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

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TABLE 5: P c=0.05 Proportion <strong>of</strong> Rejections 1% level 5% level 10% level n=100 0.008 0.057 0.127 n=200 0.007 0.032 0.078 n=400 0.005 0.048 0.091 n=500 0.009 0.045 0.087 n=800 0.021 0.073 0.126 n=1000 c=0.10 0.033 0.094 0.147 n=100 0.008 0.048 0.117 n=200 0.005 0.021 0.063 n=400 0.009 0.039 0.074 n=500 0.013 0.035 0.071 n=800 0.035 0.075 0.124 n=1000 c=0.15 0.048 0.114 0.169 n=100 0.005 0.038 0.107 n=200 0.007 0.021 0.057 n=400 0.009 0.034 0.066 n=500 0.014 0.035 0.074 n=800 0.036 0.081 0.135 n=1000 0.056 0.110 0.176 DGP: D ∗ = 1 + X1 + X2 − ǫi, ǫ ∼ U(−1, 1) Estimated model: Q(X, β) = Φ(β 0 +β 1 X1+β 2 X2)
TABLE 6: P c=0.05 Proportion <strong>of</strong> Rejections 1% level 5% level 10% level n=100 0.218 0.337 0.426 n=200 0.637 0.781 0.826 n=400 0.984 0.993 0.997 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 0.371 0.505 0.592 n=200 0.813 0.904 0.936 n=400 0.998 1.000 1.000 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 0.449 0.584 0.662 n=200 0.891 0.952 0.970 n=400 1.000 1.000 1.000 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 − ǫi, ǫ ∼ N(0, σ 2 ), Estimated model: Q(X, β) = β 0 +β 1X1+β 2X2
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 and 26: TABLE 2: P c=0.05 Proportion of Rej
Page 27: TABLE 4: P c=0.05 Proportion of Rej
Page 31 and 32: TABLE 8: P c=0.05 Proportion of Rej

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