Projects per year
Abstract
This article considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption for treatment assignment with either selection-on-observables or instrumental variable assumptions concerning the outcome attrition/sample selection process. We also consider dynamic confounding, meaning that covariates that jointly affect sample selection and the outcome may (at least partly) be influenced by the treatment. To control in a data-driven way for a potentially high dimensional set of pre- and/or post-treatment covariates, we adapt the double machine learning framework for treatment evaluation to sample selection problems. We make use of (a) Neyman-orthogonal, doubly robust, and efficient score functions, which imply the robustness of treatment effect estimation to moderate regularization biases in the machine learning-based estimation of the outcome, treatment, or sample selection models and (b) sample splitting (or cross-fitting) to prevent overfitting bias. We demonstrate that the proposed estimators are asymptotically normal and root-n consistent and investigate their finite sample properties in a simulation study. We also apply our proposed methodology to the Job Corps data. The estimator is available in the causalweight package for the statistical software R.
Original language | English |
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Article number | 13 |
Journal | Journal of Business and Economic Statistics |
DOIs | |
Publication status | E-pub ahead of print - 16 Oct 2023 |
Keywords
- Double machine learning
- Doubly robust estimation
- Efficient score
- Sample selection
Projects
- 1 Active
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CAME: Causal Mediation Analysis and Machine Learning based estimators
Bia, M. & Huber, M.
Luxembourg National Research Fund (FNR)
30/05/22 → 31/05/25
Project: Research