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

Keywords

Propensity score matching, Estimation, Statistics, Econometrics, Mathematics

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