When are inferences too fragile to be believed?

John Aldrich

Journal of Economic Methodology, 2006, vol. 13, issue 2, 161-177

Abstract: The use of sensitivity analysis is routine in some fields of empirical econometrics, although econometric theorists have generally taken a critical attitude towards it. This paper presents a framework in which arguments for and against such analysis can be evaluated. It appears that sensitivity is not necessarily a bad, nor sturdiness necessarily a good.

Keywords: sensitivity; robustness; fragility (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/13501780600730653 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:jecmet:v:13:y:2006:i:2:p:161-177

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RJEC20

DOI: 10.1080/13501780600730653

Access Statistics for this article

Journal of Economic Methodology is currently edited by John Davis and D Wade Hands

More articles in Journal of Economic Methodology from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().