The CATT SATT on the MATT: semiparametric inference for sample treatment effects on the treated
CATT、SATT 与 MATT:样本受处理者效应的半参数推断
We study variants of the average treatment effect on the treated with population parameters replaced by their sample counterparts. For each estimand, we derive the limiting distribution with respect to a semiparametric efficient estimator of the population effect and provide guidance on variance estimation. Included in our analysis is the well-known sample average treatment effect on the treated, for which we obtain some unexpected results. Unlike the ordinary sample average…