Details

Related name

• National Bureau of Economic Research [Browse]
• Angrist, Joshua D. [Browse]
• Imbens, Guido W. [Browse]

Series

• Technical Working Paper Series (National Bureau of Economic Research) no. t0229. [More in this series]
• NBER technical working paper series no. t0229

Summary note

This paper introduces an instrumental variables estimator for the effect of a binary treatment on the quantiles of potential outcomes. The quantile treatment effects (QTE) estimator accommodates exogenous covariates and reduces to quantile regression as a special case when treatment status is exogenous. Asymptotic distribution theory and computational methods are derived. QTE minimizes a piecewise linear objective function for which a local minimum can be obtained using a modified Barrodale-Roberts algorithm. The QTE estimator is illustrated by estimating the effect of childbearing on the distribution of family income.

Notes

March 1998.

Source of description

Print version record

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