Nonparametric Estimation of ATE and QTE : An Application of Fractile Graphical Analysis
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-23, 23 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-10-16
Country of Publication
Egypt
No. of Pages
23
Main Subjects
Abstract EN
Nonparametric estimators for average and quantile treatment effects are constructed using Fractile Graphical Analysis, under the identifying assumption that selection to treatment is based on observable characteristics.
The proposed method has two steps: first, the propensity score is estimated, and, second, a blocking estimation procedure using this estimate is used to compute treatment effects.
In both cases, the estimators are proved to be consistent.
Monte Carlo results show a better performance than other procedures based on the propensity score.
Finally, these estimators are applied to a job training dataset.
American Psychological Association (APA)
Montes-Rojas, Gabriel V.. 2011. Nonparametric Estimation of ATE and QTE : An Application of Fractile Graphical Analysis. Journal of Probability and Statistics،Vol. 2011, no. 2011, pp.1-23.
https://search.emarefa.net/detail/BIM-505275
Modern Language Association (MLA)
Montes-Rojas, Gabriel V.. Nonparametric Estimation of ATE and QTE : An Application of Fractile Graphical Analysis. Journal of Probability and Statistics No. 2011 (2011), pp.1-23.
https://search.emarefa.net/detail/BIM-505275
American Medical Association (AMA)
Montes-Rojas, Gabriel V.. Nonparametric Estimation of ATE and QTE : An Application of Fractile Graphical Analysis. Journal of Probability and Statistics. 2011. Vol. 2011, no. 2011, pp.1-23.
https://search.emarefa.net/detail/BIM-505275
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-505275