Estimation and inference for distribution functions and quantile functions in treatment effect models
We propose inverse probability weighted estimators for the distribution functions of the
potential outcomes under the unconfoundedness assumption and apply the inverse …
potential outcomes under the unconfoundedness assumption and apply the inverse …
Efficient estimation of average treatment effects using the estimated propensity score
We are interested in estimating the average effect of a binary treatment on a scalar outcome.
If assignment to the treatment is exogenous or unconfounded, that is, independent of the …
If assignment to the treatment is exogenous or unconfounded, that is, independent of the …
Instrumental quantile regression inference for structural and treatment effect models
V Chernozhukov, C Hansen - Journal of Econometrics, 2006 - Elsevier
We introduce a class of instrumental quantile regression methods for heterogeneous
treatment effect models and simultaneous equations models with nonadditive errors and …
treatment effect models and simultaneous equations models with nonadditive errors and …
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Donald and Hsu (2014) studied the estimation and inference for the counterfactual
distribution and quantile functions in a binary treatment model. We extend their work to the …
distribution and quantile functions in a binary treatment model. We extend their work to the …
Covariate distribution balance via propensity scores
PHC Sant'Anna, X Song, Q Xu - Journal of Applied …, 2022 - Wiley Online Library
This paper proposes new estimators for the propensity score that aim to maximize the
covariate distribution balance among different treatment groups. Heuristically, our proposed …
covariate distribution balance among different treatment groups. Heuristically, our proposed …
Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
JM Wooldridge - Economics letters, 2003 - Elsevier
I show that standard instrumental variables estimators, applied to an equation containing
levels and interactions, consistently estimate the average treatment effect under weaker …
levels and interactions, consistently estimate the average treatment effect under weaker …
Simple estimators for treatment parameters in a latent-variable framework
This note derives simply computed closed-form expressions for the average treatment effect,
the effect of treatment on the treated, the local average treatment effect, and the marginal …
the effect of treatment on the treated, the local average treatment effect, and the marginal …
Instrumental variables estimation of the average treatment effect in the correlated random coefficient model
JM Wooldridge - Modelling and evaluating treatment effects in …, 2008 - emerald.com
I propose a general framework for instrumental variables estimation of the average treatment
effect in the correlated random coefficient model, focusing on the case where the treatment …
effect in the correlated random coefficient model, focusing on the case where the treatment …
Efficient semiparametric estimation of quantile treatment effects
S Firpo - Econometrica, 2007 - Wiley Online Library
This paper develops estimators for quantile treatment effects under the identifying restriction
that selection to treatment is based on observable characteristics. Identification is achieved …
that selection to treatment is based on observable characteristics. Identification is achieved …
[PDF][PDF] Estimation of counterfactual distributions using quantile regression
B Melly - Review of Labor Economics, 2006 - researchgate.net
This paper proposes estimators of unconditional distribution functions in the presence of
covariates. The conditional distribution is estimated by (parametric or nonparametric) …
covariates. The conditional distribution is estimated by (parametric or nonparametric) …