Set identification (original) (raw)

In statistics and econometrics, set identification (or partial identification) extends the concept of identifiability (or "point identification") in statistical models to situations where the distribution of observable variables is not informative of the exact value of a parameter, but instead constrains the parameter to lie in a strict subset of the parameter space. Statistical models that are set identified arise in a variety of settings in economics, including game theory and the Rubin causal model.