Treatment effect estimation with covariate measurement error

Erich Battistin () and Andrew Chesher

No CWP25/09, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract:

This paper investigates the effect that covariate measurement error has on a conventional treatment effect analysis built on an unconfoundedness restriction that embodies conditional independence restrictions in which there is conditioning on error free covariates. The approach uses small parameter asymptotic methods to obtain the approximate generic effects of measurement error. The approximations can be estimated using data on observed outcomes, the treatment indicator and error contaminated covariates providing an indication of the nature and size of measurement error effects. The approximations can be used in a sensitivity analysis to probe the potential effects of measurement error on the evaluation of treatment effects.

Date: 2009-09-08
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (4)

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http://cemmap.ifs.org.uk/wps/cwp2509.pdf (application/pdf)

Related works:
Journal Article: Treatment effect estimation with covariate measurement error (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:ifs:cemmap:25/09

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