The Oaxaca–Blinder Unexplained Component as a Treatment Effects Estimator
使用国家支持工作数据,检验Oaxaca-Blinder未解释成分作为总体平均处理效应估计量的有限样本表现,发现其在重叠条件下优于其他常用估计量。
Abstract In this paper I use the National Supported Work (NSW) data to examine the finite‐sample performance of the Oaxaca–Blinder unexplained component as an estimator of the population average treatment effect on the treated (PATT). Precisely, I follow sample and variable selections from Dehejia and Wahba (1999), and conclude that Oaxaca–Blinder performs better than any of the estimators in this influential paper, provided that overlap is imposed. As a robustness check, I consider alternative sample (Smith and Todd, 2005) and variable (Abadie and Imbens, 2011) selections, and present a simulation study which is also based on the NSW data.