More Efficient, Doubly Robust, Nonparametric Estimators of Treatment Effects in Multilevel Studies
Year: 2021
Type: preprint
Abstract: When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation between individuals. We propose two nonparametric, doubly robust, asymptotically Normal estimators of treatment effects that do not make such assumptions. The first estimator is an extension of the cross-fitting estimator applied to clustered settings. The second estimator is a new estimator that uses conditional propensity scores and an outcome covariance model to improve efficiency. We apply our estimators in simulation and empirical studies and find that they consistently obtain the smallest standard errors.
Source: arXiv (Cornell University)
Authors: Chan Park, Hyunseung Kang
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3206543162