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Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect

In: Missing Data Methods: Cross-sectional Methods and Applications

Author

Listed:
  • Jingping Gu
  • Juan Lin
  • Dandan Liu

Abstract

In this chapter, we consider the nonparametric estimation of the average treatment effect (ATE) based on direct estimation of the conditional treatment effect. We establish the asymptotic distribution of the proposed ATE estimator. We also consider consistent testing for a parametric functional form for the conditional treatment effect function. A small-scale Monte Carlo simulation study is reported to examine the finite sample performance of the proposed estimator.

Suggested Citation

  • Jingping Gu & Juan Lin & Dandan Liu, 2011. "Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 289-311, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:aecozz:s0731-9053(2011)000027a014
    DOI: 10.1108/S0731-9053(2011)000027A014
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