Tymon Słoczyński
@tymonsloczynski.bsky.social
Associate Professor of Economics at Brandeis University, interested in microeconometrics, applied econometrics, causal inference, and economic history.
Personal website: https://tslocz.github.io/
Personal website: https://tslocz.github.io/
Revised version out: Quantifying the Internal Validity of Weighted Estimands (w/ Alex Poirier, Georgetown)
We study when weighted estimands such as OLS/2SLS/TWFE can be read as ATEs for a subpopulation, and how big that subpopulation can be.
Link below. 1/13
We study when weighted estimands such as OLS/2SLS/TWFE can be read as ATEs for a subpopulation, and how big that subpopulation can be.
Link below. 1/13
October 23, 2025 at 3:27 PM
Revised version out: Quantifying the Internal Validity of Weighted Estimands (w/ Alex Poirier, Georgetown)
We study when weighted estimands such as OLS/2SLS/TWFE can be read as ATEs for a subpopulation, and how big that subpopulation can be.
Link below. 1/13
We study when weighted estimands such as OLS/2SLS/TWFE can be read as ATEs for a subpopulation, and how big that subpopulation can be.
Link below. 1/13
Reposted by Tymon Słoczyński
Thanks Paul. It’s nice to have a paper that’s both elegant (if I may say so) and practically useful. The conclusion is that using a particular covariate balancing PS estimator — inverse probability tilting — renders IPW, AIPW, and IPWRA all numerically identical with a linear conditional mean.
This new CESifo working paper on covariate balancing looks very interesting. @jmwooldridge.bsky.social
Link: www.ifo.de/DocDL/cesifo...
Link: www.ifo.de/DocDL/cesifo...
September 23, 2025 at 6:45 PM
Thanks Paul. It’s nice to have a paper that’s both elegant (if I may say so) and practically useful. The conclusion is that using a particular covariate balancing PS estimator — inverse probability tilting — renders IPW, AIPW, and IPWRA all numerically identical with a linear conditional mean.