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  2. School of Management and Law
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  4. Publikationen School of Management and Law
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dc.contributor.authorPohlmeier, Winfried-
dc.contributor.authorSeiberlich, Ruben-
dc.contributor.authorUysal, Selver Derya-
dc.date.accessioned2019-09-25T09:23:51Z-
dc.date.available2019-09-25T09:23:51Z-
dc.date.issued2016-
dc.identifier.issn0167-9473de_CH
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/18248-
dc.description.abstractA 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 settingsde_CH
dc.language.isoende_CH
dc.publisherElsevierde_CH
dc.relation.ispartofComputational Statistics & Data Analysisde_CH
dc.rightsLicence according to publishing contractde_CH
dc.subject.ddc510: Mathematikde_CH
dc.titleA simple and successful shrinkage method for weighting estimators of treatment effectsde_CH
dc.typeBeitrag in wissenschaftlicher Zeitschriftde_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Management and Lawde_CH
dc.identifier.doi10.1016/j.csda.2014.09.015de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawNode_CH
zhaw.pages.end525de_CH
zhaw.pages.start512de_CH
zhaw.publication.statuspublishedVersionde_CH
zhaw.volume100de_CH
zhaw.publication.reviewPeer review (Publikation)de_CH
zhaw.author.additionalNode_CH
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Pohlmeier, W., Seiberlich, R., & Uysal, S. D. (2016). A simple and successful shrinkage method for weighting estimators of treatment effects. Computational Statistics & Data Analysis, 100, 512–525. https://doi.org/10.1016/j.csda.2014.09.015
Pohlmeier, W., Seiberlich, R. and Uysal, S.D. (2016) ‘A simple and successful shrinkage method for weighting estimators of treatment effects’, Computational Statistics & Data Analysis, 100, pp. 512–525. Available at: https://doi.org/10.1016/j.csda.2014.09.015.
W. Pohlmeier, R. Seiberlich, and S. D. Uysal, “A simple and successful shrinkage method for weighting estimators of treatment effects,” Computational Statistics & Data Analysis, vol. 100, pp. 512–525, 2016, doi: 10.1016/j.csda.2014.09.015.
POHLMEIER, Winfried, Ruben SEIBERLICH und Selver Derya UYSAL, 2016. A simple and successful shrinkage method for weighting estimators of treatment effects. Computational Statistics & Data Analysis. 2016. Bd. 100, S. 512–525. DOI 10.1016/j.csda.2014.09.015
Pohlmeier, Winfried, Ruben Seiberlich, and Selver Derya Uysal. 2016. “A Simple and Successful Shrinkage Method for Weighting Estimators of Treatment Effects.” Computational Statistics & Data Analysis 100: 512–25. https://doi.org/10.1016/j.csda.2014.09.015.
Pohlmeier, Winfried, et al. “A Simple and Successful Shrinkage Method for Weighting Estimators of Treatment Effects.” Computational Statistics & Data Analysis, vol. 100, 2016, pp. 512–25, https://doi.org/10.1016/j.csda.2014.09.015.


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