{"title":"Estimation of Causal Effects with a Binary Treatment Variable: A Unified M-Estimation Framework","authors":"Derya Uysal","doi":"10.1515/jem-2020-0021","DOIUrl":null,"url":null,"abstract":"Abstract In this paper, we review several estimators of the average treatment effect (ATE) that belong to three main groups: regression, weighting and doubly robust methods. We unify the exposition of these estimators within an M-estimation framework and we derive their variance estimators from the sandwich form variance-covariance matrix of the M-Estimator. Additionally, we re-estimate the causal return to higher education on earnings by the reviewed methods using the rich dataset provided by the British National Child Development Study (NCDS) as an empirical illustration.","PeriodicalId":36727,"journal":{"name":"Journal of Econometric Methods","volume":"61 12","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Econometric Methods","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/jem-2020-0021","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0
Abstract
Abstract In this paper, we review several estimators of the average treatment effect (ATE) that belong to three main groups: regression, weighting and doubly robust methods. We unify the exposition of these estimators within an M-estimation framework and we derive their variance estimators from the sandwich form variance-covariance matrix of the M-Estimator. Additionally, we re-estimate the causal return to higher education on earnings by the reviewed methods using the rich dataset provided by the British National Child Development Study (NCDS) as an empirical illustration.
摘要 本文回顾了平均治疗效果（ATE）的几种估计方法，它们主要分为三类：回归法、加权法和双重稳健法。我们将这些估计方法统一在一个 M 估计框架内进行阐述，并从 M 估计方法的三明治形式方差-协方差矩阵推导出它们的方差估计方法。此外，我们还利用英国国家儿童发展研究（NCDS）提供的丰富数据集作为实证例证，重新估计了高等教育对收入的因果回报。
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
