On the Identification of Misspecified Propensity Scores - School of ...

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TABLE 3: P c=0.05 Proportion <strong>of</strong> Rejections 1% level 5% level 10% level n=100 0.358 0.479 0.537 n=200 0.818 0.874 0.896 n=400 0.991 0.993 0.994 n=500 1.000 1.000 1.000 n=800 1.000 1.000 1.000 n=1000 c=0.10 1.000 1.000 1.000 n=100 0.290 0.401 0.483 n=200 0.821 0.876 0.902 n=400 0.993 0.994 0.995 n=500 1.000 1.000 1.000 n=800 1.000 1.000 1.000 n=1000 c=0.15 1.000 1.000 1.000 n=100 0.193 0.283 0.343 n=200 0.737 0.814 0.840 n=400 0.990 0.994 0.994 n=500 1.000 1.000 1.000 n=800 1.000 1.000 1.000 n=1000 1.000 1.000 1.000 DGP: D ∗ = (1 + X1 + X2) 2 − ǫi, ǫ ∼ N(0, σ 2 ), Estimated model: Q(X, β) = Φ(β 0 +β 1X1+β 2X2)
TABLE 4: P c=0.05 Proportion <strong>of</strong> Rejections 1% level 5% level 10% level n=100 0.023 0.082 0.150 n=200 0.074 0.169 0.232 n=400 0.321 0.490 0.587 n=500 0.440 0.621 0.698 n=800 0.838 0.917 0.942 n=1000 c=0.10 0.929 0.977 0.986 n=100 0.037 0.076 0.134 n=200 0.131 0.242 0.303 n=400 0.457 0.620 0.691 n=500 0.642 0.776 0.848 n=800 0.935 0.969 0.980 n=1000 c=0.15 0.986 0.997 0.997 n=100 0.039 0.076 0.124 n=200 0.162 0.271 0.331 n=400 0.557 0.689 0.751 n=500 0.707 0.825 0.877 n=800 0.957 0.978 0.986 n=1000 0.993 0.998 0.998 DGP: D ∗ = 1 + X1 + X2 − ǫi, ǫ ∼ χ 2 1 , Estimated model: Q(X, β) = Φ(β 0 +β 1 X1+β 2 X2)
Page 1 and 2: On the Identification of Misspecifi
Page 3 and 4: presented in this paper may be cons
Page 5 and 6: 3 The Restriction In order to ensur
Page 7 and 8: that misspecification is not very s
Page 9 and 10: where ˆεi := Yi − Q(Xi, ˆ θn)
Page 11 and 12: Throughout the simulations presente
Page 13 and 14: 5 Conclusion [TABLE 8 ABOUT HERE] [
Page 15 and 16: Ichimura, and Todd [6]. In addition
Page 17 and 18: To check the second condition of th
Page 19 and 20: where M = sup θ∈Θ[D−Q(x, θ)]
Page 21 and 22: [15] S, B. (2004): “An Evaluation
Page 23 and 24: FIGURE 2 E D P S Note: ----- ˆα
Page 25: TABLE 2: P c=0.05 Proportion of Rej
Page 29 and 30: TABLE 6: P c=0.05 Proportion of Rej
Page 31 and 32: TABLE 8: P c=0.05 Proportion of Rej

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