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A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
- Authors
- Han, Chirok; Kim, Beomsoo
- Issue Date
- 2월-2011
- Publisher
- ELSEVIER SCIENCE SA
- Keywords
- Average treatment effect; Average treatment effect on the treated; Estimated propensity score; Generalized method of moments; Method of moments; Paradox
- Citation
- ECONOMICS LETTERS, v.110, no.2, pp.163 - 165
- Indexed
- SSCI
SCOPUS
- Journal Title
- ECONOMICS LETTERS
- Volume
- 110
- Number
- 2
- Start Page
- 163
- End Page
- 165
- ISSN
- 0165-1765
- Abstract
- By treating one nuisance parameter as two distinct parameters and using some moment conditions twice, we provide an explanation to a paradox in the inverse probability weighting estimation of the average treatment effect on the treated. (C) 2010 Elsevier B.V. All rights reserved.
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