arXiv 15 Nov 2023 · Econometrics
arXiv:2311.08958 · PDF · DOI · OpenAlex · Extracted main text
Policymakers often desire a statistical treatment rule (STR) that determines a treatment assignment rule deployed in a future population from available data. With the true knowledge of the data generating process, the average treatment effect (ATE) is the key quantity characterizing the optimal treatment rule. Unfortunately, the ATE is often not point identified but partially identified. Presuming the partial identification of the ATE, this study conducts a local asymptotic analysis and develops the locally asymptotically minimax (LAM) STR. The analysis does not assume the full differentiability but the directional differentiability of the boundary functions of the identification region of the ATE. Accordingly, the study shows that the LAM STR differs from the plug-in STR. A simulation study also demonstrates that the LAM STR outperforms the plug-in STR.
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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 | Fang, Zheng (2016) Optimal Plug-in Estimators of Directionally Differentiable Functionals | 1.000 | 5 | 4 | 100% |
| 2 | Fang, Zheng, Santos, Andres (2019) Inference on Directionally Differentiable Functions | 0.874 | 6 | 5 | 67% |
| 3 | Hirano, Keisuke, Porter, Jack R (2009) Asymptotics for Statistical Treatment Rules | 0.874 | 6 | 2 | 100% |
| 4 | Ponomarev, Kirill (2022) Efficient Estimation of Directionally Differentiable Functionals | 0.851 | 13 | 6 | 62% |
| 5 | Song, Kyungchul (2014) Local Asymptotic Minimax Estimation of Nonregular Parameters with Translation-Scale Equivariant Maps | 0.843 | 3 | 3 | 100% |
| 6 | Manski, Charles F (2004) Statistical Treatment Rules for Heterogeneous Populations | 0.811 | 4 | 2 | 100% |
| 7 | Manski, Charles F (2007) Minimax-Regret Treatment Choice with Missing Outcome Data | 0.811 | 4 | 2 | 100% |
| 8 | Bogachev, Vladimir I (2007) Measure Theory | 0.737 | 4 | 2 | 75% |
| 9 | Manski, Charles F (1990) Nonparametric Bounds on Treatment Effects | 0.737 | 3 | 2 | 100% |
| 10 | Manski, Charles F (2009) Diversified Treatment under Ambiguity | 0.737 | 3 | 2 | 100% |
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