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

Han, Chirok; Kim, Beomsoo

doi:10.1016/j.econlet.2010.11.001

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

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WEB OF SCIENCE

6

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5

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