A practical generalized propensity score estimator for quantile continuous treatment effects

A new Stata command, qcte, is proposed to implement several methods for estimation and inference for quantile treatment effects models with a continuous treatment. An easy semiparametric two-step estimator, where the first step is based on a flexible Box-Cox model is proposed as the default model of...

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Autores principales: Alejo, Javier, Galvao, Antonio, Montes Rojas, Gabriel
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2018
Materias:
Ciencias Económicas
st000l
qcte
quantile treatment effects
continuous treatment
quantile regression
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/169110
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-169110
record_format dspace
spelling I19-R120-10915-1691102024-09-02T20:02:09Z http://sedici.unlp.edu.ar/handle/10915/169110 A practical generalized propensity score estimator for quantile continuous treatment effects Alejo, Javier Galvao, Antonio Montes Rojas, Gabriel 2018-11 2018 2024-08-27T12:52:43Z en Ciencias Económicas st000l qcte quantile treatment effects continuous treatment quantile regression A new Stata command, qcte, is proposed to implement several methods for estimation and inference for quantile treatment effects models with a continuous treatment. An easy semiparametric two-step estimator, where the first step is based on a flexible Box-Cox model is proposed as the default model of the command. Practical statistical inference procedures are developed using bootstrap. We implement some simulations exercises to show that the proposed methods have good performance. Finally, the command is applied to a survey of Massachusetts lottery winners to estimate the unconditional quantile effects of the prize amount, as a proxy of non-labor income changes, on subsequent labor earnings from U.S. Social Security records. The empirical results reveal strong heterogeneity across unconditional quantiles. Facultad de Ciencias Económicas Objeto de conferencia Objeto de conferencia http://creativecommons.org/licenses/by-nc-sa/4.0/ Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) application/pdf
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Económicas
st000l
qcte
quantile treatment effects
continuous treatment
quantile regression
spellingShingle Ciencias Económicas
st000l
qcte
quantile treatment effects
continuous treatment
quantile regression
Alejo, Javier
Galvao, Antonio
Montes Rojas, Gabriel
A practical generalized propensity score estimator for quantile continuous treatment effects
topic_facet Ciencias Económicas
st000l
qcte
quantile treatment effects
continuous treatment
quantile regression
description A new Stata command, qcte, is proposed to implement several methods for estimation and inference for quantile treatment effects models with a continuous treatment. An easy semiparametric two-step estimator, where the first step is based on a flexible Box-Cox model is proposed as the default model of the command. Practical statistical inference procedures are developed using bootstrap. We implement some simulations exercises to show that the proposed methods have good performance. Finally, the command is applied to a survey of Massachusetts lottery winners to estimate the unconditional quantile effects of the prize amount, as a proxy of non-labor income changes, on subsequent labor earnings from U.S. Social Security records. The empirical results reveal strong heterogeneity across unconditional quantiles.
format Objeto de conferencia
Objeto de conferencia
author Alejo, Javier
Galvao, Antonio
Montes Rojas, Gabriel
author_facet Alejo, Javier
Galvao, Antonio
Montes Rojas, Gabriel
author_sort Alejo, Javier
title A practical generalized propensity score estimator for quantile continuous treatment effects
title_short A practical generalized propensity score estimator for quantile continuous treatment effects
title_full A practical generalized propensity score estimator for quantile continuous treatment effects
title_fullStr A practical generalized propensity score estimator for quantile continuous treatment effects
title_full_unstemmed A practical generalized propensity score estimator for quantile continuous treatment effects
title_sort practical generalized propensity score estimator for quantile continuous treatment effects
publishDate 2018
url http://sedici.unlp.edu.ar/handle/10915/169110
work_keys_str_mv AT alejojavier apracticalgeneralizedpropensityscoreestimatorforquantilecontinuoustreatmenteffects
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AT montesrojasgabriel apracticalgeneralizedpropensityscoreestimatorforquantilecontinuoustreatmenteffects
AT alejojavier practicalgeneralizedpropensityscoreestimatorforquantilecontinuoustreatmenteffects
AT galvaoantonio practicalgeneralizedpropensityscoreestimatorforquantilecontinuoustreatmenteffects
AT montesrojasgabriel practicalgeneralizedpropensityscoreestimatorforquantilecontinuoustreatmenteffects
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