A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
From MaRDI portal
Publication:631285
DOI10.1016/j.econlet.2010.11.001zbMath1274.62934MaRDI QIDQ631285
Publication date: 22 March 2011
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2010.11.001
paradox; generalized method of moments; method of moments; average treatment effect; average treatment effect on the treated; estimated propensity score
62P20: Applications of statistics to economics
Related Items
Efficient propensity score regression estimators of multivalued treatment effects for the treated, Moment redundancy test with application to efficiency-improving copulas, ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
Cites Work
- Unnamed Item
- Inverse probability weighted estimation for general missing data problems
- The asymptotic effect of substituting estimators for parameters in certain types of statistics
- Redundancy of moment conditions
- Improved instrumental variables and generalized method of moments estimators
- GMM redundancy results for general missing data problems
- A paradox concerning nuisance parameters and projected estimating functions
- A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
- The central role of the propensity score in observational studies for causal effects
- Characterizing the effect of matching using linear propensity score methods with normal distributions
- On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
- Asymptotic Properties of Weighted M-estimators for variable probability samples
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score