Arbeitspapier

Semi-parametric estimation of multi-valued treatment effects for the treated: Estimating equations and sandwich estimators

An estimand of interest in empirical studies with observational data is the average treatment effect of a multi-valued treatment in the treated subpopulation. We demonstrate three estimation approaches: outcome regression, inverse probability weighting and inverse probability weighted regression, where the latter estimator holds a so called doubly robust property. Here, we define the estimators in the framework of partial M-estimation and derive corresponding sandwich estimators of their variances. The finite sample properties of the estimators and the proposed variance estimators are evaluated in simulations that reproduce designs from a previous simulation study in the literature of multi-valued treatment effects. The proposed variance estimators are investigated and compared to a bootstrap estimator.

Sprache
Englisch

Erschienen in
Series: Working Paper ; No. 2020:4

Klassifikation
Wirtschaft
Semiparametric and Nonparametric Methods: General
Thema
ATT
causal inference
inverse probability weighting
doubly robust
weighted ordinary least squares

Ereignis
Geistige Schöpfung
(wer)
Zetterqvist, Johan
Waernbaum, Ingeborg
Ereignis
Veröffentlichung
(wer)
Institute for Evaluation of Labour Market and Education Policy (IFAU)
(wo)
Uppsala
(wann)
2020

Handle
Letzte Aktualisierung
20.09.2024, 08:21 MESZ

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

  • Zetterqvist, Johan
  • Waernbaum, Ingeborg
  • Institute for Evaluation of Labour Market and Education Policy (IFAU)

Entstanden

  • 2020

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