Specification tests for the propensity score
From MaRDI portal
Publication:143736
DOI10.1016/j.jeconom.2019.02.002zbMath1452.62957arXiv1611.06217OpenAlexW2554640003WikidataQ128288484 ScholiaQ128288484MaRDI QIDQ143736
Pedro H.C. Sant’Anna, Xiaojun Song, Xiaojun Song, Pedro H. C. Sant'Anna
Publication date: June 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.06217
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (5)
Identification and estimation of triangular models with a binary treatment ⋮ Difference-in-differences with multiple time periods ⋮ pstest ⋮ Indirect inference with a non-smooth criterion function ⋮ Testing independence between exogenous variables and unobserved errors
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Consistent model specification tests
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A consistent test of functional form via nonparametric estimation techniques
- Efficient Semiparametric Estimation of Quantile Treatment Effects
- Does matching overcome LaLonde's critique of nonexperimental estimators?
- An updated review of goodness-of-fit tests for regression models
- A simple consistent bootstrap test for a parametric regression function
- The strong law under random censorship
- Comparing nonparametric versus parametric regression fits
- Nonparametric model checks for regression
- Global power functions of goodness of fit tests.
- Weak convergence and empirical processes. With applications to statistics
- Bootstrap and wild bootstrap for high dimensional linear models
- The performance of estimators based on the propensity score
- Tailor-made tests for goodness of fit to semiparametric hypotheses
- Estimation and inference for distribution functions and quantile functions in treatment effect models
- Specification analysis of linear quantile models
- A specification test for the propensity score using its distribution conditional on participation
- Non-parametric Estimation of the Residual Distribution
- Irregular Identification, Support Conditions, and Inverse Weight Estimation
- Approximation Theorems of Mathematical Statistics
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS
- Dealing with limited overlap in estimation of average treatment effects
- The central role of the propensity score in observational studies for causal effects
- Model-Based Direct Adjustment
- Bootstrap Approximations in Model Checks for Regression
- Matching As An Econometric Evaluation Estimator
- A Consistent Conditional Moment Test of Functional Form
- Asymptotic Theory of Integrated Conditional Moment Tests
- Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme
- Model Checks for Generalized Linear Models
- Probability for Statisticians
- On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
- Characterizing Selection Bias Using Experimental Data
- A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS
- Inference on Treatment Effects after Selection among High-Dimensional Controls
- Program Evaluation and Causal Inference With High-Dimensional Data
- Matching on the Estimated Propensity Score
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Testing for Threshold Effects in Regression Models
- Empirical processes indexed by estimated functions
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
This page was built for publication: Specification tests for the propensity score