A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated

Chirok Han and Beomsoo Kim ()

Economics Letters, 2011, vol. 110, issue 2, 163-165

Abstract: By treating one nuisance parameter as two distinct parameters and using some moment conditions twice, we provide an explanation to a paradox in the inverse probability weighting estimation of the average treatment effect on the treated.

Keywords: Average; treatment; effect; Average; treatment; effect; on; the; treated; Estimated; propensity; score; Generalized; method; of; moments; Method; of; moments; Paradox (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:110:y:2011:i:2:p:163-165

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