A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS

B-Tier
Journal: Econometric Theory
Year: 2018
Volume: 34
Issue: 1
Pages: 112-133

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

In this paper we study doubly robust estimators of various average and quantile treatment effects under unconfoundedness; we also consider an application to a setting with an instrumental variable. We unify and extend much of the recent literature by providing a very general identification result which covers binary and multi-valued treatments; unnormalized and normalized weighting; and both inverse-probability weighted (IPW) and doubly robust estimators. We also allow for subpopulation-specific average treatment effects where subpopulations can be based on covariate values in an arbitrary way. Similar to Wooldridge (2007), we then discuss estimation of the conditional mean using quasi-log likelihoods (QLL) from the linear exponential family.

Technical Details

RePEc Handle
repec:cup:etheor:v:34:y:2018:i:01:p:112-133_00
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29