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
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Englisch
- Erschienen in
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Series: Working Paper ; No. 2020:4
- Klassifikation
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Wirtschaft
Semiparametric and Nonparametric Methods: General
- Thema
-
ATT
causal inference
inverse probability weighting
doubly robust
weighted ordinary least squares
- Ereignis
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Geistige Schöpfung
- (wer)
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Zetterqvist, Johan
Waernbaum, Ingeborg
- Ereignis
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Veröffentlichung
- (wer)
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Institute for Evaluation of Labour Market and Education Policy (IFAU)
- (wo)
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Uppsala
- (wann)
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2020
- Handle
- Letzte Aktualisierung
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20.09.2024, 08:21 MESZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Zetterqvist, Johan
- Waernbaum, Ingeborg
- Institute for Evaluation of Labour Market and Education Policy (IFAU)
Entstanden
- 2020