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Provides several methods for computing the Quantile Treatment Effect (QTE) and Quantile Treatment Effect on the Treated (QTT). The main cases covered are (i) Treatment is randomly assigned, (ii) Treatment is as good as randomly assigned after conditioning on some covariates (also called conditional independence or selection on observables) using the methods developed in Firpo (2007) <doi:10.1111/j.1468-0262.2007.00738.x>, (iii) Identification is based on a Difference in Differences assumption (several varieties are available in the package e.g. Athey and Imbens (2006) <doi:10.1111/j.1468-0262.2006.00668.x> Callaway and Li (2019) <doi:10.3982/QE935>, Callaway, Li, and Oka (2018) <doi:10.1016/j.jeconom.2018.06.008>).

Brantly Callaway

Quantile Treatment Effects

SE function

<dl><dt>qte.se</dt>
<dd>The QTE Standard Error</dd>
<dt>ate.se</dt>
<dd>The ATE Standard Error</dd>
<dt>qte.upper</dt>
<dd>The QTE upper CI</dd>
<dt>qte.lower</dt>
<dd>The QTE lower CI</dd>
<dt>ate.upper</dt>
<dd>The ATE upper CI</dd>
<dt>ate.lower</dt>
<dd>The ATE lower CI</dd>
<dt>c</dt>
<dd>The critical value from a KS-type statistic used for creating
uniform confidence bands</dd>
<dt>probs</dt>
<dd>The values at which the QTE is computed</dd></dl>

Arguments

SE — SE

<dl>

<dt>qte.se</dt>
<dd>The QTE Standard Error</dd>


<dt>ate.se</dt>
<dd>The ATE Standard Error</dd>


<dt>qte.upper</dt>
<dd>The QTE upper CI</dd>


<dt>qte.lower</dt>
<dd>The QTE lower CI</dd>


<dt>ate.upper</dt>
<dd>The ATE upper CI</dd>


<dt>ate.lower</dt>
<dd>The ATE lower CI</dd>


<dt>c</dt>
<dd>The critical value from a KS-type statistic used for creating
uniform confidence bands</dd>


<dt>probs</dt>
<dd>The values at which the QTE is computed</dd>

</dl>

SE: SE

Description

Usage

Arguments