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Abstract

This paper studies the estimation of causal parameters in the generalized local average treatment effect (GLATE) model, a generalization of the classical LATE model encompassing multi-valued treatment and instrument. We derive the efficient influence function (EIF) and the semiparametric efficiency bound (SPEB) for two types of parameters: local average structural function (LASF) and local average structural function for the treated (LASF-T). The moment condition generated by the EIF satisfies two robustness properties: double robustness and Neyman orthogonality. Based on the robust moment condition, we propose the double/debiased machine learning (DML) estimators for LASF and LASF-T. The DML estimator is semiparametric efficient and suitable for high dimensional settings. We also propose null-restricted inference methods that are robust against weak identification issues. As an empirical application, we study the effects across different sources of health insurance by applying the developed methods to the Oregon Health Insurance Experiment.

Details

1009240
Business indexing term
Identifier / keyword
Title
Efficient and Robust Estimation of the Generalized LATE Model
Publication title
arXiv.org; Ithaca
Publication year
2022
Publication date
Feb 4, 2022
Section
Economics
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2022-02-07
Milestone dates
2020-01-19 (Submission v1); 2022-02-04 (Submission v2)
Publication history
 
 
   First posting date
07 Feb 2022
ProQuest document ID
2343361840
Document URL
https://www.proquest.com/working-papers/efficient-robust-estimation-generalized-late/docview/2343361840/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2022-02-08
Database
ProQuest One Academic