Average treatment effect estimators – inefficiency – minimisation of variance Online publication date: Fri, 06-Nov-2009
by Athanasios G. Tsagkanos
International Journal of Computational Economics and Econometrics (IJCEE), Vol. 1, No. 1, 2009
Abstract: In this paper, we show the inability of a recent average treatment effect estimator (ATE) to catch up the asymptotic semiparametric efficiency bound of Hahn (1998) although it minimises the mean squared error. Additionally, we propose the use of a minimum variance unbiased uniformly estimator of the propensity score in order to minimise the loss of efficiency.
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