Sharp bounds on the distribution of treatment effects and their statistical inference

Yanqin Fan, Sang Soo Park

Research output: Contribution to journalArticle

40 Citations (Scopus)

Abstract

In this paper, we propose nonparametric estimators of sharp bounds on the distribution of treatment effects of a binary treatment and establish their asymptotic distributions. We note the possible failure of the standard bootstrap with the same sample size and apply the fewer-than-n bootstrap to making inferences on these bounds. The finite sample performances of the confidence intervals for the bounds based on normal critical values, the standard bootstrap, and the fewer-than-n bootstrap are investigated via a simulation study. Finally we establish sharp bounds on the treatment effect distribution when covariates are available.

Original languageEnglish
Pages (from-to)931-951
Number of pages21
JournalEconometric Theory
Volume26
Issue number3
DOIs
Publication statusPublished - 2010 Jun

ASJC Scopus subject areas

  • Social Sciences (miscellaneous)
  • Economics and Econometrics

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