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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 …
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We propose a simple way to improve the efficiency of the average treatment effect on propensity score based estimators. As the weights become arbitrarily large for the propensity scores being close to one or zero, we propose to shrink the propensity scores away from these boundaries. Using a...
Persistent link: https://www.econbiz.de/10010632916
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 …
Persistent link: https://www.econbiz.de/10010929384
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 …
Persistent link: https://www.econbiz.de/10011381919
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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 …
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