Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment
复制标题
DOI：
10.1080/01621459.2014.978005
复制
发表时间：
2015-12-01
影响因子：
3.7
通讯作者：
Wang, Liang
中科院分区：
文献类型：
--
作者：
Galvao, Antonio F.;Wang, Liang
本文研究了可忽略性假设下连续治疗的一般无条件治疗效果模型的识别、估计和推断。我们展示了感兴趣的参数（剂量反应函数）的识别，假设治疗选择是基于可观察的结果。我们提出了一种半参数两步估计器，并考虑通过具有可能不平滑的广义残差函数的矩限制模型来估计剂量反应函数。该一般公式包括作为特殊情况的平均和分位数治疗效果。推导了估计器的渐近性质，即一致一致性、弱收敛性和半参数效率。我们还开发了统计推断程序，并建立了在实践中实施这些方法的引导方法的有效性。蒙特卡罗模拟表明所提出的方法具有良好的有限样本特性。最后，我们应用所提出的方法来估计母亲体重增加和年龄对出生体重的无条件平均和分位数影响。本文的补充材料可在线获取。
This article studies identification, estimation, and inference of general unconditional treatment effects models with continuous treatment under the ignorability assumption. We show identification of the parameters of interest, the dose-response functions, under the assumption that selection to treatment is based on observables. We propose a semiparametric two-step estimator, and consider estimation of the dose-response functions through moment restriction models with generalized residual functions that are possibly nonsmooth. This general formulation includes average and quantile treatment effects as special cases. The asymptotic properties of the estimator are derived, namely, uniform consistency, weak convergence, and semiparametric efficiency. We also develop statistical inference procedures and establish the validity of a bootstrap approach to implement these methods in practice. Monte Carlo simulations show that the proposed methods have good finite sample properties. Finally, we apply the proposed methods to estimate the unconditional average and quantile effects of mothers' weight gain and age on birthweight. Supplementary materials for this article are available online.