A Measure of Robustness to Misspecification

S-Tier
Journal: American Economic Review
Year: 2015
Volume: 105
Issue: 5
Pages: 476-80

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Researchers often report estimates and standard errors for the object of interest (such as a treatment effect) based on a single specification of a statistical model. We propose a systematic approach to assessing sensitivity to specification. We construct estimates of the object of interest for each of a large set of models. Our proposed robustness measure is the standard deviation of the point estimates over the set of models. Each member of the set is generated by splitting the sample into two subsamples based on covariate values, constructing separate parameter estimates for each subsample, and then combining the results.

Technical Details

RePEc Handle
repec:aea:aecrev:v:105:y:2015:i:5:p:476-80
Journal Field
General
Author Count
2
Added to Database
2026-01-24