Testing for Rank Invariance or Similarity in Program Evaluation
检验了项目评估和分位数处理效应文献中常见的秩不变性或秩相似性假设,提出了非参数识别、估计和检验反事实秩分布的方法,并应用于培训项目对收入分布排名的影响。
This paper discusses testable implications of rank invariance or rank similarity, assumptions that are common in program evaluation and in the quantile treatment effect (QTE) literature. We nonparametrically identify, estimate, and test the counterfactual distribution of potential ranks, or features of the distribution. The proposed tests allow treatment to be endogenous, with exogenous treatment following as a special case. The tests essentially do not require any additional assumptions other than those to identify and estimate QTEs. We apply the proposed tests to investigate whether the Job Training Partnership Act training causes trainees to systematically change their ranks in the earnings distribution.