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.

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 - Cross-Sectional 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: | 26 Sep 2019 12:09 |

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URI: | https://mpra.ub.uni-muenchen.de/id/eprint/37148 |