| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0324 |
| 来源ID | Technical Working Paper 0324 |
| Nonparametric Tests for Treatment Effect Heterogeneity | |
| Richard K. Crump; V. Joseph Hotz; Guido W. Imbens; Oscar A. Mitnik | |
| 发表日期 | 2006-06-26 |
| 出版年 | 2006 |
| 语种 | 英语 |
| 摘要 | A large part of the recent literature on program evaluation has focused on estimation of the average effect of the treatment under assumptions of unconfoundedness or ignorability following the seminal work by Rubin (1974) and Rosenbaum and Rubin (1983). In many cases however, researchers are interested in the effects of programs beyond estimates of the overall average or the average for the subpopulation of treated individuals. It may be of substantive interest to investigate whether there is any subpopulation for which a program or treatment has a nonzero average effect, or whether there is heterogeneity in the effect of the treatment. The hypothesis that the average effect of the treatment is zero for all subpopulations is also important for researchers interested in assessing assumptions concerning the selection mechanism. In this paper we develop two nonparametric tests. The first test is for the null hypothesis that the treatment has a zero average effect for any subpopulation defined by covariates. The second test is for the null hypothesis that the average effect conditional on the covariates is identical for all subpopulations, in other words, that there is no heterogeneity in average treatment effects by covariates. Sacrificing some generality by focusing on these two specific null hypotheses we derive tests that are straightforward to implement. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/t0324 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/569972 |
| 推荐引用方式 GB/T 7714 | Richard K. Crump,V. Joseph Hotz,Guido W. Imbens,et al. Nonparametric Tests for Treatment Effect Heterogeneity. 2006. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0324.pdf（449KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
