Calendrier du 19 juin 2017
Roy Seminar (ADRES)
Du 19/06/2017 de 17:00 à 18:30
Salle R1-09, Campus Jourdan, 48 boulevard Jourdan, 75014 Paris
SORENSEN Peter Norman (Université de Copenhague)
Strategic Sample selection
What is the impact of sample selection on the inference payoff of an evaluator testing
a simple hypothesis based on the outcome of a location experiment? Compared to a random
data point, data selected as the highest of several observations is less dispersed and
thus always increases the evaluator’s welfare if and only if quantile density of the noise
distribution is less elastic than for the Gumbel distribution, as with logistic or normal noise.
More generally, we characterize the welfare impact of sample selection depending on its
effect on local dispersion. Also, we show that extreme selection benefits the evaluator. The
results are applied to the analysis of strategic sample selection by a biased researcher who
strategically selects the most favorable of several observations.
GSIELM (Graduate Students International Economics and Labor Market) Lunch Seminar
Du 19/06/2017 de 13:00 à 14:00
Salle S/19, MSE, 106 boulevard de l'Hôpital, 75013 Paris
IODICE Irène (Scuola Superiore Sant’Anna - Paris 1 - EMbeDS)
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