Publication type: | Article in scientific journal |
Type of review: | Peer review (publication) |
Title: | A simple and successful shrinkage method for weighting estimators of treatment effects |
Authors: | Pohlmeier, Winfried Seiberlich, Ruben Uysal, Selver Derya |
et. al: | No |
DOI: | 10.1016/j.csda.2014.09.015 |
Published in: | Computational Statistics & Data Analysis |
Volume(Issue): | 100 |
Page(s): | 512 |
Pages to: | 525 |
Issue Date: | 2016 |
Publisher / Ed. Institution: | Elsevier |
ISSN: | 0167-9473 |
Language: | English |
Subject (DDC): | 510: 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 |
URI: | https://digitalcollection.zhaw.ch/handle/11475/18248 |
Fulltext version: | Published version |
License (according to publishing contract): | Licence according to publishing contract |
Departement: | School of Management and Law |
Appears in collections: | Publikationen School of Management and Law |
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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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