A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated

被引：5
|
作者：
Han, Chirok [1 ]
Kim, Beomsoo [1 ]
机构：
[1] Korea Univ, Dept Econ, Seoul, South Korea
来源：
ECONOMICS LETTERS | 2011年 / 110卷 / 02期
关键词：
Average treatment effect; Average treatment effect on the treated; Estimated propensity score; Generalized method of moments; Method of moments; Paradox; PROPENSITY SCORE; SEMIPARAMETRIC ESTIMATION; REDUNDANCY;
D O I：
10.1016/j.econlet.2010.11.001
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
By treating one nuisance parameter as two distinct parameters and using some moment conditions twice, we provide an explanation to a paradox in the inverse probability weighting estimation of the average treatment effect on the treated. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：163 / 165
页数：3
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