Resource title

Asymptotic expansions for some semiparametric program evaluation estimators

Resource image

image for OpenScout resource :: Asymptotic expansions for some semiparametric program evaluation estimators

Resource description

We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'. We use these approximations to define a method of bandwidth selection. We also propose a degrees- of-freedom like bias correction that improves the second order properties of the estimator but without requiring estimation of higher order derivatives of the unknown propensity score. We provide some numerical calibrations of the results.

Resource author

Resource publisher

Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://eprints.lse.ac.uk/2098/1/Asymptotic_Expansions_for_Some_Semiparametric_Program_Evaluation_Estimators.pdf

Resource license