The Mode Treatment Effect

Neng-Chieh Chang

arXiv 22 Jul 2020 · Econometrics

arXiv:2007.11606 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Mean, median, and mode are three essential measures of the centrality of probability distributions. In program evaluation, the average treatment effect (mean) and the quantile treatment effect (median) have been intensively studied in the past decades. The mode treatment effect, however, has long been neglected in program evaluation. This paper fills the gap by discussing both the estimation and inference of the mode treatment effect. I propose both traditional kernel and machine learning methods to estimate the mode treatment effect. I also derive the asymptotic properties of the proposed estimators and find that both estimators follow the asymptotic normality but with the rate of convergence slower than the regular rate $\sqrt{N}$, which is different from the rates of the classical average and quantile treatment effect estimators.

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