Lee Bounds for Random Objects

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Kurisu, Daisuke, Okamoto, Yuta, Otsu, Taisuke
Format: Preprint
Published: 2026
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866914255506243584
author Kurisu, Daisuke
Okamoto, Yuta
Otsu, Taisuke
author_facet Kurisu, Daisuke
Okamoto, Yuta
Otsu, Taisuke
contents In applied research, Lee (2009) bounds are widely applied to bound the average treatment effect in the presence of selection bias. This paper extends the methodology of Lee bounds to accommodate outcomes in a general metric space, such as compositional and distributional data. By exploiting a representation of the Fréchet mean of the potential outcome via embedding in an Euclidean or Hilbert space, we present a feasible characterization of the identified set of the causal effect of interest, and then propose its analog estimator and bootstrap confidence region. The proposed method is illustrated by numerical examples on compositional and distributional data.
format Preprint
id arxiv_https___arxiv_org_abs_2601_09453
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Lee Bounds for Random Objects
Kurisu, Daisuke
Okamoto, Yuta
Otsu, Taisuke
Econometrics
In applied research, Lee (2009) bounds are widely applied to bound the average treatment effect in the presence of selection bias. This paper extends the methodology of Lee bounds to accommodate outcomes in a general metric space, such as compositional and distributional data. By exploiting a representation of the Fréchet mean of the potential outcome via embedding in an Euclidean or Hilbert space, we present a feasible characterization of the identified set of the causal effect of interest, and then propose its analog estimator and bootstrap confidence region. The proposed method is illustrated by numerical examples on compositional and distributional data.
title Lee Bounds for Random Objects
topic Econometrics
url https://arxiv.org/abs/2601.09453