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Semiparametric Estimation of Treatment Effects in Randomized Experiments
Athey, Susan; Bickel, Peter J.; Chen, Aiyou; Imbens, Guido - National Bureau of Economic Research - 2021
We develop new semiparametric methods for estimating treatment effects. We focus on a setting where the outcome distributions may be thick tailed, where treatment effects are small, where sample sizes are large and where assignment is completely random. This setting is of particular interest in...
Persistent link: https://www.econbiz.de/10012629462
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A Martingale Representation for Matching Estimators
Abadie, Alberto - 2009
Matching estimators (Rubin, 1973a, 1977; Rosenbaum, 2002) are widely used in statistical data analysis. However, the … large sample distribution of matching estimators has been derived only for particular cases (Abadie and Imbens, 2006). This … article establishes a martingale representation for matching estimators. This representation allows the use of martingale …
Persistent link: https://www.econbiz.de/10012463891
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Matching Methods in Practice : Three Examples
Imbens, Guido - 2014
selection--on--observables type assumptions using matching or propensity score methods. Much of this literature is highly …
Persistent link: https://www.econbiz.de/10012458705