观测中不可观测项的识别

摘要：

在实证研究中，数据通常不包括经济模型中所有感兴趣的变量。本文给出了总体水平观测中未观测变量的识别。当每个观测中的可观测量不同时，存在从可观测量到不可观测量的函数映射。这样的函数保证了每个观察中潜在值的唯一性。其关键在于从观测量的分布中识别出观测量和不观测量的联合分布。然后，可观测量和不可观测量的联合分布揭示了每个观测值的潜在价值。这个结果的三个例子进行了讨论。

英文摘要：

In empirical studies, the data usually don't include all the variables of interest in an economic model. This paper shows the identification of unobserved variables in observations at the population level. When the observables are distinct in each observation, there exists a function mapping from the observables to the unobservables. Such a function guarantees the uniqueness of the latent value in each observation. The key lies in the identification of the joint distribution of observables and unobservables from the distribution of observables. The joint distribution of observables and unobservables then reveal the latent value in each observation. Three examples of this result are discussed.

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