arXiv 21 Apr 2021 · Econometrics · 2 citations (OpenAlex)
arXiv:2104.10334 · PDF · DOI · OpenAlex · Extracted main text
In this paper, we introduce and prove asymptotic normality for a new nonparametric estimator of continuous treatment effects. Specifically, we estimate the average dose-response function - the expected value of an outcome of interest at a particular level of the treatment level. We utilize tools from both the double debiased machine learning (DML) and the automatic double machine learning (ADML) literatures to construct our estimator. Our estimator utilizes a novel debiasing method that leads to nice theoretical stability and balancing properties. In simulations our estimator performs well compared to current methods.
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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 | Chernozhukov, V., Escanciano, J. C., Ichimura, H., Newey, W. K., and… (2016) Locally robust semiparametric estimation | 1.000 | 6 | 3 | 100% |
| 2 | Colangelo, K. and Lee, Y.-Y (2020) Double debiased machine learning nonparametric inference with continuous treatments | 0.961 | 9 | 4 | 89% |
| 3 | Chernozhukov, V., Newey, W. K., and Singh, R (2018) Automatic debiased machine learning of causal and structural effects | 0.909 | 8 | 4 | 75% |
| 4 | Blundell, R. and Powell, J. L (2001) Endogeneity in nonparametric and semiparametric regression models | 0.644 | 2 | 2 | 100% |
| 5 | Hansen, B. E (2009) Lecture notes on nonparametrics | 0.644 | 2 | 2 | 100% |
| 6 | Hernán, M. A. and Robins, J. M (2010) Causal inference | 0.644 | 2 | 2 | 100% |
| 7 | Kennedy, E. H., Ma, Z., McHugh, M. D., and Small, D. S (2017) Non-parametric methods for doubly robust estimation of continuous treatment effects | 0.644 | 2 | 2 | 100% |
| 8 | Cantoni, E (2020) A precinct too far: Turnout and voting costs | 0.511 | 2 | 2 | 50% |
| 9 | Liu, S. and Su, Y (2020) The geography of jobs and the gender wage gap | 0.511 | 2 | 2 | 50% |
| 10 | Imbens, G (2000) The role of the propensity score in estimating dose-response functions | 0.511 | 2 | 1 | 100% |
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