[Statlist] Research Seminar in Statistics | *FRIDAY 13 DECEMBER 2024* | GSEM, University of Geneva

[gsem-support-instituts]

Dear all,

We are pleased to invite you to our next Research Seminar, organized by Professor Davide La Vecchia on behalf of the Research Institute for Statistics and Information Science
< https://www.unige.ch/gsem/en/research/institutes/risis/team/ >.

FRIDAY 13 DECEMBER 2024, at 11:15 am, Uni Mail M 5220.

Linear Regressions With Combined Data
(jointly with Xavier D'Haultfoeuille, CREST, and Arnaud Maurel, Duke University)
Christophe GAILLAC, GSEM
< https://www.unige.ch/gsem/en/about/news-events/news/2024/christophe-gaillac-associate-professor/ >

ABSTRACT:
We study best linear predictions in a context where the outcome of interest and some of the covariates are observed in two different datasets that cannot be matched. Traditional approaches obtain point identification by relying, often implicitly, on exclusion restrictions. We show that without such restrictions, coefficients of interest can still be partially identified and we derive a constructive characterization of the sharp identified set. Technically speaking, our first identification result can be seen as an extension of the Cambanis-Simons-Stout inequality. We then build on this characterization to develop computationally simple and asymptotically normal estimators of the corresponding bounds. To obtain these results, we build on asymptotic results about the optimal transport cost on the real line. We study their performance through simulations. Finally, we apply our method to racial inequality in patent applications in the United States. Even when the race of applicants is unobserved in the patent data, our method yields informative bounds without relying on the exclusion restrictions usually imposed in the literature.

Keywords: Best linear prediction; data combination; optimal transport, partial identification; racial innovation gap.

> View the Research Seminar agenda: < https://www.unige.ch/gsem/en/research/seminars/risis/ >

Regards,


Marie-Madeleine	


Marie-Madeleine Novo 
Assistant to the Research Institutes
gsem-support-instituts at unige.ch