A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

By treating one nuisance parameter as two distinct parameters and using some moment conditions twice, we provide an explanation to a paradox in the inverse probability weighting estimation of the average treatment effect on the treated.

Original languageEnglish
Pages (from-to)163-165
Number of pages3
JournalEconomics Letters
Volume110
Issue number2
DOIs
Publication statusPublished - 2011 Feb

Keywords

  • Average treatment effect
  • Average treatment effect on the treated
  • Estimated propensity score
  • Generalized method of moments
  • Method of moments
  • Paradox

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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