Interpreting Unconditional Quantile Regression with Conditional Independence

David Kaplan

Papers from arXiv.org

Abstract: This note provides additional interpretation for the counterfactual outcome distribution and corresponding unconditional quantile "effects" defined and estimated by Firpo, Fortin, and Lemieux (2009) and Chernozhukov, Fern\'andez-Val, and Melly (2013). With conditional independence of the policy variable of interest, these methods estimate the policy effect for certain types of policies, but not others. In particular, they estimate the effect of a policy change that itself satisfies conditional independence.

Date: 2020-10, Revised 2021-10
New Economics Papers: this item is included in nep-ecm and nep-rmg
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Working Paper: Interpreting Unconditional Quantile Regression with Conditional Independence (2020)
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