Confidence intervals for the quantile of treatment effects in randomized experiments

A-Tier
Journal: Journal of Econometrics
Year: 2012
Volume: 167
Issue: 2
Pages: 330-344

Authors (2)

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

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

In this paper, we explore partial identification and inference for the quantile of treatment effects for randomized experiments. First, we propose nonparametric estimators of sharp bounds on the quantile of treatment effects and establish their asymptotic properties under general conditions. Second, we construct confidence intervals for the bounds and the true quantile by using the approach in Chernozhukov et al. (2009). Third, under additional conditions, we develop a new approach to construct confidence intervals for the bounds and the true quantile and refer to it as the order statistic approach. A simulation study is conducted to investigate the finite sample performance of both approaches.

Technical Details

RePEc Handle
repec:eee:econom:v:167:y:2012:i:2:p:330-344
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-28