摘要翻译：
本文提出了新的非参数诊断工具来评估依赖于倾向评分的正确规范的不同治疗效果估计的渐近有效性。我们导出了一个与治疗组和对照组的倾向评分分布有关的特殊限制，并在此基础上开发了规范测试。结果表明，当协变量向量是高维的时，所得到的测试不受“维数诅咒”的影响，完全由数据驱动，不需要调整参数，如带宽，并且能够检测到以参数率$n^{-1/2}$收敛到空值的广泛的局部备选方案，样本大小为$n$。我们证明，在干扰参数的切空间上使用正交投影有助于通过乘法器引导程序模拟临界值，并可导致功率增益。通过蒙特卡罗实验和经验应用检验了试验的有限样本性能。开放源码软件可用于实施拟议的测试。
---
英文标题：
《Specification Tests for the Propensity Score》
---
作者：
Pedro H. C. Sant'Anna, Xiaojun Song
---
最新提交年份：
2019
---
分类信息：

一级分类：Statistics        统计学
二级分类：Methodology        方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
--
一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
--

---
英文摘要：
  This paper proposes new nonparametric diagnostic tools to assess the asymptotic validity of different treatment effects estimators that rely on the correct specification of the propensity score. We derive a particular restriction relating the propensity score distribution of treated and control groups, and develop specification tests based upon it. The resulting tests do not suffer from the "curse of dimensionality" when the vector of covariates is high-dimensional, are fully data-driven, do not require tuning parameters such as bandwidths, and are able to detect a broad class of local alternatives converging to the null at the parametric rate $n^{-1/2}$, with $n$ the sample size. We show that the use of an orthogonal projection on the tangent space of nuisance parameters facilitates the simulation of critical values by means of a multiplier bootstrap procedure, and can lead to power gains. The finite sample performance of the tests is examined by means of a Monte Carlo experiment and an empirical application. Open-source software is available for implementing the proposed tests.
---
PDF链接：
https://arxiv.org/pdf/1611.06217