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Economics > Econometrics
Title: Partial Identification of Individual-Level Parameters Using Aggregate Data in a Nonparametric Model
(Submitted on 12 Mar 2024 (v1), last revised 3 May 2024 (this version, v5))
Abstract: It is well known that the relationship between variables at the individual level can be different from the relationship between those same variables aggregated over individuals. In this paper, I develop a methodology to partially identify linear combinations of conditional mean outcomes for individual-level outcomes of interest without imposing parametric assumptions when the researcher only has access to aggregate data. I construct identified sets using an optimization program that allows for researchers to impose additional shape and data restrictions. I also provide consistency results and construct an inference procedure that is valid with data that only provides marginal information about each variable. I apply the methodology to simulated and real-world data sets and find that the estimated identified sets are too wide to be useful, but become narrower as more assumptions are imposed and data aggregated at a finer level is available.
Submission history
From: Sarah Moon [view email][v1] Tue, 12 Mar 2024 01:14:35 GMT (142kb,D)
[v2] Wed, 27 Mar 2024 05:52:07 GMT (178kb,D)
[v3] Fri, 5 Apr 2024 15:44:12 GMT (645kb,D)
[v4] Tue, 16 Apr 2024 14:02:32 GMT (547kb,D)
[v5] Fri, 3 May 2024 22:07:42 GMT (548kb,D)
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