A note on the variance of average treatment effects estimators

Gabriel Montes-Rojas ()

Economics Bulletin, 2009, vol. 29, issue 4, 2937-2943

Abstract: We derive the variance of the Hirano, Imbens and Ridder (Econometrica 66, 315--31, 2003) average treatment effects estimator when the true propensity score is known. This variance is used in the derivation of the variance of a similar two-step estimator, where a M-estimator is used in the first step to estimate the propensity score.

Keywords: Average treatment effects; efficiency bound; two-step estimator (search for similar items in EconPapers)
JEL-codes: C1 C2 (search for similar items in EconPapers)
Date: 2009-11-24
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Citations: View citations in EconPapers (2)

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