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

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

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10.1016/j.econlet.2010.11.001

Cite this

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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",

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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

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