Search Results - subject:"sensitivity analysis."

Bonhomme, Stéphane; Weidner, Martin - 2021

Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments of individual fixed-effects, or average partial effects in discrete choice models. For such quantities, we propose and study posterior average effects (PAE), where the average...

Persistent link: https://www.econbiz.de/10012667936

A guide to value of information methods for prioritising research in health impact modelling

Jackson, Christopher; Johnson, Robert; de Nazelle, Audrey; … - In: Epidemiologic Methods 10 (2021) 1

Abstract Health impact simulation models are used to predict how a proposed policy or scenario will affect population health outcomes. These models represent the typically-complex systems that describe how the scenarios affect exposures to risk factors for disease or injury (e.g. air pollution...

Persistent link: https://www.econbiz.de/10014590690

Designing experiments informed by observational studies

Rosenman, Evan T. R.; Owen, Art B. - In: Journal of Causal Inference 9 (2021) 1, pp. 147-171

Abstract The increasing availability of passively observed data has yielded a growing interest in “data fusion” methods, which involve merging data from observational and experimental sources to draw causal conclusions. Such methods often require a precarious tradeoff between the unknown...

Persistent link: https://www.econbiz.de/10014610911

Novel bounds for causal effects based on sensitivity parameters on the risk difference scale

Sjölander, Arvid; Hössjer, Ola - In: Journal of Causal Inference 9 (2021) 1, pp. 190-210

Abstract Unmeasured confounding is an important threat to the validity of observational studies. A common way to deal with unmeasured confounding is to compute bounds for the causal effect of interest, that is, a range of values that is guaranteed to include the true effect, given the observed...

Persistent link: https://www.econbiz.de/10014610916

Reverse Sensitivity Analysis for Risk Modelling

Pesenti, Silvana M. - 2021

We consider the problem where a modeller conducts sensitivity analysis of a model consisting of random input factors, a … Monte Carlo samples.The proposed reverse sensitivity analysis framework is model-free and allows for stresses on the output … (c) expected utility type constraints, thus making the reverse sensitivity analysis framework suitable for risk models …

Persistent link: https://www.econbiz.de/10013219530

Sensitivity analysis with $\chi^2$-divergences

Makam, Vaishno Devi; Millossovich, Pietro; Tsanakas, Andreas - 2021

We introduce an approach to sensitivity analysis of quantitative risk models, for the purpose of identifying the most …

Persistent link: https://www.econbiz.de/10013242059

The Sensitivity of Experimental Impact Estimates : Evidence from the National Jtpa Study

Heckman, James J.; Smith, Jeffrey A. - 2021

The recent experimental evaluation of the U.S. Job Training Partnership Act (JTPA) program found negative effects of training on the earnings of disadvantaged male youth and no effect on the earnings of disadvantaged female youth. These findings provided justification for Congress to cut the...

Persistent link: https://www.econbiz.de/10013243373

The Other Side of the Tradeoff : the Impact of Risk on Executive Compensation

Aggarwal, Raj; Samwick, Andrew - 2021

The principal-agent model of executive compensation is of central importance to the modern theory of the firm and corporate governance, yet the existing empirical evidence supporting it is quite weak. The key predication of the model is that the executive's pay-performance sensitivity is...

Persistent link: https://www.econbiz.de/10013215701

Sensitivity to calibrated parameters

Jørgensen, Thomas H. - 2021

Persistent link: https://www.econbiz.de/10012549077

Wage expectation, information and the decision to become a nurse

Kugler, Philipp - 2021

the minimum strength that unobserved confounders would need to change the conclusion. The sensitivity analysis shows that …

Persistent link: https://www.econbiz.de/10012427069