Confidence intervals for the quantile of treatment effects in randomized experiments
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,...
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| Veröffentlicht in: | Journal of econometrics 2012-04, Vol.167 (2), p.330-344 |
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| container_end_page | 344 |
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| container_title | Journal of econometrics |
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| creator | Fan, Yanqin Park, Sang Soo |
| description | 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. |
| doi_str_mv | 10.1016/j.jeconom.2011.09.019 |
| format | Article |
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A simulation study is conducted to investigate the finite sample performance of both approaches.</description><subject>Asymptotic properties</subject><subject>Confidence intervals</subject><subject>Econometric models</subject><subject>Econometrics</subject><subject>Estimating techniques</subject><subject>Estimation</subject><subject>Experiments</subject><subject>Heterogeneous treatment effects</subject><subject>Identification</subject><subject>Inference</subject><subject>Order statistic approach</subject><subject>Partial identification</subject><subject>Quantile</subject><subject>Quantile treatment effects</subject><subject>Samples</subject><subject>Simulation</subject><subject>Statistical inference</subject><subject>Studies</subject><issn>0304-4076</issn><issn>1872-6895</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2012</creationdate><recordtype>article</recordtype><recordid>eNqFkE1rGzEQhkVooG6anxAQOeWyW33u7pxKMUlbCPSSnsVaGhEttuRIckjy6yvjnHLpaWB43peZh5ArznrO-PBt6Re0KaZdLxjnPYOecTgjKz6Nohsm0J_IikmmOsXG4TP5UsrCGNNqkivysE7RB4fRIg2xYn6et4X6lGl9RPp0mGMNW6TJ05pxrjuMlaL3aGtpPM1zdGkX3tBRfNljDkegfCXnvtXg5fu8IH_vbh_Wv7r7Pz9_r3_cd1ZJUTsPjGv0bgQ1T-NmlAB8sOAGLr3TEqYBdNtMFoRgHlAoLax2Wm0GAfMG5QW5OfXuc3o6YKlmF4rF7XaOmA7FcCYkBzlJ3dDrD-iSDjm26wyIAZRWXDVInyCbUykZvdm3j-b82prMUbVZzLtqc1RtGJimuuW-n3LYnn0OmE2x4ajUhdxMGZfCfxr-AfYkif0</recordid><startdate>20120401</startdate><enddate>20120401</enddate><creator>Fan, Yanqin</creator><creator>Park, Sang Soo</creator><general>Elsevier B.V</general><general>Elsevier Sequoia S.A</general><scope>AAYXX</scope><scope>CITATION</scope><scope>8BJ</scope><scope>FQK</scope><scope>JBE</scope></search><sort><creationdate>20120401</creationdate><title>Confidence intervals for the quantile of treatment effects in randomized experiments</title><author>Fan, Yanqin ; Park, Sang Soo</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c432t-f9015efd794a87b739916c9d613fd53986959168c9220f9e2452c5d54b629abe3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2012</creationdate><topic>Asymptotic properties</topic><topic>Confidence intervals</topic><topic>Econometric models</topic><topic>Econometrics</topic><topic>Estimating techniques</topic><topic>Estimation</topic><topic>Experiments</topic><topic>Heterogeneous treatment effects</topic><topic>Identification</topic><topic>Inference</topic><topic>Order statistic approach</topic><topic>Partial identification</topic><topic>Quantile</topic><topic>Quantile treatment effects</topic><topic>Samples</topic><topic>Simulation</topic><topic>Statistical inference</topic><topic>Studies</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Fan, Yanqin</creatorcontrib><creatorcontrib>Park, Sang Soo</creatorcontrib><collection>CrossRef</collection><collection>International Bibliography of the Social Sciences (IBSS)</collection><collection>International Bibliography of the Social Sciences</collection><collection>International Bibliography of the Social Sciences</collection><jtitle>Journal of econometrics</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Fan, Yanqin</au><au>Park, Sang Soo</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Confidence intervals for the quantile of treatment effects in randomized experiments</atitle><jtitle>Journal of econometrics</jtitle><date>2012-04-01</date><risdate>2012</risdate><volume>167</volume><issue>2</issue><spage>330</spage><epage>344</epage><pages>330-344</pages><issn>0304-4076</issn><eissn>1872-6895</eissn><coden>JECMB6</coden><abstract>In this paper, we explore partial identification and inference for the quantile of treatment effects for randomized experiments. 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| ispartof | Journal of econometrics, 2012-04, Vol.167 (2), p.330-344 |
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| language | eng |
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| source | Elsevier ScienceDirect Journals Complete - AutoHoldings |
| subjects | Asymptotic properties Confidence intervals Econometric models Econometrics Estimating techniques Estimation Experiments Heterogeneous treatment effects Identification Inference Order statistic approach Partial identification Quantile Quantile treatment effects Samples Simulation Statistical inference Studies |
| title | Confidence intervals for the quantile of treatment effects in randomized experiments |
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