SECOND INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITIES AND THEIR APPLICATIONS
Cornell University
Ithaca, NY, USA
26 - 29 June 2001

ELECTRONIC PROCEEDINGS

Charles Manski

Imprecise Identification from Incomplete Data

Abstract

An incomplete data problem arises when sample realizations are not fully observable: some realizations may be entirely or partially missing; some variables may be interval-measured. Whatever the specific form of the incomplete data problem, the generic consequence is imprecise identification of the population distribution generating the data. This paper describes completed and ongoing research showing how incomplete data problems lead to imprecise identification of regressions and of parameters solving extremum problems.

Keywords. identification regions, interval data, missing data, nonparametric regression

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Authors addresses:

Department of Economics
Northwestern University
2003 Sheridan Road
Evanston, IL 60208

E-mail addresses:

Charles Manski cfmanski@northwestern.edu


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