Inference for Weighting-based Effect Estimators: Residualization Produces Smaller Standard Errors with Correct Coverage

• In Event: Estimation

Brief Overview

After obtaining weights, standard errors estimated with weighted regressions of outcome on treatment are often overly conservative. Including covariates and their interactions with treatment yields smaller standard errors with correct coverage.

Authors

• Erin Hartman, University of California-Berkeley

• Chad Hazlett, University of California-Los Angeles

• Arisa Sadeghpour, UC Berkeley