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arXiv · 2303.14298

Sensitivity Analysis in Unconditional Quantile Effects

Julian Martinez-Iriarte
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Abstract

This paper proposes a framework to analyze the effects of counterfactual policies on the unconditional quantiles of an outcome variable. For a given counterfactual policy, we obtain identified sets for the effect of both marginal and global changes in the proportion of treated individuals. To conduct a sensitivity analysis, we introduce the quantile breakdown frontier, a curve that (i) indicates whether a sensitivity analysis is possible or not, and (ii) when a sensitivity analysis is possible, quantifies the amount of selection bias consistent with a given conclusion of interest across different quantiles. To illustrate our method, we perform a sensitivity analysis on the effect of unionizing low income workers on the quantiles of the distribution of (log) wages.

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Julian Martinez-Iriarte. 2023-03-24. Sensitivity Analysis in Unconditional Quantile Effects. https://arxiv.org/abs/2303.14298

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