Full Simulation Results for Each Method (nsims = 200)
across different treatment heterogeneity levels
Method True ATE Estimated ATE Bias Analytic SE Monte Carlo SE MSE Coverage
Setting 1
Oracle Estimator 0.996 0.985 −0.011 0.034 0.035 0.001 0.920
Identification Formula 1 0.996 0.971 −0.026 0.038 0.035 0.002 0.885
Identification Formula 1, Misspecified 0.996 0.968 −0.028 0.034 0.030 0.002 0.900
Identification Formula 2a 0.996 0.983 −0.014 0.051 0.052 0.003 0.950
Identification Formula 2b 0.996 0.956 −0.041 0.046 0.045 0.004 0.835
Setting 2
Oracle Estimator 1.000 0.991 −0.009 0.034 0.033 0.001 0.960
Identification Formula 1 1.000 0.976 −0.024 0.038 0.032 0.002 0.940
Identification Formula 1, Misspecified 1.000 0.983 −0.017 0.034 0.028 0.001 0.970
Identification Formula 2a 1.000 0.992 −0.008 0.050 0.052 0.003 0.935
Identification Formula 2b 1.000 0.955 −0.045 0.047 0.050 0.004 0.825
Setting 3
Oracle Estimator 1.050 1.051 0.001 0.034 0.030 0.001 0.970
Identification Formula 1 1.050 1.035 −0.015 0.038 0.029 0.001 0.965
Identification Formula 1, Misspecified 1.050 1.059 0.008 0.035 0.026 0.001 0.985
Identification Formula 2a 1.050 1.041 −0.009 0.051 0.048 0.002 0.955
Identification Formula 2b 1.050 1.012 −0.037 0.046 0.043 0.003 0.870
Setting 4
Oracle Estimator 1.106 1.098 −0.008 0.034 0.034 0.001 0.950
Identification Formula 1 1.106 1.082 −0.022 0.038 0.033 0.002 0.925
Identification Formula 1, Misspecified 1.106 1.130 0.021 0.036 0.030 0.001 0.930
Identification Formula 2a 1.106 1.102 −0.003 0.050 0.047 0.002 0.965
Identification Formula 2b 1.106 1.070 −0.033 0.047 0.044 0.003 0.880
Setting 5
Oracle Estimator 1.501 1.489 −0.008 0.035 0.031 0.001 0.960
Identification Formula 1 1.501 1.470 −0.020 0.037 0.034 0.002 0.895
Identification Formula 1, Misspecified 1.501 1.720 0.146 0.041 0.029 0.049 0.000
Identification Formula 2a 1.501 1.497 −0.002 0.050 0.053 0.003 0.925
Identification Formula 2b 1.501 1.467 −0.023 0.048 0.047 0.003 0.900