| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0330 |
| 来源ID | Technical Working Paper 0330 |
| Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand | |
| Richard K. Crump; V. Joseph Hotz; Guido W. Imbens; Oscar A. Mitnik | |
| 发表日期 | 2006-10-06 |
| 出版年 | 2006 |
| 语种 | 英语 |
| 摘要 | Estimation of average treatment effects under unconfoundedness or exogenous treatment assignment is often hampered by lack of overlap in the covariate distributions. This lack of overlap can lead to imprecise estimates and can make commonly used estimators sensitive to the choice of specification. In such cases researchers have often used informal methods for trimming the sample. In this paper we develop a systematic approach to addressing such lack of overlap. We characterize optimal subsamples for which the average treatment effect can be estimated most precisely, as well as optimally weighted average treatment effects. Under some conditions the optimal selection rules depend solely on the propensity score. For a wide range of distributions a good approximation to the optimal rule is provided by the simple selection rule to drop all units with estimated propensity scores outside the range [0.1,0.9]. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/t0330 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/570215 |
| 推荐引用方式 GB/T 7714 | Richard K. Crump,V. Joseph Hotz,Guido W. Imbens,et al. Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand. 2006. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0330.pdf（374KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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