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Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs

Econometrics 2021-05-14 v4

Abstract

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. Analytical inference involves estimating multiple functional quantities that require several tuning parameters. Instead, this paper proposes two bootstrap methods that can consistently approximate the limit distribution of the original QTE estimator and lessen the burden of tuning parameter choice. Most especially, the inverse propensity score weighted multiplier bootstrap can be implemented without knowledge of pair identities.

Keywords

Cite

@article{arxiv.2005.11967,
  title  = {Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs},
  author = {Liang Jiang and Xiaobin Liu and Peter C. B. Phillips and Yichong Zhang},
  journal= {arXiv preprint arXiv:2005.11967},
  year   = {2021}
}

Comments

94 pages

R2 v1 2026-06-23T15:47:00.124Z