Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric

It is well known that efficient estimation of average treatment effects can be obtained by the method of inverse propensity score weighting, using the estimated propensity score, even when the true one is known. When the true propensity score is unknown but parametric, it is conjectured from the lit...

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Bibliographic Details
Main Author: Kyoo il Kim
Format: Article
Language:English
Published: MDPI AG 2019-05-01
Series:Econometrics
Subjects:
Online Access:https://www.mdpi.com/2225-1146/7/2/25