Imbens, Guido W.; Newey, Whitney; Ridder, Geert - Institute of Economic Policy Research (IEPR), … - 2005
This paper develops a new efficient estimator for the average treatment effect, if selection for treatment is on observables. The new estimator is linear in the first-stage nonparametric estimator. This simplifies the derivation of the means squared error (MSE) of the estimator as a function of...