Quantile treatment effects and bootstrap inference under covariate-adaptive randomization

• Main Authors: ZHENG, Xin, ZHANG, Yichong
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2018
• Subjects: Quantile treatment effect; bootstrap; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/2276; https://ink.library.smu.edu.sg/context/soe_research/article/3276/viewcontent/Quantile_treatment_effects_and_bootstrap_inference_under_covariate_adaptive_randomization_wp_2018.pdf
• Institution: Singapore Management University

This paper studies the estimation and inference of the quantile treatment effect under covariate-adaptive randomization. We propose three estimation methods: (1) the simple quantile regression (QR), (2) the QR with strata fixed effects, and (3) the inverse propensity score weighted QR. For the three...