反向概率加权差值(IPWDID)

Yuqin Wei, M. Epland, Jingyuan Liu
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引用次数: 0

摘要

摘要:在2022年美国因果推断会议(ACIC)挑战提交的文件中,标准差分(DID)估计器已与逆概率加权(IPW)和强简化假设一起使用,以生成样本平均治疗对被治疗者(SATT)影响的基准模型。尽管有限制性的假设和简单的模型,但在点估计和置信区间方面都观察到了令人满意的表现,在竞争中排名前半。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Inverse Probability Weighting Difference-in-Differences (IPWDID)
Abstract:In this American Causal Inference Conference (ACIC) 2022 challenge submission, the canonical difference-in-differences (DID) estimator has been used with inverse probability weighting (IPW) and strong simplifying assumptions to produce a benchmark model of the sample average treatment effect on the treated (SATT). Despite the restrictive assumptions and simple model, satisfactory performance in both point estimate and confidence intervals was observed, ranking in the top half of the competition.
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