Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes

Victor Chernozhukov, Ivan Fernandez-Val (), Blaise Melly () and Kaspar W Thrich
Authors registered in the RePEc Author Service: Kaspar Wüthrich

Diskussionsschriften from Universitaet Bern, Departement Volkswirtschaft

Abstract: This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for possibly discrete or mixed discrete-continuous random variables. The construction is generic and does not depend on the nature of the underlying problem. It works in conjunction with parametric, semiparametric, and nonparametric modeling strategies and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution functions. We apply our method to analyze the distributional impact of insurance coverage on health care utilization and to provide a distributional decomposition of the racial test score gap. Our analysis generates new interesting findings, and complements previous analyses that focused on mean effects only. In both applications, the outcomes of interest are discrete rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions.

Keywords: quantiles; quantile effects; treatment effects; distribution; discrete; mixed; count data; confidence bands; uniform inference. (search for similar items in EconPapers)
JEL-codes: C12 C21 C25 (search for similar items in EconPapers)
Date: 2016-07
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

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Related works:
Journal Article: Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (2020)
Working Paper: Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (2020)
Working Paper: Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (2018)
Working Paper: Generic inference on quantile and quantile effect functions for discrete outcomes (2017)
Working Paper: Generic inference on quantile and quantile effect functions for discrete outcomes (2017)
Working Paper: Generic inference on quantile and quantile effect functions for discrete outcomes (2016)
Working Paper: Generic inference on quantile and quantile effect functions for discrete outcomes (2016)
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