# Tagged Questions

A model is identifiable if a single set of parameters can be found that will yield the best fit.

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### Linear moment inequality for layman

Can someone please explain Manski approach to partial identification in very basic terms? I have gone through a lot of stuff but failed to find an intuitive explanation. I also don't understand how ...
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### Identifiability of ordered regression cutpoints

I have an ordered regression model as described in ?polr: The ordered factor which is observed is which bin Y_i falls into with breakpoints zeta_0 = -Inf ...
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### Alternative construction of ARMA(1,1) process

My question is related to the exercise 2.9, p. 79 in Brockwell & Davis, An Introduction to Time Series Analysis and Forecasting, 2nd edition, New-York, Springer, 2002 (It is also related to ...
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### identification condition in factor model

Consider the following factor structure: $\Sigma=\Lambda \Lambda' + \Phi$ where $\Sigma$ is $p \times p$, $\Lambda$ is $p \times m$ without any restrictions and $\Phi$ is a $p \times p$ diagonal ...
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### Is this simultaneous equation model identified?

I have a 3 equation simultaneous equation model where all 3 dependent variables depend on each other (i.e. Y1 is based on Y2 and Y3; Y2 is based on Y1 and Y3; Y3 is based on Y1 and Y2). Would all 3 ...
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### How can I tell if a statistical model is “identified”?

My econometrics professor used the term "identified" in class. We are considering data generating processes of the form $$Y = \beta_0 + \beta_1 X + U$$ where $X$ is a random variable and $U$ is a ...