Endogenous treatment effect for any response conditional on control propensity score

Jin-young Choi, Goeun Lee () and Myoung-jae Lee

Statistics & Probability Letters, 2023, vol. 196, issue C

Abstract: In finding X-heterogeneous effects of an endogenous treatment D on a response Y where X is covariates and an instrument δ is available, we overcome the X-dimension problem, by conditioning on the “control propensity score” E(D|X,δ=0). We propose two estimators allowing for any form of Y.

Keywords: Endogenous treatment; Complier effect; Propensity score; Randomization; Instrumental variable estimator (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2022.109747

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