Causal inference by quantile regression kink designs
From MaRDI portal
(Redirected from Publication:2000835)
Abstract: The quantile regression kink design (QRKD) is proposed by empirical researchers as a potential method to assess heterogeneous treatment effects under suitable research designs, but its causal interpretation remains unknown. We propose a causal interpretation of the QRKD estimand. Under flexible heterogeneity and endogeneity, the QRKD estimand measures a weighted average of heterogeneous marginal effects at respective conditional quantiles of outcome given a designed kink point. In addition, we develop weak convergence results for the QRKD estimator as a local quantile process for the purpose of conducting statistical inference on heterogeneous treatment effects using the QRKD. Applying our methods to the Continuous Wage and Benefit History Project (CWBH) data, we find significantly heterogeneous positive causal effects of unemployment insurance benefits on unemployment durations in Louisiana between 1981 and 1983. These effects are larger for individuals with longer unemployment durations.
Recommendations
- Inference on causal effects in a generalized regression kink design
- Quantile treatment effects in regression kink designs
- Robust uniform inference for quantile treatment effects in regression discontinuity designs
- On using linear quantile regressions for causal inference
- Quantile treatment effects in the regression discontinuity design
Cites work
- scientific article; zbMATH DE number 5769855 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Asymptotic Statistics
- Asymptotic stability of steady compressible fluids.
- Bandwidth selection for kernel conditional density estimation.
- Editorial. Special issue editors' introduction: The regression discontinuity design -- theory and applications
- Estimating structural changes in regression quantiles
- Inference on causal effects in a generalized regression kink design
- Inference on the Quantile Regression Process
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Nonparametric estimation and inference on conditional quantile processes
- On using linear quantile regressions for causal inference
- Optimal Bandwidth Choice for the Regression Discontinuity Estimator
- Optimal bandwidth selection for the fuzzy regression discontinuity estimator
- Quantile regression.
- Quantile treatment effects in the regression discontinuity design
- Regression discontinuity designs. Theory and applications
- Robust nonparametric confidence intervals for regression-discontinuity designs
- Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
- The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
- Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity
- Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
- Uniform Confidence Bands for Local Polynomial Quantile Estimators
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- What do quantile regressions identify for general structural functions?
- ``Waiting for life to arrive: a history of the regression-discontinuity design in psychology, statistics and economics
Cited in
(9)- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
- On using linear quantile regressions for causal inference
- Robust uniform inference for quantile treatment effects in regression discontinuity designs
- Generalized linear models with structured sparsity estimators
- Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators
- Inference on causal effects in a generalized regression kink design
- Causal inference on quantiles with an obstetric application
- Minimum wage and employment in the U.S.: an application of Bayesian quantile kink regression
- Quantile treatment effects in regression kink designs
This page was built for publication: Causal inference by quantile regression kink designs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2000835)
