Advanced Search
MyIDEAS: Login to save this paper or follow this series

Non-parametric adjustment for covariates when estimating a treatment effect

Contents:

Author Info

  • Cantoni, Eva

    ()
    (Department of of Econometrics, University of Geneva)

  • de Luna, Xavier

    (Department of Statistics, Umeå University)

Registered author(s):

    Abstract

    We consider a non-parametric model for estimating the effect of a binary treatment on an outcome variable while adjusting for an observed covariate. A naive procedure consists in performing two separate non-parametric regression of the response on the covariate: one with the treated individuals and the other with the untreated. The treatment effect is then obtained by taking the difference between the two fitted regression functions. This paper proposes a backfitting algorithm which uses all the data for the two above-mentioned non-parametric regression. We give theoretical results showing that the resulting estimator of the treatment effect can have lower finite sample variance. This improvement may be achieved at the cost of a larger bias. However, in a simulation study we observe that mean squared error is lowest for the proposed backfitting estimator. When more than one covariate is observed our backfitting estimator can still be applied by using the propensity score (probability of being treated for a given setup of the covariates). We illustrate the use of the backfitting estimator in a several covariate situation with data on a training program for individuals having faced social and economic problems.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.ifau.se/upload/pdf/se/2004/wp04-09.pdf
    Download Restriction: no

    Bibliographic Info

    Paper provided by IFAU - Institute for Evaluation of Labour Market and Education Policy in its series Working Paper Series with number 2004:9.

    as in new window
    Length: 20 pages
    Date of creation: 16 Jun 2004
    Date of revision:
    Publication status: Published in Journal of Nonparametric Statistics, 2006, pages 227-244.
    Handle: RePEc:hhs:ifauwp:2004_009

    Contact details of provider:
    Postal: IFAU, P O Box 513, SE-751 20 Uppsala, Sweden
    Phone: (+46) 18 - 471 70 70
    Fax: (+46) 18 - 471 70 71
    Email:
    Web page: http://www.ifau.se/
    More information through EDIRC

    Related research

    Keywords: Analysis of covariance; backfitting algorithm; linear smoothers; propensity score;

    Find related papers by JEL classification:

    This paper has been announced in the following NEP Reports:

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Nilsson, Anna, 2004. "Income inequality and crime: The case of Sweden," Working Paper Series 2004:6, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    2. Schröder, Lena, 2004. "The role of youth programmes in the transition from school to work," Working Paper Series 2004:5, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    3. Larsson, Laura, 2004. "Harmonizing unemployment and sickness insurance: Why (not)?," Working Paper Series 2004:8, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    4. Anders Forslund & Daniela Froberg & Linus Lindqvist, 2004. "The Swedish Activity Guarantee," OECD Social, Employment and Migration Working Papers 16, OECD Publishing.
    5. Nilsson, Anna, 2004. "Income Inequality and Crime: The Case of Sweden," Research Papers in Economics 2004:3, Stockholm University, Department of Economics.
    Full references (including those not matched with items on IDEAS)

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:hhs:ifauwp:2004_009. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Margareta Wicklander).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.