Doubly robust estimation of the local average treatment effect curve

Elizabeth L. Ogburn, Andrea Rotnitzky, James M. Robins

Research output: Contribution to journalArticle

Abstract

We consider estimation of the causal effect of a binary treatment on an outcome, conditionally on covariates, from observational studies or natural experiments in which there is a binary instrument for treatment. We describe a doubly robust, locally efficient estimator of the parameters indexing a model for the local average treatment effect conditionally on covariates V when randomization of the instrument is only true conditionally on a high dimensional vector of covariates X, possibly bigger than V. We discuss the surprising result that inference is identical to inference for the parameters of a model for an additive treatment effect on the treated conditionally on V that assumes no treatment-instrument interaction. We illustrate our methods with the estimation of the local average effect of participating in 401(k) retirement programmes on savings by using data from the US Census Bureau's 1991 Survey of Income and Program Participation.

Original languageEnglish (US)
Pages (from-to)373-396
Number of pages24
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Volume77
Issue number2
DOIs
StatePublished - Mar 1 2015

Keywords

  • Instrumental variables
  • Local average treatment effect
  • Local efficiency
  • Multiplicative effect

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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