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題名 Estimation of Direct and Indirect Quantile Treatment Effects with Double Machine Learning
作者 顏佑銘
Hsu, Yu-Chin;Huber, Martin;Yen, Yu-Min
貢獻者 國貿系
關鍵詞 Causal inference; Efficient influence function; Mediation analysis; Semiparametric efficiency
日期 2026-05
上傳時間 12-May-2026 10:01:09 (UTC+8)
摘要 We propose a framework to disentangle the quantile treatment effect of a binary treatment at a specific rank into an indirect quantile treatment effect that operates through a mediator and an unmediated direct quantile treatment effect. We establish identification results for these effects under the sequential ignorability assumption and propose double/debiased machine learning estimators, based on the efficient influence functions of the cumulative distribution functions of potential outcomes. We demonstrate uniform consistency and asymptotic normality of our effect estimators under specific regularity conditions and propose a multiplier bootstrap for statistical inference. Finally, we apply our method to data from the National Job Corps Study to assess the direct effect of training on earnings and the indirect effect operating through work experience.
關聯 Journal of Bussiness & Economic Statistics, pp.1-31
資料類型 article
DOI https://doi.org/10.1080/07350015.2026.2654889
dc.contributor 國貿系
dc.creator (作者) 顏佑銘
dc.creator (作者) Hsu, Yu-Chin;Huber, Martin;Yen, Yu-Min
dc.date (日期) 2026-05
dc.date.accessioned 12-May-2026 10:01:09 (UTC+8)-
dc.date.available 12-May-2026 10:01:09 (UTC+8)-
dc.date.issued (上傳時間) 12-May-2026 10:01:09 (UTC+8)-
dc.identifier.uri (URI) https://ah.lib.nccu.edu.tw/item?item_id=182462-
dc.description.abstract (摘要) We propose a framework to disentangle the quantile treatment effect of a binary treatment at a specific rank into an indirect quantile treatment effect that operates through a mediator and an unmediated direct quantile treatment effect. We establish identification results for these effects under the sequential ignorability assumption and propose double/debiased machine learning estimators, based on the efficient influence functions of the cumulative distribution functions of potential outcomes. We demonstrate uniform consistency and asymptotic normality of our effect estimators under specific regularity conditions and propose a multiplier bootstrap for statistical inference. Finally, we apply our method to data from the National Job Corps Study to assess the direct effect of training on earnings and the indirect effect operating through work experience.
dc.format.extent 109 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) Journal of Bussiness & Economic Statistics, pp.1-31
dc.subject (關鍵詞) Causal inference; Efficient influence function; Mediation analysis; Semiparametric efficiency
dc.title (題名) Estimation of Direct and Indirect Quantile Treatment Effects with Double Machine Learning
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.1080/07350015.2026.2654889
dc.doi.uri (DOI) https://doi.org/10.1080/07350015.2026.2654889