Partial identification of the distribution of treatment effects and its confidence sets [chapter]

Yanqin Fan, Sang Soo Park
2009 Advances in Econometrics  
In this paper, we study partial identification of the distribution of treatment effects of a binary treatment for ideal randomized experiments, ideal randomized experiments with a known value of a dependence measure, and for data satisfying the selection-on-observables assumption, respectively. For ideal randomized experiments, (i) we propose nonparametric estimators of the sharp bounds on the distribution of treatment effects and construct asymptotically valid confidence sets for the
more » ... on of treatment effects; (ii) we propose bias-corrected estimators of the sharp bounds on the distribution of treatment effects; and (iii) we investigate finite sample performances of the proposed confidence sets and the bias-corrected estimators via simulation.
doi:10.1108/s0731-9053(2009)0000025004 fatcat:aamu3kmfabdqpbrb2ook2yh7uq