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Semi-parametric estimation of multi-valued treatment effects for the treated: estimating equations and sandwich estimators

Sammanfattning av Working paper 2020:4

An estimand of interest in empirical studies with observational data is the average treatment effect of a multi-valued treatment in the treated subpopulation. We demonstrate three estimation approaches: outcome regression, inverse probability weighting and inverse probability weighted regression, where the latter estimator holds a so called doubly robust property. Here, we define the estimators in the framework of partial M-estimation and derive corresponding sandwich estimators of their variances. The finite sample properties of the estimators and the proposed variance estimators are evaluated in simulations that reproduce designs from a previous simulation study in the literature of multi-valued treatment effects. The proposed variance estimators are investigated and compared to a
bootstrap estimator.


Publicerad av:

Sofia Malmer

Senast uppdaterad:

2020-03-03