Efficient and Robust Estimation of the Generalized LATE Model

Haitian Xie

Journal of Business & Economic Statistics, 2024, vol. 42, issue 3, 1053-1065

Abstract: This article studies the estimation of causal parameters in the generalized local average treatment effect (GLATE) model, which expands upon the traditional LATE model to include multivalued treatments. We derive the efficient influence function (EIF) and the semiparametric efficiency bound (SPEB) for two types of causal parameters: the local average structural function (LASF) and the local average structural function for the treated (LASFT). The moment conditions generated by the EIF satisfy two robustness properties: double robustness and Neyman orthogonality. Based on the robust moment conditions, we propose the double/debiased machine learning (DML) estimator for estimating the LASF. The DML estimator is well-suited for high dimensional settings. We also propose null-restricted inference methods that are robust against weak identification issues. As an empirical application of these methods, we examine the potential health outcome across different types of health insurance plans using data from the Oregon Health Insurance Experiment.

Date: 2024
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DOI: 10.1080/07350015.2023.2282497

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