Testing Treatment Effect Monotonicity under Unconfoundedness Assumption
2018/11/13
研討會日期 : 2018-11-13
時間 : 14:30
主講人 : Professor Yu-Chin Hsu (許育進)
主持人 : Professor Hsuan-Chih Lin
地點 : Conference Room B110
演講者簡介 : Professor Hsu received his Ph.D. in Economics from University of Texas at Austin in 2010. He is currently an Associate Research Fellow at the Institute of Economics, Academia Sinica. His research field is Econometrics.
演講摘要 : Researchers are often interested in the observed treatment effect heterogeneity. This paper proposes a nonparametric monotonicity test in a treatment effect model under the unconfoundedness assumption. The proposed test examines whether the conditional average treatment effect has a monotonic relationship with some of the observed individual characteristics. We show the consistency and asymptotic uniform size control of the proposed test.
