DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION

Sokbae (Simon) Lee, Ryo Okui and Yoon-Jae Whang

No 931, KIER Working Papers from Kyoto University, Institute of Economic Research

Abstract: In this paper, we propose a doubly robust method to present the het- erogeneity of the average treatment e ect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for identifying the average treatment e ect but the covariates of interest for analyzing heterogeneity are of much lower dimension. Our proposed estimator is doubly ro- bust and avoids the curse of dimensionality. We propose a uniform con dence band that is easy to compute, and we illustrate its usefulness via Monte Carlo experiments and an application to the e ects of smoking on birth weights.

Pages: 43pages
Date: 2016-01
New Economics Papers: this item is included in nep-ecm and nep-exp
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Doubly robust uniform confidence band for the conditional average treatment effect function (2017)
Working Paper: Doubly robust uniform confidence band for the conditional average treatment effect function (2017)
Working Paper: Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function (2016)
Working Paper: Doubly robust uniform confidence band for the conditional average treatment effect function (2016)
Working Paper: Doubly robust uniform confidence band for the conditional average treatment effect function (2016)
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