- W2891944419 abstract "We propose a local measure of the relationship between parameter estimates and the moments of the data they depend on. Our measure can be computed at negligible cost even for complex structural models. We argue that reporting this measure can increase the transparency of structural estimates, making it easier for readers to predict the way violations of identifying assumptions would affect the results. When the key assumptions are orthogonality between error terms and excluded instruments, we show that our measure provides a natural extension of the omitted variables bias formula for nonlinear models. We illustrate with applications to published articles in several fields of economics." @default.
- W2891944419 created "2018-09-27" @default.
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- W2891944419 date "2014-11-01" @default.
- W2891944419 modified "2023-09-23" @default.
- W2891944419 title "Measuring the Sensitivity of Parameter Estimates to Estimation Moments" @default.
- W2891944419 hasPublicationYear "2014" @default.
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