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...

This paper studies an alternative bias correction for the M-estimator, which is obtained by correcting the moment equations in the spirit of Firth (1993). In particular, this paper compares the stochastic expansions of the analytically-bias-corrected estimator and the alternative estimator and...

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...

We propose a simple mixtures estimator for recovering the joint distribution of parameter heterogeneity in economic models, such as the random coefficients logit. The estimator is based on linear regression subject to linear inequality constraints, and is robust, easy to program, and...