https://github.com/mwt/guide-inequalities
Code for "A User's Guide for Inference in Models Defined by Moment Inequalities"
https://github.com/mwt/guide-inequalities
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Code for "A User's Guide for Inference in Models Defined by Moment Inequalities"
- Host: GitHub
- URL: https://github.com/mwt/guide-inequalities
- Owner: mwt
- License: mit
- Created: 2023-04-26T18:26:30.000Z (about 3 years ago)
- Default Branch: main
- Last Pushed: 2023-07-21T00:36:32.000Z (almost 3 years ago)
- Last Synced: 2025-03-29T08:19:00.853Z (about 1 year ago)
- Language: MATLAB
- Homepage:
- Size: 1.13 MB
- Stars: 7
- Watchers: 2
- Forks: 11
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Code for "A User's Guide for Inference in Models Defined by Moment Inequalities"
**This code is not yet ready for public use.**
This repository contains the code for the paper "A User's Guide for Inference in Models Defined by Moment Inequalities" by Canay, Illanes, and Velez available [here](https://faculty.wcas.northwestern.edu/iac879/wp/inequalities-guide.pdf).
## Structure
The code is organized into four folders:
* `data` contains fake data intended to be similar to the data used in the empirical application in the paper. The data is stored in several csv files. The file [`data/README.md`](data/README.md) contains a description of the data.
* `matlab` contains the code for the Matlab implementation of the algorithms. The file [`matlab/README.md`](matlab/README.md) contains a description of the Matlab code.
* `python` contains the code for the Python implementation of the algorithms. The file [`python/README.md`](python/README.md) contains a description of the Python code.
* `r` contains the code for the R implementation of the algorithms. The file [`r/README.md`](r/README.md) contains a description of the R code.
In each of the three code implementations, there is one script for each table in the paper. This script produces the output for the table. The scripts are named `table_1a.m` (or `.py` or `.R`), `table_1b.m`, etc. The scripts are self-contained and can be run independently of each other.
## Outputs
Each implementation produces outputs in a folder named `_results`. The results folder is not included in the repository. The results folder is created when the code is run. The results folder contains a language-specific output data file as well as a `_results/tables-tex` folder containing the tables from the paper. Each table in the paper is a separate file in the `tables-tex` folder. The tables are named `table_1.tex`, `table_2.tex`, etc. The tables are in LaTeX format and can be included in a LaTeX document. You can check the output of the code by comparing the tables in the results folder to the tables in the paper as well as in the [Tables section of this README](#tables).
## Tables
### Matlab tables
#### Table 1
##### Panel A
| | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :--------------: | :---------: | :---------------------: | :-------------------------: | :--------: |
| $\bar{V}$=500 | self-norm | \[-16.0 , 23.4\] | \[-40.0 , 39.3\] | 45.9 |
| | bootstrap | \[-13.9 , 22.4\] | \[-40.0 , 38.5\] | 180.0 |
| $\bar{V}$=1000 | self-norm | \[-40.0 , 29.1\] | \[-40.0 , 63.1\] | 54.4 |
| | bootstrap | \[-40.0 , 26.8\] | \[-40.0 , 60.2\] | 216.3 |
##### Panel B
| | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :--------------: | :---------: | :---------------------: | :-------------------------: | :--------: |
| $\bar{V}$=500 | self-norm | \[-14.3 , 22.6\] | \[-40.0 , 35.9\] | 5.1 |
| | bootstrap | \[-13.1 , 22.1\] | \[-40.0 , 34.8\] | 13.1 |
| $\bar{V}$=1000 | self-norm | \[-40.0 , 28.3\] | \[-40.0 , 57.4\] | 4.2 |
| | bootstrap | \[-40.0 , 26.6\] | \[-40.0 , 54.7\] | 12.8 |
#### Table 2
| | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :--------------: | :---------: | :---------------------: | :-------------------------: | :--------: |
| $\bar{V}$=500 | self-norm | \[-21.0 , 17.1\] | \[-40.0 , 39.1\] | 15.1 |
| | bootstrap | \[-16.0 , 14.6\] | \[-40.0 , 36.6\] | 41.5 |
| $\bar{V}$=1000 | self-norm | \[-40.0 , 17.0\] | \[-40.0 , 62.8\] | 14.0 |
| | bootstrap | \[-40.0 , 13.9\] | \[-40.0 , 55.1\] | 41.5 |
#### Table 3
| Test Stat. | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :--------: | :---------: | :---------------------: | :-------------------------: | :--------: |
| CCK | self-norm | $14.2^{\dagger}$ | \[-40.0 , 12.8\] | 25.0 |
| RC-CCK | self-norm | \[-35.4 , 44.0\] | \[-40.0 , 13.8\] | 36.8 |
| RC-CCK | bootstrap | \[-35.6 , 43.3\] | \[-40.0 , 13.0\] | 42.7 |
| RC-CCK | SPUR1 | \[-39.2 , 53.2\] | \[-40.0 , 18.4\] | 54.4 |
#### Table 4
| | | | | | |
| :--------: | :---------------: | :----------------: | :-----------------: | :-----------------: | :-----------------: |
| | parameter | linear | quadratic | linear | quadratic |
| | $\theta_{1,1}$ | \[ -22.2 , 43.7\] | \[ -22.4 , 76.7\] | \[ -40.0 , 49.6\] | \[ -40.0 , 82.0\] |
| Coca | $\theta_{1,2}$ | \[ -20.0 , 50.0\] | \[ -20.0 , 50.0\] | \[ -20.0 , 50.0\] | \[ -20.0 , 50.0\] |
| Cola | $\theta_{1,3}$ | \[ 0.0 , 0.0\] | \[ -10.0 , 10.0\] | \[ 0.0 , 0.0\] | \[ -10.0 , 10.0\] |
| | $\theta_1(\mu)$ | \[ -79.9 , 133.7\] | \[ -167.8 , 157.5\] | \[ -100.0 , 134.4\] | \[ -190.0 , 195.3\] |
| Energy | $\theta_{2,1}$ | \[ -40.0 , 53.6\] | \[ -40.0 , 67.6\] | \[ -40.0 , 78.2\] | \[ -40.0 , 91.6\] |
| Brands | $\theta_{2,2}$ | \[ -20.0 , 50.0\] | \[ -20.0 , 50.0\] | \[ -20.0 , 50.0\] | \[ -20.0 , 50.0\] |
| | $\theta_{2,3}$ | \[ 0.0 , 0.0\] | \[ -10.0 , 10.0\] | \[ 0.0 , 0.0\] | \[ -10.0 , 10.0\] |
| | $\theta_2(\mu)$ | \[ -75.1 , 99.0\] | \[ -105.8 , 119.9\] | \[ -75.1 , 126.0\] | \[ -105.8 , 142.7\] |
| Comp. time | | 11.0 | 11.9 | 8.6 | 8.7 |
### R tables
#### Table 1
##### Panel A
| $\bar{V}$ | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :---------- | :---------- | :---------------------- | :-------------------------- | :--------- |
| 500 | SN2S | \[-16.0, 23.0\] | \[-40.0, 39.0\] | 6.18 |
| 500 | EB2S | \[-12.0, 22.0\] | \[-40.0, 38.0\] | 586.89 |
| 1000 | SN2S | \[-40.0, 29.0\] | \[-40.0, 63.0\] | 5.95 |
| 1000 | EB2S | \[-40.0, 26.0\] | \[-40.0, 60.0\] | 517.84 |
##### Panel B
| $\bar{V}$ | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :---------- | :---------- | :---------------------- | :-------------------------- | :--------- |
| 500 | SN2S | \[-14.3, 22.6\] | \[-40.0, 35.9\] | 0.99 |
| 500 | EB2S | \[-11.9, 21.7\] | \[-40.0, 34.6\] | 39.88 |
| 1000 | SN2S | \[-40.0, 28.3\] | \[-40.0, 57.4\] | 0.94 |
| 1000 | EB2S | \[-40.0, 26.8\] | \[-40.0, 54.1\] | 39.13 |
#### Table 2
| $\bar{V}$ | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :---------- | :---------- | :---------------------- | :-------------------------- | :--------- |
| 500 | SN2S | \[-21.0, 17.1\] | \[-40.0, 39.1\] | 1.75 |
| 500 | EB2S | \[-15.3, 13.9\] | \[-40.0, 36.1\] | 167.82 |
| 1000 | SN2S | \[-40.0, 17.0\] | \[-40.0, 62.8\] | 1.62 |
| 1000 | EB2S | \[-40.0, 13.1\] | \[-40.0, 54.9\] | 161.40 |
#### Table 4
| | Parameter | Linear | Quadratic | Linear | Quadratic |
| :------------ | :--------------- | :--------------- | :-------------- | :-------------- | :-------------- |
| Coca-Cola | $\theta_{1,1}$ | \[-22.2, 43.7\] | \[-21.9, 76.7\] | \[-40.0, 49.6\] | \[-40.0, 82.0\] |
| | $\theta_{1,2}$ | \[-20.0, 50.0\] | \[-20.0, 50.0\] | \[-20.0, 50.0\] | \[-20.0, 50.0\] |
| | $\theta_{1,3}$ | \[0.0, 0.0\] | \[-10.0, 10.0\] | \[0.0, 0.0\] | \[-10.0, 10.0\] |
| | $\theta_{1}$ | \[-18.7, -16.3\] | \[-17.8, 8.6\] | \[-40.0, 2.3\] | \[-40.0, 14.2\] |
| Energy Brands | $\theta_{2,1}$ | \[-40.0, 53.6\] | \[-40.0, 67.6\] | \[-40.0, 78.2\] | \[-40.0, 91.6\] |
| | $\theta_{2,2}$ | \[-20.0, 50.0\] | \[-20.0, 50.0\] | \[-20.0, 50.0\] | \[-20.0, 50.0\] |
| | $\theta_{2,3}$ | \[0.0, 0.0\] | \[-10.0, 10.0\] | \[0.0, 0.0\] | \[-10.0, 10.0\] |
| | $\theta_{2}$ | \[0.0, 0.0\] | \[0.0, 0.0\] | \[0.0, 0.0\] | \[0.0, 0.0\] |
| Comp. Time | | 1.20 | 1.37 | 1.35 | 1.20 |
### Python tables
#### Table 1
##### Panel A
| $\bar{V}$ | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :---------- | :---------- | :---------------------: | :-------------------------: | :--------: |
| 500 | SN2S | \[-16.0, 23.0\] | \[-40.0, 39.0\] | 2.346 |
| 500 | EB2S | \[-15.0, 22.0\] | \[-40.0, 39.0\] | 416.250 |
| 1000 | SN2S | \[-40.0, 29.0\] | \[-40.0, 63.0\] | 2.081 |
| 1000 | EB2S | \[-40.0, 27.0\] | \[-40.0, 61.0\] | 419.781 |
##### Panel B
| $\bar{V}$ | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :---------- | :---------- | :---------------------: | :-------------------------: | :--------: |
| 500 | SN2S | \[-14.3, 22.6\] | \[-40.0, 35.9\] | 1.045 |
| 500 | EB2S | \[-13.7, 22.3\] | \[-40.0, 34.5\] | 30.341 |
| 1000 | SN2S | \[-40.0, 28.3\] | \[-40.0, 57.4\] | 0.769 |
| 1000 | EB2S | \[-40.0, 27.4\] | \[-40.0, 54.1\] | 30.521 |
#### Table 2
| $\bar{V}$ | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :---------- | :---------- | :---------------------: | :-------------------------: | :--------: |
| 500 | SN2S | \[-21.0, 17.1\] | \[-40.0, 39.1\] | 1.374 |
| 500 | EB2S | \[-17.3, 15.3\] | \[-40.0, 36.5\] | 121.747 |
| 1000 | SN2S | \[-40.0, 17.0\] | \[-40.0, 62.8\] | 1.148 |
| 1000 | EB2S | \[-40.0, 13.8\] | \[-40.0, 54.8\] | 120.689 |
#### Table 3
| Test Stat. | Crit. Value | $\theta_1$: Coca-Cola | $\theta_2$: Energy Brands | Comp. Time |
| :--------- | :---------- | :---------------------: | :-------------------------: | :--------: |
| CCK | SN2S | \[nan, 14.2\] | \[-40.0, 12.8\] | 0.987 |
| RC-CCK | SN2S | \[-35.4, 44.0\] | \[-40.0, 13.8\] | 1.193 |
| RC-CCK | EB2S | \[-36.5, 43.4\] | \[-40.0, 12.6\] | 31.191 |
| RC-CCK | SPUR1 | \[-40.0, 54.5\] | \[-40.0, 18.3\] | 183.142 |
#### Table 4
| | Parameter | Linear | Quadratic | Linear | Quadratic |
| :------------ | :--------------- | :--------------- | :-------------- | :-------------- | :-------------- |
| Coca-Cola | $\theta_{1,1}$ | \[-22.2, 43.7\] | \[-22.4, 76.7\] | \[-40.0, 49.6\] | \[-40.0, 82.0\] |
| | $\theta_{1,2}$ | \[-20.0, 50.0\] | \[-20.0, 50.0\] | \[-20.0, 50.0\] | \[-20.0, 50.0\] |
| | $\theta_{1,3}$ | \[0.0, 0.0\] | \[-10.0, 10.0\] | \[0.0, 0.0\] | \[-10.0, 10.0\] |
| | $\theta_{1}$ | \[-18.7, -16.3\] | \[-17.8, 8.6\] | \[-40.0, 2.3\] | \[-40.0, 14.2\] |
| Energy Brands | $\theta_{2,1}$ | \[-40.0, 53.6\] | \[-40.0, 67.6\] | \[-40.0, 78.2\] | \[-40.0, 91.6\] |
| | $\theta_{2,2}$ | \[-20.0, 50.0\] | \[-20.0, 50.0\] | \[-20.0, 50.0\] | \[-20.0, 50.0\] |
| | $\theta_{2,3}$ | \[0.0, 0.0\] | \[-10.0, 10.0\] | \[0.0, 0.0\] | \[-10.0, 10.0\] |
| | $\theta_{2}$ | \[0.0, 0.0\] | \[0.0, 0.0\] | \[0.0, 0.0\] | \[0.0, 0.0\] |
| Comp. Time | | 0.518 | 0.832 | 0.707 | 0.736 |