Semiparametrically efficient estimation of the average linear regression function

DOI10.1016/J.JECONOM.2021.07.008MaRDI QIDQ2074616zbMATH OpenOpenAlexFDO

Authors Bryan S. Graham, Cristine Campos de Xavier Pinto

Publication date 10 February 2022

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.12511

zbMATH Keywords

average treatment effectcausal inferenceconditional linear predictorpropensity scoresemiparametric efficiencysemiparametric regression

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A note on the expected value of an inverse matrix
• A Note on the Role of the Propensity Score for Estimating Average Treatment Effects
• A note on variance estimation for the Oaxaca estimator of average treatment effects
• A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
• Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models
• Asymptotic efficiency in estimation with conditional moment restrictions
• Causal inference for statistics, social, and biomedical sciences. An introduction
• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Distribution-free estimation of some nonlinear panel data models
• Doubly Robust Estimation in Missing Data and Causal Inference Models
• Econometric analysis of cross section and panel data.
• Efficiency bounds for missing data models with semiparametric restrictions
• Efficiency Bounds for Semiparametric Regression
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
• Efficient semiparametric estimation of multi-valued treatment effects under ignorability
• Estimating Exposure Effects by Modelling the Expectation of Exposure Conditional on Confounders
• Estimating the Labor Market Impact of Voluntary Military Service Using Social Security Data on Military Applicants
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Handbook of econometrics. Vol. 4
• Handbook of econometrics. Volume 2
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• scientific article; zbMATH DE number 5274806 (Why is no real title available?)
• Inference on treatment effects after selection among high-dimensional controls
• Inverse Probability Tilting for Moment Condition Models with Missing Data
• Inverse probability weighted estimation for general missing data problems
• Mostly harmless econometrics. An empiricist's companion.
• On Deriving the Inverse of a Sum of Matrices
• On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
• Root-N-Consistent Semiparametric Regression
• Semiparametric efficiency bounds
• Semiparametric efficiency in GMM models with auxiliary data
• Semiparametric theory and missing data.
• Statistical estimation in varying coefficient models
• The central role of the propensity score in observational studies for causal effects
• The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
• The role of the propensity score in estimating dose-response functions
• Unobserved heterogeneity and estimation of average partial effects

Cited in

(4)

• On the Averaged Stochastic Approximation for Linear Regression
• Identifying causal effects in experiments with spillovers and non-compliance
• Neglected heterogeneity, Simpson's paradox, and the anatomy of least squares
• Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly

This page was built for publication: Semiparametrically efficient estimation of the average linear regression function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2074616)