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Treatment effect estimation with covariate measurement error

  • Battistin, Erich
  • Chesher, Andrew

This paper investigates the effect that covariate measurement error has on a treatment effect analysis built on an unconfoundedness restriction in which there is conditioning on error free covariates. The approach uses small parameter asymptotic methods to obtain the approximate effects of measurement error for estimators of average treatment effects. The approximations can be estimated using data on observed outcomes, the treatment indicator and error contaminated covariates without employing additional information from validation data or instrumental variables. The results can be used in a sensitivity analysis to probe the potential effects of measurement error on the evaluation of treatment effects.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 178 (2014)
Issue (Month): 2 ()
Pages: 707-715

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Handle: RePEc:eee:econom:v:178:y:2014:i:2:p:707-715
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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