EconPapers    
Economics at your fingertips  
 

DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION

Sokbae (Simon) Lee, Ryo Okui and Yoon-Jae Whang

No 931, KIER Working Papers from Kyoto University, Institute of Economic Research

Abstract: In this paper, we propose a doubly robust method to present the het- erogeneity of the average treatment e ect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for identifying the average treatment e ect but the covariates of interest for analyzing heterogeneity are of much lower dimension. Our proposed estimator is doubly ro- bust and avoids the curse of dimensionality. We propose a uniform con dence band that is easy to compute, and we illustrate its usefulness via Monte Carlo experiments and an application to the e ects of smoking on birth weights.

Pages: 43pages
Date: 2016-01
New Economics Papers: this item is included in nep-ecm and nep-exp
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.kier.kyoto-u.ac.jp/DP/DP931.pdf (application/pdf)

Related works:
Journal Article: Doubly robust uniform confidence band for the conditional average treatment effect function (2017) Downloads
Working Paper: Doubly robust uniform confidence band for the conditional average treatment effect function (2017) Downloads
Working Paper: Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function (2016) Downloads
Working Paper: Doubly robust uniform confidence band for the conditional average treatment effect function (2016) Downloads
Working Paper: Doubly robust uniform confidence band for the conditional average treatment effect function (2016) Downloads
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:kyo:wpaper:931

Access Statistics for this paper

More papers in KIER Working Papers from Kyoto University, Institute of Economic Research Contact information at EDIRC.
Bibliographic data for series maintained by Makoto Watanabe ().

 
Page updated 2025-03-28
Handle: RePEc:kyo:wpaper:931