Semiparametric estimation of heterogeneous treatment effects under the nonignorable assignment condition

Keisuke Takahata, Takahiro Hoshino

Research output: Contribution to journalArticlepeer-review

Abstract

We propose a semiparametric two-stage least square estimator for the heterogeneous treatment effects (HTE). HTE is the solution to certain integral equation which belongs to the class of Fredholm integral equations of the first kind, which is known to be ill-posed problem. Naive semi/nonparametric methods do not provide stable solution to such problems. Then we propose to approximate the function of interest by orthogonal series under the constraint which makes the inverse mapping of integral to be continuous and eliminates the ill-posedness. We illustrate the performance of the proposed estimator through simulation experiments.

Original languageEnglish
JournalUnknown Journal
Publication statusPublished - 2019 Feb 26

Keywords

  • Heterogeneity in treatment effects
  • Integral equation
  • Semiparametric estimation

ASJC Scopus subject areas

  • General

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