Permutation test for heterogeneous treatment effects with a nuisance parameter

A-Tier
Journal: Journal of Econometrics
Year: 2021
Volume: 225
Issue: 2
Pages: 148-174

Authors (2)

Chung, EunYi (University of Illinois at Urba...) Olivares, Mauricio (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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

Abstract

This paper proposes an asymptotically valid permutation test for heterogeneous treatment effects in the presence of an estimated nuisance parameter. Not accounting for the estimation error of the nuisance parameter results in statistics that depend on the particulars of the data generating process, and the resulting permutation test fails to control the Type 1 error, even asymptotically.

Technical Details

RePEc Handle
repec:eee:econom:v:225:y:2021:i:2:p:148-174
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25