Working Paper Series,
IFAU - Institute for Evaluation of Labour Market and Education Policy

Abstract: An estimand of interest in empirical studies with observational data is the average treatment effect of a multi-valued treatment in the treated subpopulation. We demonstrate three estimation approaches: outcome regression, inverse probability weighting and inverse probability weighted regression, where the latter estimator holds a so called doubly robust property. Here, we define the estimators in the framework of partial M-estimation and derive corresponding sandwich estimators of their variances. The finite sample properties of the estimators and the proposed variance estimators are evaluated in simulations that reproduce designs from a previous simulation study in the literature of multi-valued treatment effects. The proposed variance estimators are investigated and compared to a bootstrap estimator.

Keywords: ATT; causal inference; inverse probability weighting; doubly robust; weighted ordinary least squares

JEL-codes: C14

65 pages, March 5, 2020

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