Inverse Probability Weighted Generalised Empirical Likelihood Estimators: Firm Size and R&D Revisited
نویسندگان
چکیده
منابع مشابه
On inverse probability-weighted estimators in the presence of interference
We consider inference about the causal effect of a treatment or exposure in the presence of interference, i.e., when one individual's treatment affects the outcome of another individual. In the observational setting where the treatment assignment mechanism is not known, inverse probability-weighted estimators have been proposed when individuals can be partitioned into groups such that there is ...
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Hansen and Jagannathan (HJ, 1991) provided bounds on the volatility of Stochastic Discount Factors (SDF) that proved extremely useful to diagnose and test asset pricing models. This nonparametric bound reflects a duality between the meanstandard deviation frontier for SDFs and the mean-variance frontier for portfolios of asset returns. We extend this fundamental contribution by proposing inform...
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Inverse probability-weighted estimation is a powerful tool for use with observational data. In this article, we describe how this propensity score-based method can be used to compare the effectiveness of 2 or more treatments. First, we discuss the inherent problems in using observational data to assess comparative effectiveness. Next, we provide a conceptual explanation of inverse probability-w...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2005
ISSN: 1556-5068
DOI: 10.2139/ssrn.875613