Pedro H. C. Sant'Anna, Xiaojun Song, Qi Xu
arXiv 2 Oct 2018 · Econometrics · publishedJournal of Applied Econometrics (2022) · 17 citations (OpenAlex)
arXiv:1810.01370 · PDF · DOI · OpenAlex · Extracted main text
This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by making the underlying covariate distribution of different treatment groups as close to each other as possible. Our estimators are data-driven, do not rely on tuning parameters such as bandwidths, admit an asymptotic linear representation, and can be used to estimate different treatment effect parameters under different identifying assumptions, including unconfoundedness and local treatment effects. We derive the asymptotic properties of inverse probability weighted estimators for the average, distributional, and quantile treatment effects based on the proposed propensity score estimator and illustrate their finite sample performance via Monte Carlo simulations and two empirical applications.
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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 | Abadie (2003) Semiparametric instrumental variable estimation of treatment response models | 1.000 | 13 | 3 | 100% |
| 2 | Imai \ Ratkovic (2014) Covariate balancing propensity score | 1.000 | 9 | 4 | 100% |
| 3 | Graham, Pinto \ Egel (2012) Inverse Probability Tilting for Moment Condition Models with Missing Data | 1.000 | 8 | 3 | 100% |
| 4 | Escanciano (2006) A consistent diagnostic test for regression models using projections | 1.000 | 5 | 3 | 100% |
| 5 | Kang \ Schafer (2007) Demystifying Double Robustness: A Comparison of Alternative Strategies for Estimating a Population Mean from Incomplete Data | 0.928 | 4 | 3 | 100% |
| 6 | Dominguez \ Lobato (2004) Consistent Estimation of Models Defined by Conditional Moment Restrictions | 0.874 | 8 | 2 | 100% |
| 7 | Escanciano (2018) A simple and robust estimator for linear regression models with strictly exogenous instruments | 0.811 | 4 | 2 | 100% |
| Wuthrich2019 | unmatched citation key Wuthrich2019 | 0.811 | 4 | 2 | 100% |
| 9 | Chen, Hong \ Tarozzi (2008) Semiparametric efficiency in GMM models with auxiliary data | 0.737 | 3 | 2 | 100% |
| 10 | Firpo (2007) Efficient semiparametric estimation of quantile treatment effects | 0.737 | 3 | 2 | 100% |
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