Article ID Journal Published Year Pages File Type
1154436 Statistics & Probability Letters 2009 6 Pages PDF
Abstract

We provide simple intuition why using the estimated versus known propensity score tends to increase, and never decreases, asymptotic efficiency. When a covariate is independent of response conditional on treatment, using the known score can have greater finite-sample efficiency.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
A note on using the estimated versus the known propensity score to estimate the average treatment effect
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