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Full-Text Articles in Social and Behavioral Sciences
Quantile Treatment Effects And Bootstrap Inference Under Covariate-Adaptive Randomization, Xin Zheng, Yichong Zhang
Quantile Treatment Effects And Bootstrap Inference Under Covariate-Adaptive Randomization, Xin Zheng, Yichong Zhang
Research Collection School Of Economics
This paper studies the estimation and inference of the quantile treatment effect under covariate-adaptive randomization. We propose three estimation methods: (1) the simple quantile regression (QR), (2) the QR with strata fixed effects, and (3) the inverse propensity score weighted QR. For the three estimators, we derive their asymptotic distributions uniformly over a set of quantile indexes and show that the estimator obtained from inverse propensity score weighted QR weakly dominates the other two in terms of efficiency, for a wide range of randomization schemes. For inference, we show that the weighted bootstrap tends to be conservative for methods (1) …
Bootstrap Lm Tests For Higher-Order Spatial Effects In Spatial Linear Regression Models, Zhenlin Yang
Bootstrap Lm Tests For Higher-Order Spatial Effects In Spatial Linear Regression Models, Zhenlin Yang
Research Collection School Of Economics
This paper first extends the methodology of Yang (J Econom 185:33-59, 2015) to allow for non-normality and/or unknown heteroskedasticity in obtaining asymptotically refined critical values for the LM-type tests through bootstrap. Bootstrap refinements in critical values require the LM test statistics to be asymptotically pivotal under the null hypothesis, and for this we provide a set of general methods for constructing LM and robust LM tests. We then give detailed treatments for two general higher-order spatial linear regression models: namely the model and the model, by providing a complete set of non-normality robust LM and bootstrap LM tests for higher-order …