ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE

B-Tier
Journal: Econometric Theory
Year: 2017
Volume: 33
Issue: 3
Pages: 664-690

Authors (2)

Kato, Ryutah (not in RePEc) Sasaki, Yuya (Vanderbilt 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

We show that the slope parameter of the linear quantile regression measures a weighted average of the local slopes of the conditional quantile function. Extending this result, we also show that the slope parameter measures a weighted average of the partial effects for a general structural function. Our results support the use of linear quantile regressions for causal inference in the presence of nonlinearity and multivariate unobserved heterogeneity. The same conclusion applies to linear regressions.

Technical Details

RePEc Handle
repec:cup:etheor:v:33:y:2017:i:03:p:664-690_00
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29