arXiv q-fin· Marina Dias, Demian Pouzo·· 5 hr agoAI Score40
Inference for Quantile Treatment Effects with Small Treatment Groups
Inference on Quantile Treatment Effects with Small Treatment Groups
AI summary
Researchers propose an inference method for conditional quantile treatment effects suitable for small treatment groups. The method combines estimation of the conditional quantile function from a large reference group with an exact conditional Bernoulli representation of quantile indicators, enabling asymptotic size control and derivation of power bounds while the treatment group size remains bounded.
Source:arXiv q-fin · arxiv.org