Inference on Heterogeneous Quantile Treatment Effects via Rank-Score Balancing

02/02/2021
by   Alexander Giessing, et al.
0

Understanding treatment effect heterogeneity in observational studies is of great practical importance to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. In this paper, we propose a new method for inference on heterogeneous quantile treatment effects that incorporates high-dimensional covariates. Our estimator combines a debiased ℓ_1-penalized regression adjustment with a quantile-specific covariate balancing scheme. We present a comprehensive study of the theoretical properties of this estimator, including weak convergence of the heterogeneous quantile treatment effect process to the sum of two independent, centered Gaussian processes. We illustrate the finite-sample performance of our approach through Monte Carlo experiments and an empirical example, dealing with the differential effect of mothers' education on infant birth weights.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
01/13/2020

Panel Data Quantile Regression for Treatment Effect Models

In this study, we explore the identification and estimation of the quant...
research
05/23/2021

Inference for multi-valued heterogeneous treatment effects when the number of treated units is small

We propose a method for conducting asymptotically valid inference for tr...
research
06/22/2021

Heterogeneous Treatment Effects in Regression Discontinuity Designs

The paper proposes a supervised machine learning algorithm to uncover tr...
research
03/22/2023

Estimation of Complier Expected Shortfall Treatment Effects with a Binary Instrumental Variable

Estimating the causal effect of a treatment or exposure for a subpopulat...
research
12/12/2022

Hybrid Censored Quantile Regression Forest to Assess the Heterogeneous Effects

In many applications, heterogeneous treatment effects on a censored resp...
research
03/01/2021

Dynamic covariate balancing: estimating treatment effects over time

This paper discusses the problem of estimation and inference on time-var...
research
11/15/2018

Quantile Regression Modeling of Recurrent Event Risk

Progression of chronic disease is often manifested by repeated occurrenc...

Please sign up or login with your details

Forgot password? Click here to reset