کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5096507 1376532 2012 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Confidence intervals for the quantile of treatment effects in randomized experiments
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Confidence intervals for the quantile of treatment effects in randomized experiments
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 167, Issue 2, April 2012, Pages 330-344
نویسندگان
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