A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated

DOI10.1016/J.ECONLET.2010.11.001MaRDI QIDQ631285zbMATH OpenOpenAlexFDO

Authors Chirok Han, Beom-Soo Kim

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

zbMATH Keywords

generalized method of momentsmethod of momentsparadoxaverage treatment effectaverage treatment effect on the treatedestimated propensity score

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• A paradox concerning nuisance parameters and projected estimating functions
• A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
• Asymptotic Properties of Weighted M-estimators for variable probability samples
• Characterizing the effect of matching using linear propensity score methods with normal distributions
• Econometric analysis of cross section and panel data.
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
• GMM redundancy results for general missing data problems
• Improved instrumental variables and generalized method of moments estimators
• Inverse probability weighted estimation for general missing data problems
• On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
• Redundancy of moment conditions
• The asymptotic effect of substituting estimators for parameters in certain types of statistics
• The central role of the propensity score in observational studies for causal effects

Cited in

(5)

• Humphreys's paradox and the interpretation of inverse conditional propensities
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
• Estimating average treatment effect on the treated via sufficient dimension reduction
• Moment redundancy test with application to efficiency-improving copulas
• Efficient propensity score regression estimators of multivalued treatment effects for the treated

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