Article (Journal/Review)
Efficient estimation of data combination models by the method of Auxiliary-to-Study Tilting (AST)
Fecha
2016-04-02Registro en:
0735-0015
10.1080/07350015.2015.1038544
000372451400010
Graham, Bryan/H-4515-2011
Autor
Graham, Bryan S.
Pinto, Cristine
Egel, Daniel
Institución
Resumen
We propose a locally efficient estimator for a class of semiparametric data combination problems. A leading estimand in this class is the average treatment effect on the treated (ATT). Data combination problems are related to, but distinct from, the class of missing data problems with data missing at random (of which the average treatment effect (ATE) estimand is a special case). Our estimator also possesses a double robustness property. Our procedure may be used to efficiently estimate, among other objects, the ATT, the two-sample instrumental variables model (TSIV), counterfactual distributions, poverty maps, and semiparametric difference-in-differences. In an empirical application, we use our procedure to characterize residual Black-White wage inequality after flexibly controlling for 'premarket' differences in measured cognitive achievement. Supplementary materials for this article are available online.