回归扭结设计中的分位数处理效应

QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS

Econometric Theory · 2020
被引 3
人大 A-ABS 4

中文导读

填补了回归扭结设计中二元处理变量分位数效应识别的空白,提供了识别方法、大样本理论、估计推断指南及实证示例,适用于需要分析连续或二元处理变量分位数效应的研究者。

Abstract

The literature on regression kink designs develops identification results for average effects of continuous treatments (Nielsen et al., 2010, American Economic Journal: Economic Policy 2, 185–215; Card et al., 2015, Econometrica 83, 2453–2483), average effects of binary treatments (Dong, 2018, Jump or Kink? Identifying Education Effects by Regression Discontinuity Design without the Discontinuity), and quantile-wise effects of continuous treatments (Chiang and Sasaki, 2019, Journal of Econometrics 210, 405–433), but there has been no identification result for quantile-wise effects of binary treatments to date. In this article, we fill this void in the literature by providing an identification of quantile treatment effects in regression kink designs with binary treatment variables. For completeness, we also develop large sample theories for statistical inference, present a practical guideline on estimation and inference, conduct simulation studies, and provide an empirical illustration.

分位数处理效应回归扭结设计二元处理变量识别