Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)

A-Tier
Journal: Journal of Business & Economic Statistics
Year: 2016
Volume: 34
Issue: 2
Pages: 288-301

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We propose a locally efficient estimator for a class of semiparametric data combination problems. A leading estimand in this class is the average treatment effect on the treated (ATT). Data combination problems are related to, but distinct from, the class of missing data problems with data missing at random (of which the average treatment effect (ATE) estimand is a special case). Our estimator also possesses a double robustness property. Our procedure may be used to efficiently estimate, among other objects, the ATT, the two-sample instrumental variables model (TSIV), counterfactual distributions, poverty maps, and semiparametric difference-in-differences. In an empirical application, we use our procedure to characterize residual Black--White wage inequality after flexibly controlling for “premarket” differences in measured cognitive achievement. Supplementary materials for this article are available online.

Technical Details

RePEc Handle
repec:taf:jnlbes:v:34:y:2016:i:2:p:288-301
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25