Susan Athey, Peter J. Bickel, Aiyou Chen, Guido W. Imbens, Michael Pollmann
arXiv 6 Sep 2021 · Statistics — Methodology · 5 citations (OpenAlex)
arXiv:2109.02603 · PDF · DOI · OpenAlex · Extracted main text
We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is completely random. This setting is of particular interest in recent online experimentation. We propose using parametric models for the treatment effects, leading to semiparametric models for the outcome distributions. We derive the semiparametric efficiency bound for the treatment effects for this setting, and propose efficient estimators. In the leading case with constant quantile treatment effects one of the proposed efficient estimators has an interesting interpretation as a weighted average of quantile treatment effects, with the weights proportional to minus the second derivative of the log of the density of the potential outcomes. Our analysis also suggests an extension of Huber's model and trimmed mean to include asymmetry.
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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 | Jaeckel, L. A (1971) Some flexible estimates of location | 0.874 | 7 | 2 | 100% |
| 2 | Csorgo, M. and P. Revesz (1978) Strong approximations of the quantile process | 0.843 | 3 | 3 | 100% |
| 3 | Klaassen, C. A (1987) Consistent estimation of the influence function of locally asymptotically linear estimators | 0.843 | 3 | 3 | 100% |
| 4 | Koenecke, A., M. Powell, R. Xiong, Z. Shen, N. Fischer, S. Huq, A. M… (2021) Alpha-1 adrenergic receptor antagonists to prevent hyperinflammation and death from lower respiratory tract infection | 0.811 | 4 | 2 | 100% |
| 5 | Bickel, P. J., C. A. Klaassen, Y. Ritov, and J. A. Wellner (1993) Efficient and adaptive estimation for semiparametric models, Volume 4 self | 0.737 | 3 | 2 | 100% |
| 6 | Chernoff, H., J. L. Gastwirth, and M. V. Johns (1967) Asymptotic distribution of linear combinations of functions of order statistics with applications to estimation | 0.737 | 3 | 2 | 100% |
| Bickel | unmatched citation key Bickel | 0.644 | 4 | 1 | 100% |
| Bickel and Lehmann | unmatched citation key Bickel and Lehmann | 0.644 | 4 | 1 | 100% |
| 9 | Jaeckel, L. A (1971) Robust estimates of location: Symmetry and asymmetric contamination | 0.644 | 4 | 1 | 100% |
| 10 | Bickel, P. J (1967) Some contributions to the theory of order statistics self | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 157 scored citations. 2 of these could not be matched to a bibliography entry, so only the citation key is shown.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Logs with zeros? Some problems and solutions | 0.511 | 2 | 1 |
| 2 | a framework for generalization and transportation of causal estimates under covariate shift | 0.405 | 1 | 1 |