Consistent Tests for Conditional Treatment Effects

Yu-Chin Hsu ()
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Yu-Chin Hsu: Institute of Economics, Academia Sinica, Taipei, Taiwan, https://www.econ.sinica.edu.tw/

No 13-A003, IEAS Working Paper : academic research from Institute of Economics, Academia Sinica, Taipei, Taiwan

Abstract: We construct test for the null hypothesis that the conditional average treatment effect is non-negative conditional on every possible value of a subset of covariates. Testing for such null hypothesis can provide more information than the average treatment effects parameters. We show that the null hypothesis can be characterized as infinitely many of unconditional moment inequalities. A Kolmogorov Smirnov test is constructed based on these unconditional moment inequalities. It is shown that our test can control the size uniformly over a broad set of data generating processes asymptotically, is consistent against fixed alternatives and is unbiased against some N −1/2 local alternatives. Several extensions of our test are also considered.

Keywords: Hypothesis testing; treatment effects; test consistency; propensity score (search for similar items in EconPapers)
JEL-codes: C01 C12 C21 (search for similar items in EconPapers)
Pages: 41 pages
Date: 2013-03, Revised 2015-09
New Economics Papers: this item is included in nep-ecm
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Journal Article: Consistent tests for conditional treatment effects (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:sin:wpaper:13-a003

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