arXiv subjects

Harold D. Chiang

Publications and source records attributed to Harold D. Chiang.

20 records · Page 2Linked to original sources

arXiv2019

Robust Uniform Inference for Quantile Treatment Effects in Regression Discontinuity Designs

The practical importance of inference with robustness against large bandwidths for causal effects in regression discontinuity and kink designs is widely recognized. Existing robust methods cover many cases, but do not handle uniform inference for CDF and quantile processes in fuzzy designs, despite its use in the recent literature in empirical microeconomics. In this light, this paper extends the literature by developing a unified framework of inference with robustness against large bandwidths that applies to uniform inference for quantile treatment effects in fuzzy designs, as well as all the other cases of sharp/fuzzy mean/quantile regression discontinuity/kink designs. We present Monte Carlo simulation studies and an empirical application for evaluations of the Oklahoma pre-K program.

stat.ME↗

arXiv2017

Causal Inference by Quantile Regression Kink Designs

The quantile regression kink design (QRKD) is proposed by empirical researchers as a potential method to assess heterogeneous treatment effects under suitable research designs, but its causal interpretation remains unknown. We propose a causal interpretation of the QRKD estimand. Under flexible heterogeneity and endogeneity, the QRKD estimand measures a weighted average of heterogeneous marginal effects at respective conditional quantiles of outcome given a designed kink point. In addition, we develop weak convergence results for the QRKD estimator as a local quantile process for the purpose of conducting statistical inference on heterogeneous treatment effects using the QRKD. Applying our methods to the Continuous Wage and Benefit History Project (CWBH) data, we find significantly heterogeneous positive causal effects of unemployment insurance benefits on unemployment durations in Louisiana between 1981 and 1983. These effects are larger for individuals with longer unemployment durations.

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