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| Format: | Artículo Open Access |
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Wiley
2025
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| Online Access: | https://onlinelibrary.wiley.com/doi/10.1002/cjs.70021 |
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| _version_ | 1867021492077723648 |
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| author | Chunrong Ai Jiawei Shan Liping Zhu |
| author_facet | Chunrong Ai Jiawei Shan Liping Zhu Chunrong Ai Jiawei Shan Liping Zhu |
| collection | Wiley Open Access |
| contents | Kernel estimation of average treatment effects in models with unmeasured confounders Chunrong Ai Jiawei Shan Liping Zhu Canadian Journal of Statistics AbstractWang and Tchetgen Tchetgen proposed a parametric estimation of average treatment effects in models with unmeasured confounders. This article presents a kernel estimation of average treatment effects for the same model and establishes their asymptotic properties. We consider three estimators: (i) the inverse probability estimator, (ii) the regression estimator, and (iii) the efficient score estimator. We show that all three estimators are asymptotically equivalent when using an under‐smoothed bandwidth. However, the first two estimators are biased, whereas the third is unbiased, when the bandwidth is cross‐validated. A small‐scale simulation study reveals that the results are consistent with the theoretical findings. To illustrate the practical value of the proposed approach, we apply it to the CFPS dataset to evaluate the causal effect of mobile internet use on the subjective well‐being of older Chinese adults. 10.1002/cjs.70021 http://onlinelibrary.wiley.com/termsAndConditions#vor |
| doi_str_mv | 10.1002/cjs.70021 |
| format | Artículo Open Access |
| id | wiley_oa_10_1002_cjs_70021 |
| institution | Wiley Open Access |
| license_str_mv | http://onlinelibrary.wiley.com/termsAndConditions#vor |
| publishDate | 2025 |
| publisher | Wiley |
| record_format | wiley_oa |
| spellingShingle | Kernel estimation of average treatment effects in models with unmeasured confounders Chunrong Ai Jiawei Shan Liping Zhu Canadian Journal of Statistics Kernel estimation of average treatment effects in models with unmeasured confounders Chunrong Ai Jiawei Shan Liping Zhu Canadian Journal of Statistics AbstractWang and Tchetgen Tchetgen proposed a parametric estimation of average treatment effects in models with unmeasured confounders. This article presents a kernel estimation of average treatment effects for the same model and establishes their asymptotic properties. We consider three estimators: (i) the inverse probability estimator, (ii) the regression estimator, and (iii) the efficient score estimator. We show that all three estimators are asymptotically equivalent when using an under‐smoothed bandwidth. However, the first two estimators are biased, whereas the third is unbiased, when the bandwidth is cross‐validated. A small‐scale simulation study reveals that the results are consistent with the theoretical findings. To illustrate the practical value of the proposed approach, we apply it to the CFPS dataset to evaluate the causal effect of mobile internet use on the subjective well‐being of older Chinese adults. 10.1002/cjs.70021 http://onlinelibrary.wiley.com/termsAndConditions#vor |
| title | Kernel estimation of average treatment effects in models with unmeasured confounders |
| topic | Canadian Journal of Statistics |
| url | https://onlinelibrary.wiley.com/doi/10.1002/cjs.70021 |