Kuckulenz, Anja (contributor); Maier, Michael (contributor) - 2006
linear models, the term P(Z) E[U1|P(Z)] +(1−P(Z))
E[U0|P(Z)] is the nonparametric component. From this, the conditional
11 … the differences, (21) is estimated by OLS.
Using the estimated residuals from this regression, the derivatives of P(Z)
E[U … := E[Y1 −Y0] (2)
∆TT := E[Y1 −Y0|D = 1] (3)
∆TUT := E[Y1 −Y0|D = 0] (4)
Alleffects canbedefinedconditionalonX, forexample∆ATE(x …