| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w25234 |
| 来源ID | Working Paper 25234 |
| Semiparametrically Efficient Estimation of the Average Linear Regression Function | |
| Bryan S. Graham; Cristine Campos de Xavier Pinto | |
| 发表日期 | 2018-11-12 |
| 出版年 | 2018 |
| 语种 | 英语 |
| 摘要 | Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive “treatments”. Consider the linear regression of Y onto X in a subpopulation homogenous in W = w (formally a conditional linear predictor). Let b₀ (w) be the coefficient vector on X in this regression. We introduce a semiparametrically efficient estimate of the average β₀ = Ε[b₀ (W)]. When X is binary-valued (multi-valued) our procedure recovers the (a vector of) average treatment effect(s). When X is continuously-valued, or consists of multiple non-exclusive treatments, our estimand coincides with the average partial effect (APE) of X on Y when the underlying potential response function is linear in X, but otherwise heterogenous across agents. When the potential response function takes a general nonlinear/heterogenous form, and X is continuously-valued, our procedure recovers a weighted average of the gradient of this response across individuals and values of X. We provide a simple, and semiparametrically efficient, method of covariate adjustment for settings with complicated treatment regimes. Our method generalizes familiar methods of covariate adjustment used for program evaluation as well as methods of semiparametric regression (e.g., the partially linear regression model). |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w25234 |
| 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/582908 |
| 推荐引用方式 GB/T 7714 | Bryan S. Graham,Cristine Campos de Xavier Pinto. Semiparametrically Efficient Estimation of the Average Linear Regression Function. 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 | ||
| w25234.pdf（466KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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