A simple shrinkage method is proposed to improve the performance of weighting estimators of the average treatment …, three different variants of a shrinkage method for the propensity scores are analyzed. The results of a comprehensive Monte …

In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an … procedures that address this issue for the propensity score weighting estimation of the average treatment effects for treated …

It is well known that efficient estimation of average treatment effects can be obtained by the method of inverse … estimation to achieve the efficiency. We formalize this argument and further identify the source of the efficiency loss arising … from parametric estimation of the propensity score. We also provide an intuition of why this overfitting is necessary. Our …