Keisuke Takahata, Takahiro Hoshino
arXiv 26 Feb 2019 · Econometrics
arXiv:1902.09978 · PDF · DOI · OpenAlex · Extracted main text
We propose a semiparametric two-stage least square estimator for the heterogeneous treatment effects (HTE). HTE is the solution to certain integral equation which belongs to the class of Fredholm integral equations of the first kind, which is known to be ill-posed problem. Naive semi/nonparametric methods do not provide stable solution to such problems. Then we propose to approximate the function of interest by orthogonal series under the constraint which makes the inverse mapping of integral to be continuous and eliminates the ill-posedness. We illustrate the performance of the proposed estimator through simulation experiments.
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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 | Newey and Powell (2003) `Instrumental Variable Estimation of Nonparametric Models.' Econometrica 71(5), 1565–1578 | 0.737 | 3 | 2 | 100% |
| 2 | Nevo (2003) `Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available.' Journal of Business & Economic Statistic… | 0.511 | 2 | 1 | 100% |
| 3 | Hirano, Imbens, Ridder and Rubin (2001) `Combining Panel Data Sets with Attrition and Refreshment Samples.' Econometrica 69(6), 1645–1659 | 0.405 | 1 | 1 | 100% |
| 4 | Horowitz (2014) `Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter.' Journal of Econome… | 0.405 | 1 | 1 | 100% |
| 5 | Miao, Ding and Geng (2016) `Identifiability of Normal and Normal Mixture Models with Nonignorable Missing Data.' Journal of the American Statistical Associ… | 0.405 | 1 | 1 | 100% |
| 6 | Rubin (1974) `Estimating causal effects of treatments in randomized and nonrandomized studies.' Journal of Educational Psychology 66(5), 688–… | 0.405 | 1 | 1 | 100% |
| 7 | Takahata and Hoshino (2018) `Identification and Estimation of Heterogeneous Treatment Effects under Non-compliance or Non-ignorable assignment.' arXiv:1808.… | 0.405 | 1 | 1 | 100% |
| 8 | Wager and Athey (2018) `Estimation and Inference of Heterogeneous Treatment Effects using Random Forests.' Journal of the American Statistical Associat… | 0.405 | 1 | 1 | 100% |
Showing the top 8 of 8 scored citations.