Endogenous treatment effect for any response conditional on control propensity score

Jin young Choi, Goeun Lee, Myoung jae Lee

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

In finding X-heterogeneous effects of an endogenous treatment D on a response Y where X is covariates and an instrument δ is available, we overcome the X-dimension problem, by conditioning on the “control propensity score” E(D|X,δ=0). We propose two estimators allowing for any form of Y.

Original languageEnglish
Article number109747
JournalStatistics and Probability Letters
Volume196
DOIs
Publication statusPublished - 2023 May

Bibliographical note

Funding Information:
The authors are grateful to an anonymous reviewer for the helpful comments. Myoung-jae Lee’s research has been supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIT) (No. 2020R1A2C1A01007786 ). Goeun Lee’s work was supported by the China Postdoctoral Science Foundation ( YJ20180173 ).

Publisher Copyright:
© 2022 Elsevier B.V.

Keywords

  • Complier effect
  • Endogenous treatment
  • Instrumental variable estimator
  • Propensity score
  • Randomization

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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