2 papers
econ.EM2023
Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
Tymon Słoczyński, S. Derya Uysal, Jeffrey M. Wooldridge
How should researchers adjust for covariates? We show that if the propensity score is estimated using a specific covariate balancing approach, inverse probability weighting (IPW),…
econ.EM2018
Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection
Arun Advani, Toru Kitagawa, Tymon Słoczyński
We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to help select a treatment effect estimator under unconfoundedness. We show theoret…