Stratifying on treatment status

Jinyong Hahn; John Ham; Geert Ridder; Shuyang Sheng

doi:10.1016/j.econlet.2025.112370

Stratifying on treatment status

Jinyong Hahn, John Ham, Geert Ridder, Shuyang Sheng

Economics

Research output: Contribution to journal › Article › peer-review

Abstract

We study the estimation of treatment effects using samples stratified by treatment status. Standard estimators of the average treatment effect and the local average treatment effect are inconsistent in this setting. We propose consistent estimators and characterize their asymptotic distributions.

Original language	English (US)
Article number	112370
Journal	Economics Letters
Volume	253
DOIs	https://doi.org/10.1016/j.econlet.2025.112370
State	Published - Jun 2025

Keywords

Stratification, Treatment effects, Asymptotic variance

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/j.econlet.2025.112370

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title = "Stratifying on treatment status",

abstract = "We study the estimation of treatment effects using samples stratified by treatment status. Standard estimators of the average treatment effect and the local average treatment effect are inconsistent in this setting. We propose consistent estimators and characterize their asymptotic distributions.",

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author = "Jinyong Hahn and John Ham and Geert Ridder and Shuyang Sheng",

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year = "2025",

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AU - Hahn, Jinyong

AU - Ham, John

AU - Ridder, Geert

AU - Sheng, Shuyang

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N2 - We study the estimation of treatment effects using samples stratified by treatment status. Standard estimators of the average treatment effect and the local average treatment effect are inconsistent in this setting. We propose consistent estimators and characterize their asymptotic distributions.

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SN - 0165-1765

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JO - Economics Letters

JF - Economics Letters

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Stratifying on treatment status

Abstract

Keywords

ASJC Scopus subject areas

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