| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w24814 |
| 来源ID | Working Paper 24814 |
| The Role of the Propensity Score in Fixed Effect Models | |
| Dmitry Arkhangelsky; Guido Imbens | |
| 发表日期 | 2018-07-16 |
| 出版年 | 2018 |
| 语种 | 英语 |
| 摘要 | We develop a new approach for estimating average treatment effects in the observational studies with unobserved cluster-level heterogeneity. The previous approach relied heavily on linear fixed effect specifications that severely limit the heterogeneity between clusters. These methods imply that linearly adjusting for differences between clusters in average covariate values addresses all concerns with cross-cluster comparisons. Instead, we consider an exponential family structure on the within-cluster distribution of covariates and treatments that implies that a low-dimensional sufficient statistic can summarize the empirical distribution, where this sufficient statistic may include functions of the data beyond average covariate values. Then we use modern causal inference methods to construct flexible and robust estimators. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w24814 |
| 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/582488 |
| 推荐引用方式 GB/T 7714 | Dmitry Arkhangelsky,Guido Imbens. The Role of the Propensity Score in Fixed Effect Models. 2018. |
| 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 | ||
| w24814.pdf（422KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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