In this paper, we discuss an estimator for average treatment effects (ATEs) known as the augmented inverse propensity weighted (AIPW) estimator. This estimator has attractive theoretical properties and only requires practitioners to do two things they are already comfortable with: (1) specify a binary regression model for the propensity score, and (2) specify a regression model for the outcome variable. Perhaps the most interesting property of this estimator is its so-called “double robustness.” Put simply, the estimator remains consistent for the ATE if either the propensity score model or the outcome regression is misspecified but the other is properly specified. After explaining the AIPW estimator, we conduct a Monte Carlo experiment that compares the finite sample performance of the AIPW estimator to three common competitors: a regression estimator, an inverse propensity weighted (IPW) estimator, and a propensity score matching estimator. The Monte Carlo results show that the AIPW estimator has comparable or lower mean square error than the competing estimators when the propensity score and outcome models are both properly specified and, when one of the models is misspecified, the AIPW estimator is superior.
Due to the inherent sensitivity of many survey questions, a number of researchers have adopted an indirect questioning technique known as the list experiment (or the item count technique) in order to minimize bias due to dishonest or evasive responses. However, standard practice with the list experiment requires a large sample size, is not readily adaptable to regression or multivariate modeling, and provides only limited diagnostics. This paper addresses all three of these issues. First, the paper presents design principles for the standard list experiment (and the double list experiment) to minimize bias and reduce variance as well as providing sample size formulas for the planning of studies. Additionally, this paper investigates the properties of a number of estimators and introduces an easy-to-use piecewise estimator that reduces necessary sample sizes in many cases. Second, this paper proves that standard-procedure list experiment data can be used to estimate the probability that an individual holds the socially undesirable opinion/behavior. This allows multivariate modeling. Third, this paper demonstrates that some violations of the behavioral assumptions implicit in the technique can be diagnosed with the list experiment data. The techniques in this paper are illustrated with examples from American politics.
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