Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect

Jingping Gu, Juan Lin and Dandan Liu

A chapter in Missing Data Methods: Cross-sectional Methods and Applications, 2011, pp 289-311 from Emerald Group Publishing Limited

Abstract: In this chapter, we consider the nonparametric estimation of the average treatment effect (ATE) based on direct estimation of the conditional treatment effect. We establish the asymptotic distribution of the proposed ATE estimator. We also consider consistent testing for a parametric functional form for the conditional treatment effect function. A small-scale Monte Carlo simulation study is reported to examine the finite sample performance of the proposed estimator.

Keywords: Average treatment; varying coefficient specification; asymptotic normality; model specification test (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:eme:aecozz:s0731-9053(2011)000027a014

DOI: 10.1108/S0731-9053(2011)000027A014

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