A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated

Chirok Han; Beomsoo Kim

doi:10.1016/j.econlet.2010.11.001

A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated

Chirok Han, Beomsoo Kim

Department of Economics

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

By treating one nuisance parameter as two distinct parameters and using some moment conditions twice, we provide an explanation to a paradox in the inverse probability weighting estimation of the average treatment effect on the treated.

Original language	English
Pages (from-to)	163-165
Number of pages	3
Journal	Economics Letters
Volume	110
Issue number	2
DOIs	https://doi.org/10.1016/j.econlet.2010.11.001
Publication status	Published - 2011 Feb

Keywords

Average treatment effect
Average treatment effect on the treated
Estimated propensity score
Generalized method of moments
Method of moments
Paradox

ASJC Scopus subject areas

Finance
Economics and Econometrics

Access to Document

10.1016/j.econlet.2010.11.001

Cite this

@article{28773013f2904d9e91ca9191d622b368,

title = "A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated",

abstract = "By treating one nuisance parameter as two distinct parameters and using some moment conditions twice, we provide an explanation to a paradox in the inverse probability weighting estimation of the average treatment effect on the treated.",

keywords = "Average treatment effect, Average treatment effect on the treated, Estimated propensity score, Generalized method of moments, Method of moments, Paradox",

author = "Chirok Han and Beomsoo Kim",

year = "2011",

month = feb,

doi = "10.1016/j.econlet.2010.11.001",

language = "English",

volume = "110",

pages = "163--165",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated

AU - Han, Chirok

AU - Kim, Beomsoo

PY - 2011/2

Y1 - 2011/2

N2 - By treating one nuisance parameter as two distinct parameters and using some moment conditions twice, we provide an explanation to a paradox in the inverse probability weighting estimation of the average treatment effect on the treated.

AB - By treating one nuisance parameter as two distinct parameters and using some moment conditions twice, we provide an explanation to a paradox in the inverse probability weighting estimation of the average treatment effect on the treated.

KW - Average treatment effect

KW - Average treatment effect on the treated

KW - Estimated propensity score

KW - Generalized method of moments

KW - Method of moments

KW - Paradox

UR - http://www.scopus.com/inward/record.url?scp=78650145722&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=78650145722&partnerID=8YFLogxK

U2 - 10.1016/j.econlet.2010.11.001

DO - 10.1016/j.econlet.2010.11.001

M3 - Article

AN - SCOPUS:78650145722

SN - 0165-1765

VL - 110

SP - 163

EP - 165

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this