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dc.contributor.authorCrump, Richard K.
dc.contributor.authorHotz, V. Joseph
dc.contributor.authorImbens, Guido
dc.contributor.authorMitnik, Oscar A.
dc.date.accessioned2009-05-28T15:40:04Z
dc.date.issued2009
dc.identifier.citationCrump, Richard K., V. Joseph Hotz, Guido W. Imbens, and Oscar A. Mitnik. 2009. Dealing with limited overlap in estimation of average treatment effects. Biometrika 96(1): 187-199.en
dc.identifier.issn0006-3444en
dc.identifier.urihttp://nrs.harvard.edu/urn-3:HUL.InstRepos:3007645
dc.description.abstractEstimation of average treatment effects under unconfounded or ignorable treatment assignment is often hampered by lack of overlap in the covariate distributions between treatment groups. This lack of overlap can lead to imprecise estimates, and can make commonly used estimators sensitive to the choice of specification. In such cases researchers have often used ad hoc methods for trimming the sample. We develop a systematic approach to addressing lack of overlap. We characterize optimal subsamples for which the average treatment effect can be estimated most precisely. Under some conditions, the optimal selection rules depend solely on the propensity score. For a wide range of distributions, a good approximation to the optimal rule is provided by the simple rule of thumb to discard all units with estimated propensity scores outside the range [0.1,0.9].en
dc.description.sponsorshipEconomicsen
dc.language.isoen_USen
dc.publisherOxford University Pressen
dc.relation.isversionofhttp://dx.doi.org/10.1093/biomet/asn055en
dc.relation.hasversionhttp://ssrn.com/abstract=937912en
dash.licenseOAP
dc.subjectaverage treatment effecten
dc.subjectcausalityen
dc.subjecttreatment effect heterogeneityen
dc.subjectoverlapen
dc.subjectignorable treatment assignmenten
dc.subjectpropensity scoreen
dc.subjectunconfoundednessen
dc.titleDealing with Limited Overlap in Estimation of Average Treatment Effectsen
dc.relation.journalBiometrikaen
dash.depositing.authorImbens, Guido
dc.identifier.doi10.1093/biomet/asn055*
dash.contributor.affiliatedImbens, Guido W


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