SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE

B-Tier
Journal: Econometric Theory
Year: 2010
Volume: 26
Issue: 3
Pages: 931-951

Authors (2)

Fan, Yanqin (not in RePEc) Park, Sang Soo (Korea University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we propose nonparametric estimators of sharp bounds on the distribution of treatment effects of a binary treatment and establish their asymptotic distributions. We note the possible failure of the standard bootstrap with the same sample size and apply the fewer-than-n bootstrap to making inferences on these bounds. The finite sample performances of the confidence intervals for the bounds based on normal critical values, the standard bootstrap, and the fewer-than-n bootstrap are investigated via a simulation study. Finally we establish sharp bounds on the treatment effect distribution when covariates are available.

Technical Details

RePEc Handle
repec:cup:etheor:v:26:y:2010:i:03:p:931-951_99
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-28