论文标题

在与匹配对的随机实验中,对分位数治疗效果的自举推断

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

论文作者

Jiang, Liang, Liu, Xiaobin, Phillips, Peter C. B., Zhang, Yichong

论文摘要

本文研究了与匹配对设计(MPD)的随机实验中有关分位数治疗效应(QTE)的推理方法。标准的乘数自举推断无法捕获每对观测值的负面依赖性,因此是保守的。分析推断涉及估计需要多个调整参数的多个功能量。取而代之的是,本文提出了两种bootstrap方法,可以始终近似于原始QTE估计器的极限分布并减轻调整参数选择的负担。尤其是最多,可以在不知道配对身份的情况下实现反倾向得分加权乘数引导程序。

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.

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