Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
This paper examines methods of inference concerning quantile treatment effects (QTEs) in randomized experiments with matched-pairs designs (MPDs). The standard multiplier bootstrap inference fails to capture the negative dependence of observations within each pair, and thus, is conservative. The analytical inference involves estimating multiple functional quantities that requires several tuning parameters. In this paper, we propose two bootstrap methods that can consistently approximate the limit distribution of the original QTE estimator and lessen the burden of tuning parameter choice. In particular, the inverse propensity score weighted multiplier bootstrap can be implemented without knowledge of pair identities.
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Phillips, Peter Charles Bonest
f67573a4-fc30-484c-ad74-4bbc797d7243
9 August 2021
Phillips, Peter Charles Bonest
f67573a4-fc30-484c-ad74-4bbc797d7243
Phillips, Peter Charles Bonest
(2021)
Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs.
Review of Economics and Statistics, .
(doi:10.1162/rest_a_01089).
Abstract
This paper examines methods of inference concerning quantile treatment effects (QTEs) in randomized experiments with matched-pairs designs (MPDs). The standard multiplier bootstrap inference fails to capture the negative dependence of observations within each pair, and thus, is conservative. The analytical inference involves estimating multiple functional quantities that requires several tuning parameters. In this paper, we propose two bootstrap methods that can consistently approximate the limit distribution of the original QTE estimator and lessen the burden of tuning parameter choice. In particular, the inverse propensity score weighted multiplier bootstrap can be implemented without knowledge of pair identities.
Text
Main_20210429
- Accepted Manuscript
More information
Accepted/In Press date: 11 May 2021
e-pub ahead of print date: 9 August 2021
Published date: 9 August 2021
Identifiers
Local EPrints ID: 449477
URI: http://eprints.soton.ac.uk/id/eprint/449477
ISSN: 0034-6535
PURE UUID: 2e60acd5-de2a-4546-95cf-9895b2b1fef3
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Date deposited: 02 Jun 2021 16:34
Last modified: 17 Mar 2024 06:36
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