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Treatment effect estimation with covariate measurement error

Battistin, Erich and Chesher, Andrew (2014) Treatment effect estimation with covariate measurement error. Journal of Econometrics, 178 (2). pp. 707-715. ISSN 0304-4076

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Identification Number: 10.1016/j.jeconom.2013.10.010

Abstract

This paper investigates the effect that covariate measurement error has on a treatment effect analysis built on an unconfoundedness restriction in which there is conditioning on error free covariates. The approach uses small parameter asymptotic methods to obtain the approximate effects of measurement error for estimators of average treatment effects. The approximations can be estimated using data on observed outcomes, the treatment indicator and error contaminated covariates without employing additional information from validation data or instrumental variables. The results can be used in a sensitivity analysis to probe the potential effects of measurement error on the evaluation of treatment effects.

Item Type: Article
Official URL: http://www.journals.elsevier.com/journal-of-econom...
Additional Information: © 2014 Elsevier B.V.
Divisions: STICERD
Subjects: H Social Sciences > HB Economic Theory
Q Science > QA Mathematics
JEL classification: C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics
C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods
Sets: Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Deposited: 03 Apr 2014 14:17
Last Modified: 20 Jan 2020 05:22
Projects: RES-589-28-0002, RES-576-25-0042
Funders: Economic and Social Research Council, Programme Evaluation for Policy Analysis
URI: http://eprints.lse.ac.uk/id/eprint/56391

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