Efficient estimation of average treatment effects using the estimated propensity score
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Summary
It is shown that weighting with the inverse of a nonparametric estimate of the propensity Score, rather than the true propensity score, leads to efficient estimates of the various average treatment effects, whether the pre-treatment variables have discrete or continuous distributions.
- Type
- article
- Published
- 2003-07-01
- Cited by
- 2,827
- References
- 51
- Access
- Open access
- OpenAlex
- https://openalex.org/W2119711634
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:17806466
Keywords
Propensity score matching, Estimation, Statistics, Econometrics, Mathematics
References
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- Reducing Bias in Observational Studies Using Subclassification on the Propensity Score
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- A Generalization of Sampling Without Replacement from a Finite Universe
- Convergence rates and asymptotic normality for series estimators
- Semiparametric Efficiency in Multivariate Regression Models with Missing Data
- Inverse probability weighted M-estimators for sample selection, attrition, and stratification
- Imposing Moment Restrictions from Auxiliary Data by Weighting
- Model-Based Direct Adjustment
- Characterizing the effect of matching using linear propensity score methods with normal distributions
- Improved instrumental variables and generalized method of moments estimators
- Nonparametric Maximum Likelihood Estimation by the Method of Sieves
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- Semiparametric Efficiency in GMM Models with Nonclassical Measurement Error
- The Causal Effect of School Reform: Evidence from California's Quality Education Investment Act
- Causal inference and case-control studies with applications related to childhood diabetes
- Three Essays on Quantile Regression
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- Treatrew: A User-Written Command for Estimating Average Treatment Effects by Reweighting on the Propensity Score
- Essays in empirical corporate finance: CEO compensation, social interactions, and M&A
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