Endogenous treatment effect for any response conditional on control propensity score

  • Choi, Jin-young
  • Lee, Goeun
  • Lee, Myoung-jae
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초록

In finding X-heterogeneous effects of an endogenous treatment D on a response Y where X is covariates and an instrument 8 is available, we overcome the X-dimension problem, by conditioning on the "control propensity score"E(D|X, 8 = 0). We propose two estimators allowing for any form of Y. (c) 2022 Elsevier B.V. All rights reserved.

키워드

Endogenous treatmentComplier effectPropensity scoreRandomizationInstrumental variable estimatorROBUST ESTIMATIONIDENTIFICATION
제목
Endogenous treatment effect for any response conditional on control propensity score
저자
Choi, Jin-youngLee, GoeunLee, Myoung-jae
DOI
10.1016/j.spl.2022.109747
발행일
2023-05-01
유형
Article
저널명
Statistics and Probability Letters
196