Endogenous treatment effect for any response conditional on control propensity score

Jin young Choi; Goeun Lee; Myoung jae Lee

doi:10.1016/j.spl.2022.109747

Endogenous treatment effect for any response conditional on control propensity score

Jin young Choi, Goeun Lee, Myoung jae Lee

Department of Economics

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

2 Citations (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 language	English
Article number	109747
Journal	Statistics and Probability Letters
Volume	196
DOIs	https://doi.org/10.1016/j.spl.2022.109747
Publication status	Published - 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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10.1016/j.spl.2022.109747

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title = "Endogenous treatment effect for any response conditional on control propensity score",

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.",

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author = "Choi, {Jin young} and Goeun Lee and Lee, {Myoung jae}",

note = "Funding Information: The authors are grateful to an anonymous reviewer for the helpful comments. Myoung-jae Lee{\textquoteright}s research has been supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIT) (No. 2020R1A2C1A01007786 ). Goeun Lee{\textquoteright}s work was supported by the China Postdoctoral Science Foundation ( YJ20180173 ). Publisher Copyright: {\textcopyright} 2022 Elsevier B.V.",

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language = "English",

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T1 - Endogenous treatment effect for any response conditional on control propensity score

AU - Choi, Jin young

AU - Lee, Goeun

AU - Lee, Myoung jae

N1 - 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.

PY - 2023/5

Y1 - 2023/5

N2 - 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.

AB - 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.

KW - Complier effect

KW - Endogenous treatment

KW - Instrumental variable estimator

KW - Propensity score

KW - Randomization

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DO - 10.1016/j.spl.2022.109747

M3 - Article

AN - SCOPUS:85147118403

SN - 0167-7152

VL - 196

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 109747

ER -

Endogenous treatment effect for any response conditional on control propensity score

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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