Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap

@article{Rothe2017RobustCI,
  title={Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap},
  author={Christoph Rothe},
  journal={Econometrics: Econometric \& Statistical Methods - General eJournal},
  year={2017}
}
  • C. Rothe
  • Published 1 March 2017
  • Mathematics, Economics
  • Econometrics: Econometric & Statistical Methods - General eJournal
Estimators of average treatment effects under unconfounded treatment assignment are known to become rather imprecise if there is limited overlap in the covariate distributions between the treatment groups. But such limited overlap can also have a detrimental effect on inference, and lead for example to highly distorted confidence intervals. This paper shows that this is because the coverage error of traditional confidence intervals is not so much driven by the total sample size, but by the… 

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