Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis
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...
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| Format: | Article |
| Language: | English |
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Wiley
2011-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2011/874251 |
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| _version_ | 1832565390825226240 |
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| author | Gabriel V. Montes-Rojas |
| author_facet | Gabriel V. Montes-Rojas |
| author_sort | Gabriel V. Montes-Rojas |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-7121917b73284247afdbacdb9124df1b |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2011-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-7121917b73284247afdbacdb9124df1b2025-02-03T01:08:00ZengWileyJournal of Probability and Statistics1687-952X1687-95382011-01-01201110.1155/2011/874251874251Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical AnalysisGabriel V. Montes-Rojas0Department of Economics, City University London, D306 Social Sciences Building, Northampton Square, London EC1V 0HB, UKNonparametric 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.http://dx.doi.org/10.1155/2011/874251 |
| spellingShingle | Gabriel V. Montes-Rojas Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis Journal of Probability and Statistics |
| title | Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis |
| title_full | Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis |
| title_fullStr | Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis |
| title_full_unstemmed | Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis |
| title_short | Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis |
| title_sort | nonparametric estimation of ate and qte an application of fractile graphical analysis |
| url | http://dx.doi.org/10.1155/2011/874251 |
| work_keys_str_mv | AT gabrielvmontesrojas nonparametricestimationofateandqteanapplicationoffractilegraphicalanalysis |