Yuya Sasaki, Takuya Ura, Yichong Zhang
arXiv 27 Jul 2020 · Econometrics · publishedQuantitative Economics (2022) · 12 citations (OpenAlex)
arXiv:2007.13659 · PDF · DOI · OpenAlex · Extracted main text
This paper considers estimation and inference for heterogeneous counterfactual effects with high-dimensional data. We propose a novel robust score for debiased estimation of the unconditional quantile regression (Firpo, Fortin, and Lemieux, 2009) as a measure of heterogeneous counterfactual marginal effects. We propose a multiplier bootstrap inference and develop asymptotic theories to guarantee the size control in large sample. Simulation studies support our theories. Applying the proposed method to Job Corps survey data, we find that a policy which counterfactually extends the duration of exposures to the Job Corps training program will be effective especially for the targeted subpopulations of lower potential wage earners.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Firpo, S., N. M. Fortin, and T. Lemieux (2009) Unconditional quantile regressions | 1.000 | 10 | 4 | 100% |
| 2 | Belloni, A., V. Chernozhukov, I. Fernández-Val, and C. Hansen (2017) Program Evaluation with High-dimensional Data | 0.811 | 4 | 2 | 100% |
| 3 | Chernozhukov, V., W. K. Newey, and R. Singh (2021) b): Automatic debiased machine learning of causal and structural effects | 0.811 | 4 | 2 | 100% |
| 4 | Newey, W. K (1994) The asymptotic variance of semiparametric estimators | 0.644 | 2 | 2 | 100% |
| 5 | Fortin, N., T. Lemieux, and S. Firpo (2011) Decomposition methods in economics, in | 0.585 | 3 | 1 | 100% |
| 6 | Belloni, A., V. Chernozhukov, and K. Kato (2014) Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems | 0.511 | 2 | 1 | 100% |
| 7 | Bickel, P. J., Y. Ritov, and A. B. Tsybakov (2009) Simultaneous Analysis of Lasso and Dantzig Selector | 0.405 | 1 | 1 | 100% |
| 8 | Chernozhukov, V., D. Chetverikov, and K. Kato (2014) b): Gaussian Approximation of Suprema of Empirical Processes | 0.405 | 1 | 1 | 100% |
| 9 | Chernozhukov, V., D. Chetverikov, and K. Kato (2014) a): Anti-concentration and Honest, Adaptive Confidence Bands | 0.405 | 1 | 1 | 100% |
| 10 | Schochet, P. Z., J. Burghardt, and S. McConnell (2008) Does job corps work? Impact findings from the national job corps study | 0.405 | 1 | 1 | 100% |
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