Dilation bootstrap

Alfred Galichon, Marc Henry

    Research output: Contribution to journalArticle

    Abstract

    We propose a methodology for combining several sources of model and data incompleteness and partial identification, which we call Composition Theorem. We apply this methodology to the construction of confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap methodology to deal with sampling uncertainty without reference to the hypothesized economic structure. It requires bootstrapping the quantile process for univariate data and a novel generalization of the latter to higher dimensions. Once the dilation is chosen to control the confidence level, the unknown true distribution of the observed data can be replaced by the known empirical distribution and confidence regions can then be obtained as in Galichon and Henry (2011) and Beresteanu et al. (2011).

    Original languageEnglish (US)
    Pages (from-to)109-115
    Number of pages7
    JournalJournal of Econometrics
    Volume177
    Issue number1
    DOIs
    StatePublished - Nov 2013

    Fingerprint

    Dilation
    Bootstrap
    Confidence Region
    Methodology
    Partial Identification
    Quantile Process
    Internal Consistency
    Identification (control systems)
    Henry
    Incompleteness
    Empirical Distribution
    Bootstrapping
    Confidence Level
    Sampling
    Econometrics
    Economics
    Higher Dimensions
    Univariate
    Chemical analysis
    Uncertainty

    Keywords

    • Dilation bootstrap
    • Optimal matching
    • Partial identification
    • Quantile process

    ASJC Scopus subject areas

    • Economics and Econometrics
    • Applied Mathematics
    • History and Philosophy of Science

    Cite this

    Dilation bootstrap. / Galichon, Alfred; Henry, Marc.

    In: Journal of Econometrics, Vol. 177, No. 1, 11.2013, p. 109-115.

    Research output: Contribution to journalArticle

    Galichon, A & Henry, M 2013, 'Dilation bootstrap', Journal of Econometrics, vol. 177, no. 1, pp. 109-115. https://doi.org/10.1016/j.jeconom.2013.07.001
    Galichon, Alfred ; Henry, Marc. / Dilation bootstrap. In: Journal of Econometrics. 2013 ; Vol. 177, No. 1. pp. 109-115.
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