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Accuracy

Empirical specification description

"We use the inverse of the propensity scores as weights."

For ATT, control units should be weighted by ωᵢ / (1 - ωᵢ), not 1 / ωᵢ, where ωᵢ is the propensity score of unit i. Suggestions: if the nonstandard weights are appropriate in this context, explain them when the weights are discussed.

Mathematical Reasoning

Address case when x is negative in Proposition 2.

"Lemma 2. The optimal level y(x) satisfies..."

The proof of the lemma implicitly assumes the argument x is nonnegative, but the maintained assumptions do not require this. Suggestions: either add an argument to deal with the negative case, or make an assumption to rule out negative x.

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Drew Fudenberg

Paul A. Samuelson Professor of Economics

MIT

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UT Austin

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Professor of Philosophy

UT Austin

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Caltech

Omer Tamuz

Professor of Economics and Mathematics

Caltech

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