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Instrumental Variables Estimation of Quantile Treatment Effects / Alberto Abadie, Joshua D. Angrist, Guido W. Imbens.
- Format:
- Book
- Author/Creator:
- Abadie, Alberto.
- Series:
- Technical Working Paper Series (National Bureau of Economic Research) no. t0229.
- NBER technical working paper series no. t0229
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 1998.
- Summary:
- This paper introduces an instrumental variables estimator for the effect of a binary treatment on the quantiles of potential outcomes. The quantile treatment effects (QTE) estimator accommodates exogenous covariates and reduces to quantile regression as a special case when treatment status is exogenous. Asymptotic distribution theory and computational methods are derived. QTE minimizes a piecewise linear objective function for which a local minimum can be obtained using a modified Barrodale-Roberts algorithm. The QTE estimator is illustrated by estimating the effect of childbearing on the distribution of family income.
- Notes:
- Print version record
- March 1998.
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