Work

Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators

Year: 2001

Type: book

Abstract: We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'. We use these approximations to define a method of bandwidth selection. We also propose a degrees- of-freedom like bias correction that improves the second order properties of the estimator but without requiring estimation of higher order derivatives of the unknown propensity score. We provide some numerical calibrations of the results.

Source: London School of Economics and Political Science Research Online (London School of Economics and Political Science)

Authors: Hidehiko Ichimura, Oliver Linton

Language: English

Topic: Advanced Causal Inference Techniques

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Science Foundation, Economic and Social Research Council

OpenAlex ID: W3122899281

FWCI: 0.449

Cites:

Cited by: 44

Related to: 10