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題名 Estimation of the Local Conditional Tail Average Treatment Effect
作者 顏佑銘
Yen, Yu-Min;Chen, Le-Yu
貢獻者 國貿系
關鍵詞 Causal inference; Conditional tail expectation; Endogeneity; Semiparametric estimation; Treatment effects
日期 2024-06
上傳時間 2024-07-17
摘要 The conditional tail average treatment effect (CTATE) is defined as a difference between the conditional tail expectations of potential outcomes, which can capture heterogeneity and deliver aggregated local information on treatment effects over different quantile levels and is closely related to the notion of second-order stochastic dominance and the Lorenz curve. These properties render it a valuable tool for policy evaluation. In this article, we study estimation of the CTATE locally for a group of compliers (local CTATE or LCTATE) under the two-sided noncompliance framework. We consider a semiparametric treatment effect framework under endogeneity for the LCTATE estimation using a newly introduced class of consistent loss functions jointly for the CTE and quantile. We establish the asymptotic theory of our proposed LCTATE estimator and provide an efficient algorithm for its implementation. We then apply the method to evaluate the effects of participating in programs under the Job Training Partnership Act in the United States.
關聯 Journal of Business & Economic Statistics, pp.1-15
資料類型 article
DOI https://doi.org/10.1080/07350015.2024.2356731
dc.contributor 國貿系
dc.creator (作者) 顏佑銘
dc.creator (作者) Yen, Yu-Min;Chen, Le-Yu
dc.date (日期) 2024-06
dc.date.accessioned 2024-07-17-
dc.date.available 2024-07-17-
dc.date.issued (上傳時間) 2024-07-17-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/152334-
dc.description.abstract (摘要) The conditional tail average treatment effect (CTATE) is defined as a difference between the conditional tail expectations of potential outcomes, which can capture heterogeneity and deliver aggregated local information on treatment effects over different quantile levels and is closely related to the notion of second-order stochastic dominance and the Lorenz curve. These properties render it a valuable tool for policy evaluation. In this article, we study estimation of the CTATE locally for a group of compliers (local CTATE or LCTATE) under the two-sided noncompliance framework. We consider a semiparametric treatment effect framework under endogeneity for the LCTATE estimation using a newly introduced class of consistent loss functions jointly for the CTE and quantile. We establish the asymptotic theory of our proposed LCTATE estimator and provide an efficient algorithm for its implementation. We then apply the method to evaluate the effects of participating in programs under the Job Training Partnership Act in the United States.
dc.format.extent 109 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) Journal of Business & Economic Statistics, pp.1-15
dc.subject (關鍵詞) Causal inference; Conditional tail expectation; Endogeneity; Semiparametric estimation; Treatment effects
dc.title (題名) Estimation of the Local Conditional Tail Average Treatment Effect
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.1080/07350015.2024.2356731
dc.doi.uri (DOI) https://doi.org/10.1080/07350015.2024.2356731