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econ.EM2025
Reasonable uncertainty: Confidence intervals in empirical Bayes discrimination detection
Jiaying Gu, Nikolaos Ignatiadis, Azeem M. Shaikh
We revisit empirical Bayes discrimination detection, focusing on uncertainty arising from both partial identification and sampling variability. While prior work has mostly focused…
econ.EM2025
Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression
Jiafeng Chen, Jiaying Gu, Soonwoo Kwon
In the value-added literature, it is often claimed that regressing on empirical Bayes shrinkage estimates corrects for the measurement error problem in linear regression. We clarif…