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Outliers in semi-parametric estimation of treatment effects

Ontiveros, Darwin Ugarte; Canavire-Bacarreza, Gustavo; … - 2017

Average treatment effects estimands can present significant bias under the presence of outliers. Moreover, outliers can … outliers. Bad and good leverage points outliers are considered. The bias arises because bad leverage points completely change … the propensity score. We provide some clues to diagnose the presence of outliers and propose a reweighting estimator that …

Persistent link: https://www.econbiz.de/10011778870

Outliers in semi-parametric estimation of treatment effects

Canavire-Bacarreza, Gustavo; Castro, Luis; Ontiveros, … - In: Econometrics : open access journal 9 (2021) 2, pp. 1-32

Outliers can be particularly hard to detect, creating bias and inconsistency in the semi-parametric estimates. In this … presence of outliers. Bad and good leverage point outliers are considered. Bias arises in the case of bad leverage points … correct for the effects of outliers following a reweighting strategy in the spirit of the Stahel-Donoho (SD) multivariate …

Persistent link: https://www.econbiz.de/10012547410

Model averaging in semiparametric estimation of treatment effects

Kitagawa, Toru; Muris, Chris - 2015

In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an important choice that the researchers make when estimating treatment effects. This paper proposes a data-driven way of averaging the estimators over the candidate specifications...

Persistent link: https://www.econbiz.de/10011309717

The value of knowing the propensity score for estimating average treatment effects

Rothe, Christoph - 2016

In a treatment effect model with unconfoundedness, treatment assignments are not only independent of potential outcomes given the covariates, but also given the propensity score alone. Despite this powerful dimension reduction property, adjusting for the propensity score is known to lead to an...

Persistent link: https://www.econbiz.de/10011486511

The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation

Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - 2015

This paper investigates the finite sample performance of a comprehensive set of semi- and nonparametric estimators for treatment and policy evaluation. In contrast to previous simulation studies which mostly considered semiparametric approaches relying on parametric propensity score estimation,...

Persistent link: https://www.econbiz.de/10010467808

Outliers in Semi-Parametric Estimation of Treatment Effects

Ugarte Ontiveros, Darwin - 2017

Persistent link: https://www.econbiz.de/10012944434

Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - 2018

Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive "treatments". Consider the linear regression of Y onto X in a subpopulation homogenous in...

Persistent link: https://www.econbiz.de/10011924562

Efficiency of average treatment effect estimation when the true propensity is parametric

Kim, Kyoo Il - In: Econometrics : open access journal 7 (2019) 2/25, pp. 1-13

It is well known that efficient estimation of average treatment effects can be obtained by the method of inverse propensity score weighting, using the estimated propensity score, even when the true one is known. When the true propensity score is unknown but parametric, it is conjectured from the...

Persistent link: https://www.econbiz.de/10012025779

A general double robustness result for estimating average treatment effects

Słoczyński, Tymon; Wooldridge, Jeffrey M. - 2014

In this paper we study doubly robust estimators of various average treatment effects under unconfoundedness. We unify and extend much of the recent literature by providing a very general identification result which covers binary and multi-valued treatments; unnormalized and normalized weighting;...

Persistent link: https://www.econbiz.de/10010339580

Semiparametric estimation and inference using doubly robust moment conditions

Rothe, Christoph; Firpo, Sergio - 2013

We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step, but retain a fully nonparametric specification in the first step. Such estimators exist in many economic applications, including a wide range of missing data and...

Persistent link: https://www.econbiz.de/10009792511