The Linear Programming Approach to Partially Identified Models

Andrei Voronin

Papers from arXiv.org

Abstract: In many partially identified models, sharp bounds on structural or causal parameters are values of linear programs (LPs) with estimated coefficients. We introduce a debiased penalty estimator of the LP value. It is pointwise root-n-consistent whenever the population feasible set is nonempty and bounded. Although no estimator is uniformly consistent over the unrestricted collection of distributions, ours retains a one-sided guarantee: the extent to which it can overestimate a sharp lower bound vanishes uniformly. Under a condition ruling out weak identification of the bound, it is also uniformly consistent. We develop two inference procedures exploiting LP structure: a simple pointwise procedure with exact asymptotic coverage, and a uniformly valid procedure. In simulations calibrated to Holmes (2011), our estimator avoids the anticonservative bias of unregularized benchmark estimators and the conservativeness of the set expansion estimator. Both inference procedures deliver reliable coverage, small excess length, and orders-of-magnitude computational gains over test-inversion benchmarks.

Date: 2025-03, Revised 2026-11
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Citations: View citations in EconPapers (2)

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