Sharp Bounds On The Distribution Of Treatment Effects And Their Statistical Inference
In this paper, we propose nonparametric estimators of sharp bounds on the distribution of treatment effects of a binary treatment and establish their asymptotic distributions. We note the possible failure of the standard bootstrap with the same sample size and apply the fewer-than- n bootstrap to making inferences on these bounds. The finite sample performances of the confidence intervals for the bounds based on normal critical values, the standard bootstrap, and the fewer-than- n bootstrap are investigated via a simulation study. Finally we establish sharp bounds on the treatment effect distribution when covariates are available.
Volume (Year): 26 (2010)
Issue (Month): 03 (June)
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