TY - JOUR
AU - Kline,Patrick M.
TI - A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects
JF - National Bureau of Economic Research Working Paper Series
VL - No. 19784
PY - 2014
Y2 - January 2014
DO - 10.3386/w19784
UR - http://www.nber.org/papers/w19784
L1 - http://www.nber.org/papers/w19784.pdf
N1 - Author contact info:
Patrick M. Kline
Department of Economics
UC, Berkeley
508-1 Evans Hall #3880
Berkeley, CA 94720
Tel: 510/642-4628
E-Mail: pkline@econ.berkeley.edu
AB - We derive the limiting distribution of the Oaxaca estimator of average treatment effects studied by Kline (2011). A consistent estimator of the asymptotic variance is proposed that makes use of standard regression routines. It is shown that ignoring uncertainty in group means will tend to lead to an overstatement of the asymptotic standard errors. Monte Carlo experiments examine the finite sample performance of competing approaches to inference.
ER -