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Nonparametric Covariate Adjustment in Finite Samples

Chapter
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Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 524)

Abstract

In this chapter the finite-sample properties of various estimators of the covariate-adjusted mean (2.25) are investigated. Estimates of (2.25) are essential ingredients for policy evaluation under the control-for-confounding-variables and under the difference-in-difference identification approaches (discussed in Section 2.1.4). Hence precise estimation of covariate-adjusted means is of importance, particularly if average treatment effects are analyzed for smaller subpopulations.1 In addition, estimation of covariate-adjusted means is also central for deriving individually optimal treatment choices in Chapter 4.

Keywords

Propensity Score Optimal Bandwidth Estimate Propensity Score Kernel Match Bandwidth Selector 
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Notes

  1. 2.
    Some simulations were also carried out with local quadratic and local cubic matching and with a local linear variant of Hall, Park, and Turlach (1998). These estimators, however, did not perform well in small samples.Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  1. 1.SIAWUniversity of St. GallenSt. GallenSwitzerland

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