Munich Personal RePEc Archive

Partial identification of the distribution of treatment effects and its confidence sets

Fan, Yanqin and Park, Sang Soo (2009): Partial identification of the distribution of treatment effects and its confidence sets. Published in: Advances in Econometrics: Nonparametric Econometric Methods , Vol. 24, (2009): pp. 3-70.

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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.

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