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Average treatment effect estimators -- inefficiency -- minimisation of variance
Athanasios G. Tsagkanos
, 2009, vol. 1, issue 1, pages 1-8
International Journal of Computational Economics and Econometrics Abstract:
In this paper, we show the inability of a recent average treatment effect estimator (ATE) to catch up the asymptotic semiparametric efficiency bound of Hahn (1998) although it minimises the mean squared error. Additionally, we propose the use of a minimum variance unbiased uniformly estimator of the propensity score in order to minimise the loss of efficiency.
Keywords: average treatment effect; ATE estimator; propensity score; minimum variance unbiased uniformly estimator; efficiency loss (search for similar items in EconPapers)
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