Testing rank similarity in the local average treatment effects model
针对不可分工具变量分位数回归模型的秩相似性条件，利用多个依从组潜在结果分布的可比性，提出一种半参数分位数回归检验方法，并应用于生育对女性劳动供给的实证分析。
This paper develops a test for the rank similarity condition of the nonseparable instrumental variable quantile regression model using the local average treatment effect model. When the instrument takes more than two values or multiple binary instruments are available, there exist multiple complier groups for which the marginal distributions of potential outcomes are identified. A testable implication is obtained by comparing the distributions of ranks across complier groups. We propose a test procedure in a semiparametric quantile regression specification. We establish the weak convergence of the test statistic and the validity of the bootstrap critical value. We illustrate the test with an empirical example of the effects of fertility on women’s labor supply.