Average treatment effect estimators – inefficiency – minimisation of variance

Athanasios G. Tsagkanos

International Journal of Computational Economics and Econometrics, 2009, vol. 1, issue 1, 1-8

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)
Date: 2009
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