IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v35y2008i3p335-350.html
   My bibliography  Save this article

On the bootstrap quantile-treatment-effect test

Author

Listed:
  • Man-Lai Tang
  • Maozai Tian
  • Ping-Shing Chan

Abstract

Let {X1, …, Xn} and {Y1, …, Ym} be two samples of independent and identically distributed observations with common continuous cumulative distribution functions F(x)=P(X≤x) and G(y)=P(Y≤y), respectively. In this article, we would like to test the no quantile treatment effect hypothesis H0: F=G. We develop a bootstrap quantile-treatment-effect test procedure for testing H0 under the location-scale shift model. Our test procedure avoids the calculation of the check function (which is non-differentiable at the origin and makes solving the quantile effects difficult in typical quantile regression analysis). The limiting null distribution of the test procedure is derived and the procedure is shown to be consistent against a broad family of alternatives. Simulation studies show that our proposed test procedure attains its type I error rate close to the pre-chosen significance level even for small sample sizes. Our test procedure is illustrated with two real data sets on the lifetimes of guinea pigs from a treatment-control experiment.

Suggested Citation

  • Man-Lai Tang & Maozai Tian & Ping-Shing Chan, 2008. "On the bootstrap quantile-treatment-effect test," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(3), pages 335-350.
    • Handle: RePEc:taf:japsta:v:35:y:2008:i:3:p:335-350
    DOI: 10.1080/02664760701834725
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/02664760701834725
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664760701834725?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:35:y:2008:i:3:p:335-350. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.