Inference on quantile processes with a finite number of clusters

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Tác giả: Andreas Hagemann

Ngôn ngữ: eng

Ký hiệu phân loại: 511.34 Model theory

Thông tin xuất bản: 2023

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Bộ sưu tập: Metadata

ID: 196343

Comment: 45 pages, 3 figures, 1 tableI introduce a generic method for inference on entire quantile and regression quantile processes in the presence of a finite number of large and arbitrarily heterogeneous clusters. The method asymptotically controls size by generating statistics that exhibit enough distributional symmetry such that randomization tests can be applied. The randomization test does not require ex-ante matching of clusters, is free of user-chosen parameters, and performs well at conventional significance levels with as few as five clusters. The method tests standard (non-sharp) hypotheses and can even be asymptotically similar in empirically relevant situations. The main focus of the paper is inference on quantile treatment effects but the method applies more broadly. Numerical and empirical examples are provided.
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