【Metrics Seminar】Regression adjustment for estimating distributional treatment effects in randomized controlled trials
研討會日期 : 2023-09-19
時間 : 14:30
主講人 : Professor Tatsushi Oka
地點 : Conference Room B110
演講者簡介 : Professor Tatsushi Oka received his PhD from Boston University. He is currently a Professor at Keio University. His research field is theoretical and applied econometrics.
演講摘要 : In this paper, we address the issue of estimating and inferring the distributional treatment effects in randomized experiments. The distribution treatment effect provides a more comprehensive understanding of treatment effects by characterizing heterogeneous effects across individual units, as opposed to relying solely on the average treatment effect. To enhance the accuracy of distribution treatment effect estimation, we propose a regression adjustment method that utilizes the distributional regression and pre-treatment information. Our method is designed to be free from restrictive distributional assumptions, and its validity is established even in the presence of mis-specification. Theoretical efficiency gains are demonstrated, and a practical and theoretically sound inferential method is presented. Our simulation results and real-data analysis showcase the superior performance of the proposed method.