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. 370.

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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 selectiononobservables 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 biascorrected 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 biascorrected estimators via simulation.
Item Type:  MPRA Paper 

Original Title:  Partial identification of the distribution of treatment effects and its confidence sets 
English Title:  Partial identification of the distribution of treatment effects and its confidence sets 
Language:  English 
Keywords:  Confidence sets; partial identification; distribution; treatment effects 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C13  Estimation: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C14  Semiparametric and Nonparametric Methods: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C12  Hypothesis Testing: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C15  Statistical Simulation Methods: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C19  Other C  Mathematical and Quantitative Methods > C4  Econometric and Statistical Methods: Special Topics > C49  Other C  Mathematical and Quantitative Methods > C2  Single Equation Models; Single Variables > C21  CrossSectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions C  Mathematical and Quantitative Methods > C0  General > C01  Econometrics 
Item ID:  37148 
Depositing User:  Sang Soo Park 
Date Deposited:  07. Mar 2012 12:51 
Last Modified:  12. Feb 2013 02:24 
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URI:  http://mpra.ub.unimuenchen.de/id/eprint/37148 