Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (Ast)

42 Pages Posted: 11 Apr 2011 Last revised: 3 Oct 2024

See all articles by Bryan S. Graham

Bryan S. Graham

University of California, Berkeley - Department of Economics; National Bureau of Economic Research (NBER)

Cristine Campos de Xavier Pinto

University of California, Berkeley - Department of Economics

Daniel Egel

University of California, Berkeley - Department of Economics

Date Written: April 2011

Abstract

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 analyzed by Robins, Rotnitzky and Zhao (1994) (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 'pre-market' differences in measured cognitive achievement as in Neal and Johnson (1996).

Suggested Citation

Graham, Bryan S. and Campos de Xavier Pinto, Cristine and Egel, Daniel, Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (Ast) (April 2011). NBER Working Paper No. w16928, Available at SSRN: https://ssrn.com/abstract=1805433

Bryan S. Graham (Contact Author)

University of California, Berkeley - Department of Economics ( email )

549 Evans Hall #3880
Berkeley, CA 94720-3880
United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

Cristine Campos de Xavier Pinto

University of California, Berkeley - Department of Economics

549 Evans Hall #3880
Berkeley, CA 94720-3880
United States

Daniel Egel

University of California, Berkeley - Department of Economics ( email )

Berkeley, CA 94720
United States

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