# Questions tagged [identification]

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### Estimating LATE from RDD using OLS - Have I understood it correctly?

I am currently running a project using RDD in STATA where I am unable to use the handy "rdrobust" command, and hence have to use the conventional "regress" function instead, i.e., ...
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### Parameter identification and causal identification

When people say identification, do "parametric identification" and "causal identification" mean completely different? Ex) When performing ML estimation, the sentence that one ...
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### How to identify coefficients for all levels of categorical variables when you have multiple of them

I have an equation like y ~ x1 + x2 + x3 + x4 where the first 3 variables are categorical and the last one is continues. I want to identify the coefficients for all ...
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### Rank condition for identification

In Basic Econometrics, Gujarati and Porter define a rank condition for identification of simultaneous equations: What would be its proof?
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### identification SEM model

Can someone explain to me how I calculate the non-redundant parameters? I read everywhere that you calculate this by p (p + 1) / 2, but do you have to do this per latent variable or in total or with ...
33 views

### How to calculate accuracy of identification using embedings and corresponded labels? [closed]

I'm trying to implement deep speaker embeding system and after getting voice embeddings I need to somehow calculate accuracy. But there is no mention in deep speaker paper about how they calculated ...
1k views

### Identify parameters for ARIMA model

I am trying to build ARIMA model, I have 144 terms in my standardized time series, which represent residuals form original time series. This residuals, on which I would like to build ARIMA model, are ...
23 views

### Why is parameter identification defined on the distribution of observables, rather than just the sample?

I'm struggling to intuitively understand parameter estimation. Specifically, why do we say that a parameter is identified if it is determined by the probability distributions of observables? e.g. we ...
55 views

### Tuning an approximate model with data?

Given an approximate model (obtained by theoretical simplifications etc.), how can observations (data) be used to fine tune it?. Standard supervised learning techniques can used for constructing ...
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### ARMA vs AR process differences

According to wold representation theorem every covariance-stationary time series can be written as a linear combination of lagged values of a white noise process (MA(∞) representation). Now if a MA(∞) ...
65 views

### Identifying restriction in MLE?

Consider the following density function: $$f(x; a,b) = \frac{(1-a)b}{2a x^2}$$ where $a$ and $b$ cannot be separately identified. Now suppose that given my data, I can restrict $a$ to two possible ...
114 views

### What is next after a referee rejects an instrumental variable strategy?

I have a paper that just got rejected. It appears that my identification strategy is not sound enough. Below I describe the critique and seek some advice. My sample is elderly aged 55 and over. The ...
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### Convolutional Neural Networks for identification of specific objects instead of object categories?

Is it for example feasible to hand a query image of my dog "Dave" to a CNN, and then use the CNN to find all images of "Dave" in a database of dog images? If so, how would one do this? If not, why ...
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### Identification assumptions and causal relationships

I'm new to econometrics and I'm having a hard time answering if the following statement is true or false: "In regression studies, making adequate identification assumptions is sufficient for ...
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### Residual ACF of AR and MA models is the same

For Autoregressive Integrated Moving Average models (ARIMA), if the residual autocorrelation function (ACF) of both autoregressive, AR(1), and moving average, MA(1), models is the same what does this ...