On the role of the propensity score in efficient semiparametric estimation of average treatment effects
On the role of the propensity score in efficient semiparametric estimation of average treatment effects
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DOI：
10.2307/2998560
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发表时间：
1998-03-01
期刊：
影响因子：
6.1
通讯作者：
Hahn, JY
中科院分区：
文献类型：
--
作者：
Hahn, JY
在本文中，平均治疗效果的有效估计的倾向得分的作用进行了检查。在假设治疗是可接受的一些观察到的特征，它表明，倾向评分是辅助估计的平均治疗效果。倾向评分不辅助估计对治疗者的平均治疗效果。倾向得分的边际值完全取决于“降维”。“平均处理效应和平均处理效应对被处理者的有效半参数估计量采用非参数插补方法完成的数据的相关样本平均值的形式。结果表明，即使倾向得分是已知的，倾向得分上的投影是没有必要的平均治疗效果的有效半参数估计。实验数据的应用表明，调节的倾向得分甚至可能导致效率的损失。
In this paper, the role of the propensity score in the efficient estimation of average treatment effects is examined. Under the assumption that the treatment is ignorable given some observed characteristics, it is shown that the propensity score is ancillary for estimation of the average treatment effects. The propensity score is not ancillary for estimation of average treatment effects on the treated. It is suggested that the marginal value of the propensity score lies entirely in the "dimension reduction." Efficient semiparametric estimators of average treatment effects and average treatment effects on the treated are shown to take the form of relevant sample averages of the data completed by the nonparametric imputation method. It is shown that the projection on the propensity score is not necessary for efficient semiparametric estimation of average treatment effects on the treated even if the propensity score is known. An application to the experimental data reveals that conditioning on the propensity score may even result in a loss of efficiency.