A note on using the estimated versus the known propensity score to estimate the average treatment effect

We provide simple intuition why using the estimated versus known propensity score tends to increase, and never decreases, asymptotic efficiency. When a covariate is independent of response conditional on treatment, using the known score can have greater finite-sample efficiency.

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Year of publication:	2009
Authors:	Brumback, Babette A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 4, p. 537-542
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005138005