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Stratifying on treatment status

Author

Listed:
  • Hahn, Jinyong
  • Ham, John
  • Ridder, Geert
  • Sheng, Shuyang

Abstract

We study the estimation of treatment effects using samples stratified by treatment status. Standard estimators of the average treatment effect and the local average treatment effect are inconsistent in this setting. We propose consistent estimators and characterize their asymptotic distributions.

Suggested Citation

  • Hahn, Jinyong & Ham, John & Ridder, Geert & Sheng, Shuyang, 2025. "Stratifying on treatment status," Economics Letters, Elsevier, vol. 253(C).
    • Handle: RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002071
    DOI: 10.1016/j.econlet.2025.112370
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    References listed on IDEAS

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    1. James J. Heckman & Petra E. Todd, 2009. "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 230-234, January.
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    4. Nevo, Aviv, 2003. "Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 43-52, January.
    5. Jinyong Hahn & Geert Ridder, 2013. "Asymptotic Variance of Semiparametric Estimators With Generated Regressors," Econometrica, Econometric Society, vol. 81(1), pages 315-340, January.
    6. Newey, Whitney K, 1994. "The Asymptotic Variance of Semiparametric Estimators," Econometrica, Econometric Society, vol. 62(6), pages 1349-1382, November.
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    Full references (including those not matched with items on IDEAS)

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    Keywords

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    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C83 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Survey Methods; Sampling Methods
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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