Statistical inference of heterogeneous treatment effects using semiparametric single-index model
半参数单指标模型下异质性处理效应的统计推断
In recent years, with the rapid development of science and technology, heterogeneous treatment effects have emerged as a focal research topic in statistics, econometrics, and sociology. This paper investigates HTE through semiparametric single-index models based on doubly robust estimation. Departing from conventional approaches, we neither impose boundedness constraints on the link function in single-index models nor restrict its support range. By employing the sieve method…