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

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.

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Year of publication:	2011
Authors:	Han, Chirok ; Kim, Beomsoo
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 110.2011, 2, p. 163-165
Publisher:	Elsevier
Keywords:	Average treatment effect Average treatment effect on the treated Estimated propensity score Generalized method of moments Method of moments Paradox

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008866842