Estimation and inference for distribution functions and quantile functions in treatment effect models

A-Tier
Journal: Journal of Econometrics
Year: 2014
Volume: 178
Issue: P3
Pages: 383-397

Authors (2)

Donald, Stephen G. (not in RePEc) Hsu, Yu-Chin (Academia Sinica)

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

We propose inverse probability weighted estimators for the distribution functions of the potential outcomes under the unconfoundedness assumption and apply the inverse mapping to obtain the quantile functions. We show that these estimators converge weakly to zero mean Gaussian processes. A simulation method is proposed to approximate these limiting processes. Based on these results, we construct tests for stochastic dominance relations between the potential outcomes. Monte-Carlo simulations are conducted to examine the finite sample properties of our tests. We apply our test in an empirical example and find that a job training program had a positive effect on incomes.

Technical Details

RePEc Handle
repec:eee:econom:v:178:y:2014:i:p3:p:383-397
Journal Field
Econometrics
Author Count
2
Added to Database
2026-02-02