Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs

• Main Authors: JIANG, Liang, LIU, Xiaobin, Phillips, Peter C B, ZHANG, Yichong
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2024
• Subjects: Bootstrap inference; matched pairs; quantile treatment effect; randomized control trials; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/2382; https://ink.library.smu.edu.sg/context/soe_research/article/3381/viewcontent/2005.11967.pdf
• Institution: Singapore Management University

This paper examines methods of inference concerning quantile treatment effects (QTEs) in randomized experiments with matched-pairs designs (MPDs). Standard multiplier bootstrap inference fails to capture the negative dependence of observations within each pair and is therefore conservative. Analytic...