A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects

Patrick Kline

No 19784, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: We derive the limiting distribution of the Oaxaca estimator of average treatment effects studied by Kline (2011). A consistent estimator of the asymptotic variance is proposed that makes use of standard regression routines. It is shown that ignoring uncertainty in group means will tend to lead to an overstatement of the asymptotic standard errors. Monte Carlo experiments examine the finite sample performance of competing approaches to inference.

JEL-codes: C01 J31 J7 (search for similar items in EconPapers)
Date: 2014-01
New Economics Papers: this item is included in nep-ecm, nep-lab and nep-lma
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Published as Kline, Patrick, 2014. "A note on variance estimation for the Oaxaca estimator of average treatment effects," Economics Letters, Elsevier, vol. 122(3), pages 428-431.

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