Semi-parametric estimation of multi-valued treatment effects for the treated:estimating equations and sandwich estimators

Johan Zetterqvist () and Ingeborg Waernbaum ()
Additional contact information
Johan Zetterqvist: Karolinska institutet, Postal: Karolinska institutet, Stockholm, Sweden
Ingeborg Waernbaum: IFAU - Institute for Evaluation of Labour Market and Education Policy, Postal: Institute for Evaluation of Labour Market and Education Policy, P O Box 513, SE-751 20 Uppsala, Sweden

No 2020:4, Working Paper Series from IFAU - Institute for Evaluation of Labour Market and Education Policy

Abstract: An estimand of interest in empirical studies with observational data is the average treatment effect of a multi-valued treatment in the treated subpopulation. We demonstrate three estimation approaches: outcome regression, inverse probability weighting and inverse probability weighted regression, where the latter estimator holds a so called doubly robust property. Here, we define the estimators in the framework of partial M-estimation and derive corresponding sandwich estimators of their variances. The finite sample properties of the estimators and the proposed variance estimators are evaluated in simulations that reproduce designs from a previous simulation study in the literature of multi-valued treatment effects. The proposed variance estimators are investigated and compared to a bootstrap estimator.

Keywords: ATT; causal inference; inverse probability weighting; doubly robust; weighted ordinary least squares (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
Pages: 65 pages
Date: 2020-03-05
New Economics Papers: this item is included in nep-ecm and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.ifau.se/globalassets/pdf/se/2020/wp-20 ... valued-treatment.pdf Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hhs:ifauwp:2020_004

Access Statistics for this paper

More papers in Working Paper Series from IFAU - Institute for Evaluation of Labour Market and Education Policy IFAU, P O Box 513, SE-751 20 Uppsala, Sweden. Contact information at EDIRC.
Bibliographic data for series maintained by Ali Ghooloo ( this e-mail address is bad, please contact ).