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Autori principali: Yang, Xiye, Xu, Ruonan
Natura: Preprint
Pubblicazione: 2025
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Accesso online:https://arxiv.org/abs/2501.15307
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author Yang, Xiye
Xu, Ruonan
author_facet Yang, Xiye
Xu, Ruonan
contents This paper introduces a direct differentiation-based framework that unifies the derivation of influence functions across parametric, nonparametric, and semiparametric models. We show that the Riesz representer of the functional derivative is obtained by orthogonally projecting the identification function onto the subspace of mean-zero functions. Consequently, the influence function emerges as a linear transformation of this centered moment function. The approach extends seamlessly to infinite-dimensional parameters, revealing a common algebraic form for influence functions across both finite- and infinite-dimensional parameters. Applied to semiparametric multi-step plug-in estimation, our method automatically yields locally robust moment functions and provides an explicit closed-form expression for the adjustment term. Finally, we leverage this framework to revisit the joint versus plug-in estimation debate, establishing verifiable sufficient conditions for their semiparametric efficiency equivalence even when nuisance parameters are over-identified.
format Preprint
id arxiv_https___arxiv_org_abs_2501_15307
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Influence Function: Local Robustness and Efficiency
Yang, Xiye
Xu, Ruonan
Econometrics
This paper introduces a direct differentiation-based framework that unifies the derivation of influence functions across parametric, nonparametric, and semiparametric models. We show that the Riesz representer of the functional derivative is obtained by orthogonally projecting the identification function onto the subspace of mean-zero functions. Consequently, the influence function emerges as a linear transformation of this centered moment function. The approach extends seamlessly to infinite-dimensional parameters, revealing a common algebraic form for influence functions across both finite- and infinite-dimensional parameters. Applied to semiparametric multi-step plug-in estimation, our method automatically yields locally robust moment functions and provides an explicit closed-form expression for the adjustment term. Finally, we leverage this framework to revisit the joint versus plug-in estimation debate, establishing verifiable sufficient conditions for their semiparametric efficiency equivalence even when nuisance parameters are over-identified.
title Influence Function: Local Robustness and Efficiency
topic Econometrics
url https://arxiv.org/abs/2501.15307