Sensitivity Analysis in Unconditional Quantile Effects
Abstract
This paper proposes a framework to analyze the effects of counterfactual policies on the unconditional quantiles of an outcome variable. For a given counterfactual policy, we obtain identified sets for the effect of both marginal and global changes in the proportion of treated individuals. To conduct a sensitivity analysis, we introduce the quantile breakdown frontier, a curve that (i) indicates whether a sensitivity analysis is possible or not, and (ii) when a sensitivity analysis is possible, quantifies the amount of selection bias consistent with a given conclusion of interest across different quantiles. To illustrate our method, we perform a sensitivity analysis on the effect of unionizing low income workers on the quantiles of the distribution of (log) wages.
Cite
@article{arxiv.2303.14298,
title = {Sensitivity Analysis in Unconditional Quantile Effects},
author = {Julian Martinez-Iriarte},
journal= {arXiv preprint arXiv:2303.14298},
year = {2026}
}