Sensitivity Analysis of Arbitrarily Identified Simultaneous-Equation Models
作者： Kenneth C. Land , Marcus Felson
DOI: 10.1177/004912417800600301
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摘要: Current sociological theory often leads to underidentified simultaneous-equation models, some of which are "identified" by arbitrary specification. This paper applies the term sensitivity analysis methods for exploring how numerical parameter estimates depend upon identifying assumptions in such models. Three ad hoc identified that have been used literature: (1) estimation under alternative specifications, (2) trying out a range values parameters, and (3) use algebraic inequalities obtain bounds on sample parameters. Mathematical programming is introduced here as fourth method generalizing last procedure then applied specific example.
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