A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS. (16th February 2017)

• Record Type: Journal Article
• Authors: Słoczyński, Tymon; Wooldridge, Jeffrey M.
• Is Part Of: Econometric theory. Volume 34:Number 1(2018)
• Page Start: 112
• Page End: 133
• Publication Date: 2017-02-16
• Subjects: Econometrics -- Periodicals; 330.01519505
• DOI: 10.1017/S0266466617000056
• Languages: English
• ISSNs: 0266-4666

Abstract

Abstract : 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.