WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?
证明，在温和条件下，分位数回归的偏导数识别了条件分位数处个体的异质性结构偏效应的加权平均，为用分位数回归测量多不可观测因素的一般结构函数的因果效应提供了理论依据。
This paper shows what quantile regressions identify for general structural functions. Under fairly mild conditions, the quantile partial derivative identifies a weighted average of heterogeneous structural partial effects among the subpopulation of individuals at the conditional quantile of interest. This result justifies the use of quantile regressions as means of measuring heterogeneous causal effects for a general class of structural functions with multiple unobservables.