Inverse probability weighted estimation of local average treatment effects: a higher order MSE expansion

DOI10.1016/J.SPL.2014.08.015MaRDI QIDQ464484zbMATHOpenAlexFDO

Authors Stephen G. Donald, Yu-Chin Hsu, Robert P. Lieli

Publication date 27 October 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.08.015

zbMATH Keywords

higher order expansioninverse probability weighted estimatorlocal average treatment effect

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• Asymptotic expansions for some semiparametric program evaluation estimators
• Dealing with limited overlap in estimation of average treatment effects
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
• Identification and Estimation of Local Average Treatment Effects
• Nonparametric IV estimation of local average treatment effects with covariates
• Semiparametric instrumental variable estimation of treatment response models.

Cited in

(9)

• Local average and quantile treatment effects under endogeneity: a review
• Estimation and inference for distribution and quantile functions in endogenous treatment effect models
• Efficient Covariate Balancing for the Local Average Treatment Effect
• A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
• A Stochastic Frontier Model with Endogenous Treatment Status and Mediator
• A Simple and Efficient Estimation of Average Treatment Effects in Models with Unmeasured Confounders
• Instrumental variable estimation of weighted local average treatment effects
• Inference on local average treatment effects for misclassified treatment
• Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting

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