A simple and successful shrinkage method for weighting estimators of treatment effects

DOI10.1016/j.csda.2014.09.015zbMath1466.62179OpenAlexW2043060043MaRDI QIDQ1659140

Selver Derya Uysal, Winfried Pohlmeier, Ruben Seiberlich

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.09.015

zbMATH Keywords

shrinkagepropensity scoreaverage treatment effecteconometric evaluationpenalizing

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores

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