Skip to main content
    • Aa
    • Aa


  • Esteban M. Aucejo (a1), Federico A. Bugni (a2) and V. Joseph Hotz (a3)

This paper examines the problem of identification and inference on a conditional moment condition model with missing data, with special focus on the case when the conditioning covariates are missing. We impose no assumption on the distribution of the missing data and we confront the missing data problem by using a worst case scenario approach.

We characterize the sharp identified set and argue that this set is usually too complex to compute or to use for inference. Given this difficulty, we consider the construction of outer identified sets (i.e. supersets of the identified set) that are easier to compute and can still characterize the parameter of interest. Two different outer identification strategies are proposed. Both of these strategies are shown to have nontrivial identifying power and are relatively easy to use and combine for inferential purposes.

Corresponding author
*Address correspondence to Federico A. Bugni, Department of Economics, Duke University, 213 Social Sciences, Box 90097, Durham, NC, 27708; e-mail:
Linked references
Hide All

This list contains references from the content that can be linked to their source. For a full set of references and notes please see the PDF or HTML where available.

T.B Armstrong . (2014) Weighted KS statistics for inference on conditional moment inequalities. Journal of Econometrics 181, 92116.

F.A. Bugni , I.A. Canay , & X. Shi (2015) Specification tests for partially identified models defined by moment inequalities. Journal of Econometrics 185, 259282.

V. Chernozhukov , H. Hong , & E. Tamer (2007) Estimation and confidence regions for parameter sets in econometric models. Econometrica 75, 12431284.

A. Chesher & A. Rosen (2014b) An instrumental variable random coefficients model for binary outcomes. Econometrics Journal 17, S1S19.

J.L. Horowitz & C.F. Manski (1995) Identification and robustness with contaminated and corrupted data. Econometrica 63, 281302.

J.L. Horowitz & C.F. Manski (2000) Nonparametric analysis of randomized experiments with missing covariate and outcome data. Journal of the American Statistical Association 95, 7788.

J.L. Horowitz , C.F. Manski , M. Ponomareva , & J. Stoye (2003) Computation of bounds on population parameters when the data are incomplete. Reliable Computing 9, 419440.

G. Imbens & C.F. Manski (2004) Confidence intervals for partially identified parameters. Econometrica 72, 18451857.

A Lewbel . (2002) Estimation of average treatment effects with misclassification. Econometrica 75, 537551.

A Mahajan . (2006) Identification and estimation of regression models with missclassification. Econometrica 74, 631665.

F Molinari . (2008) Partial identification of probability distributions with misclassified data. Journal of Econometrics 144, 81117.

Recommend this journal

Email your librarian or administrator to recommend adding this journal to your organisation's collection.

Econometric Theory
  • ISSN: 0266-4666
  • EISSN: 1469-4360
  • URL: /core/journals/econometric-theory
Please enter your name
Please enter a valid email address
Who would you like to send this to? *
Type Description Title
Supplementary Materials

Aucejo supplementary material
Aucejo supplementary material 1

 PDF (246 KB)
246 KB


Altmetric attention score

Full text views

Total number of HTML views: 0
Total number of PDF views: 78 *
Loading metrics...

Abstract views

Total abstract views: 352 *
Loading metrics...

* Views captured on Cambridge Core between September 2016 - 21st September 2017. This data will be updated every 24 hours.