Sokbae Lee, Ryo Okui, Yoon-Jae Whang
arXiv 12 Jan 2016 · Statistics — Methodology · publishedJournal of Applied Econometrics (2017) · 65 citations (OpenAlex)
arXiv:1601.02801 · PDF · DOI · OpenAlex · Extracted main text
In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for identifying the average treatment effect but the covariates of interest for analyzing heterogeneity are of much lower dimension. Our proposed estimator is doubly robust and avoids the curse of dimensionality. We propose a uniform confidence band that is easy to compute, and we illustrate its usefulness via Monte Carlo experiments and an application to the effects of smoking on birth weights.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Abrevaya, Hsu, and Lieli (2015) Estimating Conditional Average Treatment Effects | 1.000 | 12 | 3 | 100% |
| 2 | Piterbarg (1996) Asymptotic Methods in the Theory of Gaussian Processes and Fields | 0.928 | 5 | 4 | 80% |
| 3 | Ogburn, Rotnitzky, and Robins (2015) Doubly robust estimation of the local average treatment effect curve | 0.874 | 5 | 2 | 100% |
| 4 | Ruppert, Sheather, and Wand (1995) An effective bandwidth selector for local least squares regression | 0.843 | 5 | 4 | 60% |
| 5 | Rothe and Firpo (2016) Properties of Doubly Robust Estimators when Nuisance Functions are Estimated Nonparametrically | 0.585 | 3 | 1 | 100% |
| 6 | van der Laan (2006) Statistical Inference for Variable Importance | 0.585 | 3 | 1 | 100% |
| 7 | Ghosal, Sen, and van der Vaart (2000) Testing Monotonicity of Regression | 0.511 | 5 | 2 | 20% |
| 8 | Almond, Chay, and Lee (2005) The Costs of Low Birth Weight self | 0.511 | 2 | 1 | 100% |
| 9 | Almond and Currie (2011) Human Capital Development before Age Five | 0.511 | 2 | 1 | 100% |
| 10 | Lee, Linton, and Whang (2009) Testing for Stochastic Monotonicity self | 0.511 | 2 | 1 | 100% |
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