Yukun Ma, Pedro H. C. Sant'Anna, Yuya Sasaki, Takuya Ura
arXiv 18 Apr 2023 · Econometrics
arXiv:2304.08974 · PDF · DOI · OpenAlex · Extracted main text
In this paper, we derive a new class of doubly robust estimators for treatment effect estimands that is also robust against weak covariate overlap. Our proposed estimator relies on trimming observations with extreme propensity scores and uses a bias correction device for trimming bias. Our framework accommodates many research designs, such as unconfoundedness, local treatment effects, and difference-in-differences. Simulation exercises illustrate that our proposed tools indeed have attractive finite sample properties, which are aligned with our theoretical asymptotic results.
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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 | Sasaki and Ura (2022) Estimation and inference for moments of ratios with robustness against large trimming bias | 0.811 | 4 | 2 | 100% |
| 2 | Callaway and Sant'Anna (2021) Difference-in-Differences with Multiple Time Periods | 0.794 | 14 | 4 | 50% |
| 3 | Soczyński (2022) Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights | 0.737 | 3 | 2 | 100% |
| 4 | Abadie (2003) Semiparametric instrumental variable estimation of treatment response models | 0.693 | 6 | 1 | 100% |
| 5 | Fryer and Levitt (2013) Testing for Racial Differences in the Mental Ability of Young Children | 0.644 | 3 | 2 | 67% |
| 6 | Baker, Callaway, Cunningham, Goodman-Bacon and Sant'Anna (2025) Difference-in-Differences Designs: A Practitioner's Guide self | 0.644 | 3 | 2 | 67% |
| 7 | Soczyński and Wooldridge (2018) A General Double Robustness Result for Estimating Average Treatment Effects | 0.644 | 2 | 2 | 100% |
| 8 | Khan and Tamer (2010) Irregular identification, support conditions, and inverse weight estimation | 0.644 | 2 | 2 | 100% |
| 9 | Soczyński, Uysal and Wooldridge (2025) Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect | 0.644 | 2 | 2 | 100% |
| 10 | Dias and Fontes (2024) The Effects of a Large-Scale Mental Health Reform: Evidence from Brazil | 0.630 | 8 | 2 | 38% |
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