Arbeitspapier
Doubly robust uniform confidence band for the conditional average treatment effect function
In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for identifying the average treatment effect but the covariates of interest for analyzing heterogeneity are of much lower dimension. Our proposed estimator is doubly robust and avoids the curse of dimensionality. We propose a uniform confidence band that is easy to compute, and we illustrate its usefulness via Monte Carlo experiments and an application to the effects of smoking on birth weights.
- Language
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Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP03/16
- Classification
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Wirtschaft
Semiparametric and Nonparametric Methods: General
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
- Subject
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average treatment effect conditional on covariates
uniform confidence band
double robustness
Gaussian approximation
- Event
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Geistige Schöpfung
- (who)
-
Lee, Sokbae
Okui, Ryo
Wang, Yoon-Jae
- Event
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Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
-
2016
- DOI
-
doi:10.1920/wp.cem.2016.0316
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Lee, Sokbae
- Okui, Ryo
- Wang, Yoon-Jae
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2016
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Robust confidence regions for incomplete models
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Predective Density and Conditional Confidence Interval Accuracy Tests
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Doubly robust estimation of causal effects with multivalued treatments
Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions
Estimating average partial effects under conditional moment independence assumptions
Decomposing differences in arithmetic means: A doubly-robust estimation approach
Robust Confidence Intervals for Average Treatment Effects under Limited Overlap
Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment
Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment
Three Essays on Doubly Robust Estimation Methods
Robust confidence regions for incomplete models
Robust confidence regions for incomplete models
Predective Density and Conditional Confidence Interval Accuracy Tests
Weighted-average least squares (WALS): Confidence and prediction intervals
Doubly robust estimation of causal effects with multivalued treatments
Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions
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