School of Economics

 Invites you to a

Econometrics seminar presented by

Wei Huang

(The University of Melbourne)

Nonparametric estimation of the continuous treatment effect

with measurement error

Co-Author:
Zheng Zhang (Renmin University of China)

Wednesday 23 August 2023

2.00pm – 3.30pm 

Level 4 Seminar Room (441) – to be confirmed

A02 Social Sciences Building
Camperdown Campus

The University of Sydney NSW 2006

 We identify the average dose–response function (ADRF) for a continuously valued error-contaminated treatment by a weighted conditional expectation. We then estimate the weights nonparametrically by maximising a local generalised empirical likelihood subject to an expanding set of conditional moment equations incorporated into the deconvolution kernels. Thereafter, we construct a deconvolution kernel estimator of ADRF. We derive the asymptotic bias and variance of our ADRF estimator and provide its asymptotic linear expansion, which helps conduct statistical inference. To select our smoothing parameters, we adopt the simulation-extrapolation method and propose a new extrapolation procedure to stabilise the computation. Monte Carlo simulations and a real data study illustrate our method’s practical performance. 

For further information contact: Econometrics seminar series coordinator Dr Ye Lu (ye.lu1@sydney.edu.au)

For all upcoming seminars in School of Economics see Our events and Calendar