Partial identification of the distribution of treatment effects and its confidence sets
Nonparametric Econometric Methods
ISBN: 978-1-84950-623-6, eISBN: 978-1-84950-624-3
Publication date: 16 December 2009
Abstract
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.
Citation
Fan, Y. and Soo Park, S. (2009), "Partial identification of the distribution of treatment effects and its confidence sets", Li, Q. and Racine, J.S. (Ed.) Nonparametric Econometric Methods (Advances in Econometrics, Vol. 25), Emerald Group Publishing Limited, Leeds, pp. 3-70. https://doi.org/10.1108/S0731-9053(2009)0000025004
Publisher
:Emerald Group Publishing Limited
Copyright © 2009, Emerald Group Publishing Limited