Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models

By Alberto Abadie. 2002

731 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f2aacecae045d8a8043e5af936c5ac7c8be95a77

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Citations in the corpus

The Experimental Approach to Development Economics (2009, background): “Of course, in principle, one could compare the entire distribution of outcomes in treatment with that in control: there are tests for the equality of distributions, as well for stochastic dominance (see Abadie, 2002).”
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (2009, background): “To our best knowledge, estimation of marginal distributions of potential outcomes has been considered by Imbens and Rubin (1997) and Abadie (2002, 2003).(1) However, these three papers develop estimators under the local average treatment effect (LATE) framework of Imbens and Angrist (1994). They are”
Inflated beta distributions (2007, background): “07 00 v3 [ st at Keywords and Phrases: Beta distribution; inflated beta distribution; fractional data; maximum likelihood estimation; conditional moments; mixture; proportions.”
Regression and Weighting Methods for Causal Inference Using Instrumental Variables (2006, methodology): “As a result, other causal comparisons can be identified, such as the odds ratio of two binary potential outcomes for those whose treatment status can be affected by a change in Z. Similar points have been made by Abadie (2002), Frangakis et al. (2004), and Imbens and Rubin (1997b).”
Field of Study, Earnings, and Self-Selection* (2016, positive): “Finally, following Imbens and Rubin (1997) and Abadie (2002), we also decompose the LATEs that results from estimation of (14)-(15) into the complier average potential earnings with field j and the complier average potential earnings with field k.”
External Validity in Fuzzy Regression Discontinuity Designs (2019, positive): “For an arbitrary measurable function g, Abadie (2002) demonstrates identification of the following quantities: E [ g(Yi(w))|Gi = c ] = E[g(Yi)I{Wi = w}|Zi = 1] − E[g(Yi)I{Wi = w}|Zi = 0] E[I{Wi = w}|Zi = 1] − E[I{Wi = w}|Zi = 0] for w ∈ {0, 1}, E [ g(Yi(1))|Gi = a ] = E [g(Yi)|Wi = 1, Zi = 0] , E […”
Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002, neutral): “(1998), and Xu, Fisher, and Wilson (1995), Crawford (1999), and Abadie (2001), to name but a few recent contributions.”
Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and to Forecast their Effects in New Environments (2007, methodology): “More efficient estimators weight the observations accounting for the variance [Heckman, Ichimura and Todd (1997, 1998), Heckman (1998), Hirano, Imbens and Ridder (2003), Abadie and Imbens (2006)].”
Testing for Stochastic Dominance Efficiency (2010, methodology): “Block bootstrap methods extend the nonparametric iid bootstrap to a time series context (see Barrett and Donald 2003 and Abadie 2002 for use of the nonparametric iid bootstrap in stochastic dominance tests). They are based on “blocking” arguments, in which data are divided into blocks and those, rat”
Instrumental quantile regression inference for structural and treatment effect models (2006, background): “... numerous interesting hypotheses, including (1) the hypothesis of distributional equality, or whether the treatment or endogenous variable has a significant effect on outcome Y; (2) the hypothesis of a constant or nonvarying treatment effect, a fundamental hypothesis of causal and structural anal”
Inference on counterfactual distributions (2009, neutral): “…further references and other approaches, see McFadden (1989), Klecan, McFadden, and McFadden (1991), Anderson (1996), Davidson and Duclos (2000), Abadie (2002), Chernozhukov and Fernandez-Val (2005), Linton, Massoumi, and Whang (2005), Chernozhukov and Hansen (2006), or Maier (2011), among…”
Delta Plots and Coherent Distribution Ordering (2008, positive): “The notion of stochastic dominance is familiar in the economics and finance literature (e.g., Levy 1992) as well as the statistics literature (e.g., Abadie 2002).”
Propensity score matching and variations on the balancing test (2011, neutral): “A similar approach has been used by Abadie (2002) in the context of the Kolmogorov–Smirnov test statistic, where he proposes a bootstrap method to overcome the low power of the Kolmogorov–Smirnov test in the presence of point masses.”
Efficient Semiparametric Estimation of Quantile Treatment Effects (2004, methodology): “Imbens and Rubin (1997) and Abadie (2002) proposed methods to estimate some distributional features for a subset of the treated units, again in an instrumental variables setting.”