Partial identification of the distribution of treatment effects and its confidence sets

Yanqin Fan, Sang Soo Park

Research output: Contribution to journalArticle

18 Citations (Scopus)

Abstract

In this paper, we study partial identification of the distribution of treatment effects of a binary treatment for ideal randomized experiments, ideal randomized experiments with a known value of a dependence measure, and for data satisfying the selection-on-observables assumption, respectively. For ideal randomized experiments, (i) we propose nonparametric estimators of the sharp bounds on the distribution of treatment effects and construct asymptotically valid confidence sets for the distribution of treatment effects; (ii) we propose bias-corrected estimators of the sharp bounds on the distribution of treatment effects; and (iii) we investigate finite sample performances of the proposed confidence sets and the bias-corrected estimators via simulation.

Original languageEnglish
Pages (from-to)3-70
Number of pages68
JournalAdvances in Econometrics
Volume25
DOIs
Publication statusPublished - 2009

ASJC Scopus subject areas

  • Economics and Econometrics

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