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
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.
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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)
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