Partial identification of the distribution of treatment effects and its confidence sets

MPRA Paper from University Library of Munich, Germany

Abstract: In this paper, we study partial identification of the distribution of treatment effects of a binary treatment for ideal randomized experiments, ideal randomized experiments with a known value of a dependence measure, and for data satisfying the selection-on-observables assumption respectively. For ideal randomized experiments, (i) we propose nonparametric estimators of the sharp bounds on the distribution of treatment effects and construct asymptotically valid confidence sets for the distribution of treatment effects; (ii) we propose bias-corrected estimators of the sharp bounds on the distribution of treatment effects; and (iii) we investigate finite sample performances of the proposed confidence sets and the bias-corrected estimators via simulation.

Keywords: Confidence sets; partial identification; distribution; treatment effects (search for similar items in EconPapers)
JEL-codes: C01 C12 C13 C14 C15 C19 C21 C49 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (20)

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Chapter: Partial identification of the distribution of treatment effects and its confidence sets (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:37148

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