Endogenous treatment effect for any response conditional on control propensity score

Jin young Choi; Goeun Lee; Myoung jae Lee

doi:10.1016/j.spl.2022.109747

Endogenous treatment effect for any response conditional on control propensity score

Jin young Choi, Goeun Lee, Myoung jae Lee

Research output: Journal Publication › Article › peer-review

2 Citations (Scopus)

Abstract

In finding X-heterogeneous effects of an endogenous treatment D on a response Y where X is covariates and an instrument δ is available, we overcome the X-dimension problem, by conditioning on the “control propensity score” E(D|X,δ=0). We propose two estimators allowing for any form of Y.

Original language	English
Article number	109747
Journal	Statistics and Probability Letters
Volume	196
DOIs	https://doi.org/10.1016/j.spl.2022.109747
Publication status	Published - May 2023
Externally published	Yes

Keywords

Complier effect
Endogenous treatment
Instrumental variable estimator
Propensity score
Randomization

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2022.109747

Cite this

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title = "Endogenous treatment effect for any response conditional on control propensity score",

abstract = "In finding X-heterogeneous effects of an endogenous treatment D on a response Y where X is covariates and an instrument δ is available, we overcome the X-dimension problem, by conditioning on the “control propensity score” E(D|X,δ=0). We propose two estimators allowing for any form of Y.",

keywords = "Complier effect, Endogenous treatment, Instrumental variable estimator, Propensity score, Randomization",

author = "Choi, {Jin young} and Goeun Lee and Lee, {Myoung jae}",

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year = "2023",

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T1 - Endogenous treatment effect for any response conditional on control propensity score

AU - Choi, Jin young

AU - Lee, Goeun

AU - Lee, Myoung jae

PY - 2023/5

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N2 - In finding X-heterogeneous effects of an endogenous treatment D on a response Y where X is covariates and an instrument δ is available, we overcome the X-dimension problem, by conditioning on the “control propensity score” E(D|X,δ=0). We propose two estimators allowing for any form of Y.

AB - In finding X-heterogeneous effects of an endogenous treatment D on a response Y where X is covariates and an instrument δ is available, we overcome the X-dimension problem, by conditioning on the “control propensity score” E(D|X,δ=0). We propose two estimators allowing for any form of Y.

KW - Complier effect

KW - Endogenous treatment

KW - Instrumental variable estimator

KW - Propensity score

KW - Randomization

UR - http://www.scopus.com/inward/record.url?scp=85147118403&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2022.109747

DO - 10.1016/j.spl.2022.109747

M3 - Article

AN - SCOPUS:85147118403

SN - 0167-7152

VL - 196

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 109747

ER -

Endogenous treatment effect for any response conditional on control propensity score

Abstract

Keywords

ASJC Scopus subject areas

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