It is well known that efficient estimation of average treatment effects can be obtained by the method of inverse … estimation to achieve the efficiency. We formalize this argument and further identify the source of the efficiency loss arising … from parametric estimation of the propensity score. We also provide an intuition of why this overfitting is necessary. Our …

propensity score weighting estimation of the average treatment effects for treated (ATT). The proposed averaging procedures aim …

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …