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DTSTART:20180325T010000
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DTSTART:20181028T010000
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DTSTART;TZID=Europe/Paris:20180911T121500
DTEND;TZID=Europe/Paris:20180911T133000
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SUMMARY:Timothy ARMSTRONG (Yale University)  - "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness"
DESCRIPTION:\nThe Microeconometrics Seminar: Every Tuesday at 12:15 pm.\nTime: 12:15 pm – 1:30 pm\nDate: 11th of september 2018\nPlace: Room 3001\nTimothy ARMSTRONG (Yale University)  – “Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness” \nAbstract: We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. We derive finite-sample optimal estimators and confidence intervals (CIs) under the assumption of normal errors when the conditional mean of the outcome variable is constrained only by nonparametric smoothness and/or shape restrictions. When the conditional mean is restricted to be Lipschitz with a large enough bound on the Lipschitz constant\, we show that the optimal estimator reduces to a matching estimator with the number of matches set to one. In contrast to conventional CIs\, our CIs use a larger critical value that explicitly takes into account the potential bias of the estimator. It is needed for correct coverage in finite samples and\, in certain cases\, asymptotically. We give conditions under which root-n inference is impossible\, and we provide versions of our CIs that are feasible and asymptotically valid with unknown error distribution\, including in this non-regular case. We apply our results in a numerical illustration and in an application to the National Supported Work Demonstration. \njoint with Michal Kolesár.\nOrganizers:\n\nLaurent DAVEZIES (Laboratoire de Microéconométrie-CREST)\nArne UHLENDORFF (Laboratoire de Microéconométrie-CREST)\nSponsors:\nCREST\n \n\n
URL:https://crest.science/event/toru-kitagawa-university-college-london-equality-minded-treatment-choice-2-3-2-2-2-2-2/
CATEGORIES:Applied Seminar,Economics,Microeconometrics,Seminars
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