Endogenous treatment effect for any response conditional on control propensity score

Jin young Choi, Goeun Lee, Myoung jae Lee

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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 languageEnglish
Article number109747
JournalStatistics and Probability Letters
Volume196
DOIs
Publication statusPublished - May 2023
Externally publishedYes

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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Choi, J. Y., Lee, G., & Lee, M. J. (2023). Endogenous treatment effect for any response conditional on control propensity score. Statistics and Probability Letters, 196, Article 109747. https://doi.org/10.1016/j.spl.2022.109747