A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS

In this paper we study doubly robust estimators of various average and quantile treatment effects under unconfoundedness; we also consider an application to a setting with an instrumental variable. We unify and extend much of the recent literature by providing a very general identification result which covers binary and multi-valued treatments; unnormalized and normalized weighting; and both inverse-probability weighted (IPW) and doubly robust estimators. We also allow for subpopulation-specific average treatment effects where subpopulations can be based on covariate values in an arbitrary way. Similar to Wooldridge (2007), we then discuss estimation of the conditional mean using quasi-log likelihoods (QLL) from the linear exponential family.

• Publication year

  2014

• Venue

  Econometric Theory

• Publication date

  2014-03-01

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.1017/S0266466617000056
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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