On Rosenbaum's Rank-based Matching Estimator
Fuente:
arXiv
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866910288132964352 |
|---|---|
| author | Cattaneo, Matias D. Han, Fang Lin, Zhexiao |
| author_facet | Cattaneo, Matias D. Han, Fang Lin, Zhexiao |
| contents | In two influential contributions, Rosenbaum (2005, 2020) advocated for using the distances between component-wise ranks, instead of the original data values, to measure covariate similarity when constructing matching estimators of average treatment effects. While the intuitive benefits of using covariate ranks for matching estimation are apparent, there is no theoretical understanding of such procedures in the literature. We fill this gap by demonstrating that Rosenbaum's rank-based matching estimator, when coupled with a regression adjustment, enjoys the properties of double robustness and semiparametric efficiency without the need to enforce restrictive covariate moment assumptions. Our theoretical findings further emphasize the statistical virtues of employing ranks for estimation and inference, more broadly aligning with the insights put forth by Peter Bickel in his 2004 Rietz lecture (Bickel, 2004). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_07683 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On Rosenbaum's Rank-based Matching Estimator Cattaneo, Matias D. Han, Fang Lin, Zhexiao Statistics Theory Econometrics In two influential contributions, Rosenbaum (2005, 2020) advocated for using the distances between component-wise ranks, instead of the original data values, to measure covariate similarity when constructing matching estimators of average treatment effects. While the intuitive benefits of using covariate ranks for matching estimation are apparent, there is no theoretical understanding of such procedures in the literature. We fill this gap by demonstrating that Rosenbaum's rank-based matching estimator, when coupled with a regression adjustment, enjoys the properties of double robustness and semiparametric efficiency without the need to enforce restrictive covariate moment assumptions. Our theoretical findings further emphasize the statistical virtues of employing ranks for estimation and inference, more broadly aligning with the insights put forth by Peter Bickel in his 2004 Rietz lecture (Bickel, 2004). |
| title | On Rosenbaum's Rank-based Matching Estimator |
| topic | Statistics Theory Econometrics |
| url | https://arxiv.org/abs/2312.07683 |