A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated

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초록

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.

키워드

Average treatment effect; Average treatment effect on the treated; Estimated propensity score; Generalized method of moments; Method of moments; Paradox; PROPENSITY SCORE; SEMIPARAMETRIC ESTIMATION; REDUNDANCY
제목
A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
저자
Han, Chirok; Kim, Beomsoo
DOI
10.1016/j.econlet.2010.11.001
발행일
2011-02
유형
Article
저널명
Economics Letters
권
110
호
2
페이지
163 ~ 165