Title: A simple and successful shrinkage method for weighting estimators of treatment effects
Authors : Pohlmeier, Winfried
Seiberlich, Ruben
Uysal, Selver Derya
et. al : No
Published in : Computational Statistics & Data Analysis
Volume(Issue) : 100
Pages : 512
Pages to: 525
Publisher / Ed. Institution : Elsevier
Issue Date: 2016
License (according to publishing contract) : Licence according to publishing contract
Type of review: Peer review (publication)
Language : English
Subject (DDC) : 500: Natural sciences and mathematics
Abstract: A simple shrinkage method is proposed to improve the performance of weighting estimators of the average treatment effect. As the weights in these estimators can become arbitrarily large for the propensity scores close to the boundaries, three different variants of a shrinkage method for the propensity scores are analyzed. The results of a comprehensive Monte Carlo study demonstrate that this simple method substantially reduces the mean squared error of the estimators in finite samples, and is superior to several popular trimming approaches over a wide range of settings
Departement: School of Management and Law
Publication type: Article in scientific journal
DOI : 10.1016/j.csda.2014.09.015
ISSN: 0167-9473
URI: https://digitalcollection.zhaw.ch/handle/11475/18248
Appears in Collections:Publikationen School of Management and Law

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