Estimation and inference for distribution functions and quantile functions in treatment effect models

SG Donald, YC Hsu - Journal of Econometrics, 2014 - Elsevier
We propose inverse probability weighted estimators for the distribution functions of the
potential outcomes under the unconfoundedness assumption and apply the inverse …

Efficient estimation of average treatment effects using the estimated propensity score

K Hirano, GW Imbens, G Ridder - Econometrica, 2003 - Wiley Online Library
We are interested in estimating the average effect of a binary treatment on a scalar outcome.
If assignment to the treatment is exogenous or unconfounded, that is, independent of the …

Instrumental quantile regression inference for structural and treatment effect models

V Chernozhukov, C Hansen - Journal of Econometrics, 2006 - Elsevier
We introduce a class of instrumental quantile regression methods for heterogeneous
treatment effect models and simultaneous equations models with nonadditive errors and …

Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models

C Ai, O Linton, Z Zhang - Journal of Econometrics, 2022 - Elsevier
Donald and Hsu (2014) studied the estimation and inference for the counterfactual
distribution and quantile functions in a binary treatment model. We extend their work to the …

Covariate distribution balance via propensity scores

PHC Sant'Anna, X Song, Q Xu - Journal of Applied …, 2022 - Wiley Online Library
This paper proposes new estimators for the propensity score that aim to maximize the
covariate distribution balance among different treatment groups. Heuristically, our proposed …

Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model

JM Wooldridge - Economics letters, 2003 - Elsevier
I show that standard instrumental variables estimators, applied to an equation containing
levels and interactions, consistently estimate the average treatment effect under weaker …

Simple estimators for treatment parameters in a latent-variable framework

J Heckman, JL Tobias, E Vytlacil - Review of Economics and Statistics, 2003 - direct.mit.edu
This note derives simply computed closed-form expressions for the average treatment effect,
the effect of treatment on the treated, the local average treatment effect, and the marginal …

Instrumental variables estimation of the average treatment effect in the correlated random coefficient model

JM Wooldridge - Modelling and evaluating treatment effects in …, 2008 - emerald.com
I propose a general framework for instrumental variables estimation of the average treatment
effect in the correlated random coefficient model, focusing on the case where the treatment …

Efficient semiparametric estimation of quantile treatment effects

S Firpo - Econometrica, 2007 - Wiley Online Library
This paper develops estimators for quantile treatment effects under the identifying restriction
that selection to treatment is based on observable characteristics. Identification is achieved …

[PDF][PDF] Estimation of counterfactual distributions using quantile regression

B Melly - Review of Labor Economics, 2006 - researchgate.net
This paper proposes estimators of unconditional distribution functions in the presence of
covariates. The conditional distribution is estimated by (parametric or nonparametric) …