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

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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 1

Fingerprint

Inverse probability weighting
Nuisance parameter
Average treatment effect
Paradox
Moment conditions

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

  • Economics and Econometrics
  • Finance

Cite this

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title = "A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated",
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.",
keywords = "Average treatment effect, Average treatment effect on the treated, Estimated propensity score, Generalized method of moments, Method of moments, Paradox",
author = "Chirok Han and Beomsoo Kim",
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journal = "Economics Letters",
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publisher = "Elsevier",
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