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SHARP BOUNDS ON THE DISTRIBUTION OFTREATMENT EFFECTS AND THEIR STATISTICALINFERENCE

Published online by Cambridge University Press:  07 October 2009

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Abstract

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In this paper, we propose nonparametric estimators ofsharp bounds on the distribution of treatmenteffects of a binary treatment and establish theirasymptotic distributions. We note the possiblefailure of the standard bootstrap with the samesample size and apply thefewer-than-n bootstrap to makinginferences on these bounds. The finite sampleperformances of the confidence intervals for thebounds based on normal critical values, the standardbootstrap, and the fewer-than-nbootstrap are investigated via a simulation study.Finally we establish sharp bounds on the treatmenteffect distribution when covariates areavailable.

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Type
Brief Report
Copyright
Copyright © Cambridge University Press 2009