Partial Identification of the Distribution of Treatment Effects and its Confidence Sets

• 영문명: Partial Identification of the Distribution of Treatment Effects and its Confidence Sets
• 발행기관: 한국계량경제학회
• 저자명: Yanqin Fan Sang Soo Park
• 간행물 정보: 『한국계량경제학회 학술대회 논문집』2009년 하계학술대회, 1~55쪽, 전체 55쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2009.08.30

영문 초록

In this paper, we study partial identification of the distribution of treatment effects of a binary treatment for ideal randomized experiments, ideal randomized experiments with a known value of a dependence measure, and for data satisfying the selection-on-observables assumption respectively. For ideal randomized experiments, (i) we propose nonparametric estimators of the sharp bounds on the distribution of treatment effects and construct asymptotically valid confidence sets for the distribution of treatment effects; (ii) we propose bias-corrected estimators of the sharp bounds on the distribution of treatment effects; and (iii) we investigate finite sample performances of the proposed confidence sets and the bias-corrected estimators via simulation.

목차

1 Introduction

2 Sharp Bounds on the Distribution of Treatment Effects and Bounds on its -Parameters for Randomized Experiments

3 More on Sharp Bounds on the Joint Distribution of Potential Outcomes and the Distribution of Treatment Effects

4 Nonparametric Estimators of the Sharp Bounds and Their Asymptotic Properties for Randomized Experiments

5 Confidence Sets for the Distribution of Treatment Effects for Randomized Experiments

6 Bias-Corrected Estimators of Sharp Bounds on the Distribution of Treatment Effects for Randomized Experiments

7 Simulation

8 Conclusion