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

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    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 languageEnglish
    Pages (from-to)163-165
    Number of pages3
    JournalEconomics Letters
    Volume110
    Issue number2
    DOIs
    Publication statusPublished - 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

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