INVESTIGADORES
MONTES ROJAS Gabriel Victorio
artículos
Título:
A note on the variance of average treatment effects estimators
Autor/es:
MONTES ROJAS, GABRIEL VICTORIO
Revista:
Economics Bulletin
Editorial:
SPRINGER
Referencias:
Año: 2009 vol. 29 p. 2937 - 2937
ISSN:
0343-754X
Resumen:
We derive the variance of the Hirano, Imbens and Ridder (Econometrica 66, 315--31, 2003) average treatment effects estimator when the true propensity score is known. This variance is used in the derivation of the variance of a similar two-step estimator, where a M-estimator is used in the first step to estimate the propensity score.