Author Abstract
What does it mean to say that a quantity is identifiable from the data? Statisticians seem to agree on a definition in the context of parametric statistical models—roughly, a parameter θ in a model P = {Pθ : θ ∈ Θ} is identifiable if the mapping θ 7→ Pθ is injective. This definition raises important questions: Are parameters the only quantities that can be identified? Is the concept of identification meaningful outside of parametric statistics? Does it even require the notion of a statistical model? Partial and idiosyncratic answers to these questions have been discussed in econometrics, biological modeling, and in some subfields of statistics like causal inference. This paper proposes a unifying theory of identification that incorporates existing definitions for parametric and nonparametric models and formalizes the process of identification analysis. The applicability of this framework is illustrated through a series of examples and two extended case studies.
Paper Information
- Full Working Paper Text
- Working Paper Publication Date: February 2020
- HBS Working Paper Number: HBS Working Paper #20-086
- Faculty Unit(s): Technology and Operations Management
