Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect
Abadie 的 Kappa 与局部平均处理效应加权估计量
Recent research has demonstrated the importance of flexibly controlling for covariates in instrumental variables estimation. In this paper we study the finite sample and asymptotic properties of various weighting estimators of the local average treatment effect (LATE), motivated by Abadie’s (2003) kappa theorem and offering the requisite flexibility relative to standard practice. We argue that two of the estimators under consideration, which are weight normalized, are…