Arbeitspapier

Treatment effect estimation with covariate measurement error

This paper investigates the effect that covariate measurement error has on a conventional treatment effect analysis built on an unconfoundedness restriction that embodies conditional independence restrictions in which there is conditioning on error free covariates. The approach uses small parameter asymptotic methods to obtain the approximate generic effects of measurement error. The approximations can be estimated using data on observed outcomes, the treatment indicator and error contaminated covariates providing an indication of the nature and size of measurement error effects. The approximations can be used in a sensitivity analysis to probe the potential effects of measurement error on the evaluation of treatment effects.

Sprache
Englisch

Erschienen in
Series: cemmap working paper ; No. CWP25/09

Klassifikation
Wirtschaft
Thema
measurement error
potential outcomes
small sigma asymptotics
treatment effects
Statistischer Fehler
Schätztheorie

Ereignis
Geistige Schöpfung
(wer)
Battistin, Erich
Chesher, Andrew
Ereignis
Veröffentlichung
(wer)
Centre for Microdata Methods and Practice (cemmap)
(wo)
London
(wann)
2009

DOI
doi:10.1920/wp.cem.2009.2509
Handle
Letzte Aktualisierung
10.03.2025, 11:44 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Battistin, Erich
  • Chesher, Andrew
  • Centre for Microdata Methods and Practice (cemmap)

Entstanden

  • 2009

Ähnliche Objekte (12)