Efficient Estimation of the Dose–Response Function Under Ignorability Using Subclassification on the Covariates
- 1 January 2011
- book chapter
- Published by Emerald Publishing in Advances in Econometrics
Abstract
This chapter studies the large sample properties of a subclassification-based estimator of the dose–response function under ignorability. Employing standard regularity conditions, it is shown that the estimator is root-n consistent, asymptotically linear, and semiparametric efficient in large samples. A consistent estimator of the standard-error is also developed under the same assumptions. In a Monte Carlo experiment, we investigate the finite sample performance of this simple and intuitive estimator and compare it to others commonly employed in the literature.Keywords
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