<p>A parameter is &quot;identified&quot; if it can be known from an infinite amount of data. &quot;Underidentified&quot; thus means, &quot;even if we had infinite data, we could never learn the true parameter&quot;.</p>
<p>&quot;Point identified&quot; contrasts with &quot;set identified&quot; with &quot;point&quot; meaning, &quot;we know the exact value&quot; and &quot;set&quot; meaning &quot;we have a set and know the true value is in the set&quot;.</p>

CC BY-SA 4.0
2021-09-15T22:37:51.833Z
Thank @Michael, I am wondering if "Identified" also means if we have enough data, we will have the more precise result,  or something similar to that?
Phil Nguyen
CC BY-SA 4.0
2021-09-15T22:43:13.663Z
And, a very clear and great answer, thank Micheal!
Phil Nguyen
CC BY-SA 4.0
2021-09-16T07:36:07.480Z
"Identified" makes no comment on the variance (precision) of an estimator. "Efficiency" or a presentation of the asymptotic distribution are the key things to look for regarding precision.
Michael Gmeiner
CC BY-SA 4.0
2021-09-15T12:11:05.200Z
2021-09-15T16:43:14.257Z
2021-09-15T16:43:14.257Z
Michael Gmeiner
<p><a href="https://www.mendeley.com/catalogue/b1e55330-f605-363c-b07f-3ab67325e929/?utm_source=desktop&amp;utm_medium=1.19.8&amp;utm_campaign=open_catalog&amp;userDocumentId=%7B47d22c8f-e7ba-3ead-9833-eeae8a94d5f0%7D" rel="nofollow noreferrer">Borusyak, 2021</a> has a sentence</p>
<blockquote>
<p>First, we note that failing to rule out anticipation effects in
“fully-dynamic” specifications (with all leads and lags of treatment
included) leads to an <strong>underidentification</strong> problem, where the
dynamic path of anticipation and treatment effects over time is not
<strong>point-identified</strong></p>
</blockquote>
<p>I am wondering what do &quot;underidentification&quot; and &quot;point-identified&quot; mean in this case? I ask these words here because these words are not in the vocabulary (I checked with Cambridge dictionary) and I believe it belongs to econometrics words.</p>

CC BY-SA 4.0
2021-09-15T07:57:22.277Z
https://www.sjsu.edu/faculty/watkins/identification.htm
EB3112
CC BY-SA 4.0
2021-09-15T13:42:25.393Z
Obligatory reference: [Lewbel: The Identification zoo, Journal of Economic Literature, 50, 835-903](http://www.doi.org/10.1257/jel.20181361)
tdm
CC BY-SA 4.0
2021-09-15T19:03:22.610Z
@tdm: at a glance, that looks like a really useful reference. thanks.
mark leeds
<econometrics><nonexpert>
What do "underidentification" and "point-identified" mean in econometrics?
Phil Nguyen
# What do "underidentification" and "point-identified" mean in econometrics?

(Asked by: username_0 on 2021-09-15)

[Borusyak, 2021](https://www.mendeley.com/catalogue/b1e55330-f605-363c-b07f-3ab67325e929/?utm_source=desktop&utm_medium=1.19.8&utm_campaign=open_catalog&userDocumentId=%7B47d22c8f-e7ba-3ead-9833-eeae8a94d5f0%7D) has a sentence

> First, we note that failing to rule out anticipation effects in
> “fully-dynamic” specifications (with all leads and lags of treatment
> included) leads to an **underidentification** problem, where the
> dynamic path of anticipation and treatment effects over time is not
> **point-identified**

I am wondering what do "underidentification" and "point-identified" mean in this case? I ask these words here because these words are not in the vocabulary (I checked with Cambridge dictionary) and I believe it belongs to econometrics words.

**Tags:** econometrics, nonexpert
> **Comments:**
> **username_1**: https://www.sjsu.edu/faculty/watkins/identification.htm  
> **username_2**: Obligatory reference: [Lewbel: The Identification zoo, Journal of Economic Literature, 50, 835-903](http://www.doi.org/10.1257/jel.20181361)  
> **username_3**: @tdm: at a glance, that looks like a really useful reference. thanks.  

---

## 1 answers

### Answer by username_4 on 2021-09-15. Score: 7 | Accepted answer

A parameter is "identified" if it can be known from an infinite amount of data. "Underidentified" thus means, "even if we had infinite data, we could never learn the true parameter".

"Point identified" contrasts with "set identified" with "point" meaning, "we know the exact value" and "set" meaning "we have a set and know the true value is in the set".

> **Comments:**
> **username_0**: Thank @Michael, I am wondering if "Identified" also means if we have enough data, we will have the more precise result,  or something similar to that?  
> **username_0**: And, a very clear and great answer, thank Micheal!  
> **username_4**: "Identified" makes no comment on the variance (precision) of an estimator. "Efficiency" or a presentation of the asymptotic distribution are the key things to look for regarding precision.  

---

