Endogenous treatment effect for any response conditional on control propensity score

Statistics & Probability Letters（2023）

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摘要

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.

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关键词

Endogenous treatment,Complier effect,Propensity score,Randomization,Instrumental variable estimator

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