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Treatment effect estimation with covariate measurement error

Battistin, E.; Chesher, A.; (2009) Treatment effect estimation with covariate measurement error. (cemmap Working Papers CWP25/). Centre for Microdata Methods and Practice (cemmap): London, UK. Green open access

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Abstract

This paper investigates the effect that covariate measurement error has on a conventional treatment effect analysis built on an unconfoundedness restriction that embodies conditional independence restrictions in which there is conditioning on error free covariates. The approach uses small parameter asymptotic methods to obtain the approximate generic effects of measurement error. The approximations can be estimated using data on observed outcomes, the treatment indicator and error contaminated covariates providing an indication of the nature and size of measurement error effects. The approximations can be used in a sensitivity analysis to probe the potential effects of measurement error on the evaluation of treatment effects.

Type: Working / discussion paper
Title: Treatment effect estimation with covariate measurement error
Open access status: An open access version is available from UCL Discovery
Publisher version: http://www.cemmap.ac.uk/publications.php?publicati...
Language: English
UCL classification: UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics
URI: https://discovery.ucl.ac.uk/id/eprint/18227
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