Doubly robust uniform confidence band for the conditional average treatment effect function

B-Tier
Journal: Journal of Applied Econometrics
Year: 2017
Volume: 32
Issue: 7
Pages: 1207-1225

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we propose a doubly robust method to estimate the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for identifying the average treatment effect but the covariates of interest for analyzing heterogeneity are of much lower dimension. Our proposed estimator is doubly robust and avoids the curse of dimensionality. We propose a uniform confidence band that is easy to compute, and we illustrate its usefulness via Monte Carlo experiments and an application to the effects of smoking on birth weights.

Technical Details

RePEc Handle
repec:wly:japmet:v:32:y:2017:i:7:p:1207-1225
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25