A practical generalized propensity-score estimator for quantile continuous treatment effects

Javier Alejo, Antonio Galvao and Gabriel Montes-Rojas ()

Stata Journal, 2020, vol. 20, issue 2, 276-296

Abstract: In this article, we present a new command, qcte, that implements several methods for estimation and inference for quantile treatment-effects models with a continuous treatment. We propose a semiparametric two-step estimator, where the first step is based on a flexible Box–Cox model, as the default model of the command. We develop practical statistical inference procedures using boot- strap. We implement some simulations to show that the proposed methods perform well. Finally, we apply qcte to a survey of Massachusetts lottery winners to esti- mate the unconditional quantile effects of the prize amount, as a proxy of nonlabor income changes, on subsequent labor earnings from U.S. Social Security records. The empirical results reveal strong heterogeneity across unconditional quantiles. Copyright 2020 by StataCorp LP.

Keywords: qcte; continuous treatment; quantile treatment effects; quantile regression (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:v:20:y:2019:i:2:p:276-296

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DOI: 10.1177/1536867X20930997

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