Efficient Estimation of Average Treatment Effect on the Treated under Endogenous Treatment Assignment
内生处理分配下已处理者平均处理效应的有效估计
In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are unrelated to the treatment assignment but related to the outcomes of interest, we establish identification of the ATT. Then we focus on efficient estimation of the ATT by characterizing the geometric structure of the likelihood, deriving the…