arXiv 27 Nov 2022 · Econometrics · publishedJournal of Business and Economic Statistics (2023) · 4 citations (OpenAlex)
arXiv:2211.14870 · PDF · DOI · OpenAlex · Extracted main text
Policy analysts are often interested in treating the units with extreme outcomes, such as infants with extremely low birth weights. Existing changes-in-changes (CIC) estimators are tailored to middle quantiles and do not work well for such subpopulations. This paper proposes a new CIC estimator to accurately estimate treatment effects at extreme quantiles. With its asymptotic normality, we also propose a method of statistical inference, which is simple to implement. Based on simulation studies, we propose to use our extreme CIC estimator for extreme, such as below 5% and above 95%, quantiles, while the conventional CIC estimator should be used for intermediate quantiles. Applying the proposed method, we study the effects of income gains from the 1993 EITC reform on infant birth weights for those in the most critical conditions. This paper is accompanied by a Stata command.
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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 | Athey, S. and G. W. Imbens (2006) Identification and inference in nonlinear difference-in-differences models | 1.000 | 22 | 7 | 100% |
| 2 | Hoynes, H., D. Miller, and D. Simon (2015) Income, the earned income tax credit, and infant health | 0.874 | 11 | 2 | 100% |
| 3 | de Haan, L. and A. Ferreira (2007) Extreme Value Theory: An Introduction | 0.874 | 9 | 4 | 67% |
| 4 | Currie, J (2011) Inequality at birth: some causes and consequences | 0.737 | 3 | 2 | 100% |
| 5 | Girard, S., G. Stupfler, and A. Usseglio-Carleve (2021) Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models | 0.644 | 3 | 2 | 67% |
| 6 | Chernozhukov, V. and I. Fernández-Val (2011) Inference for extremal conditional quantile models, with an application to market and birthweight risks | 0.644 | 2 | 2 | 100% |
| 7 | Guillou, A. and P. Hall (2001) A diagnostic for selecting the threshold in extreme value analysis | 0.644 | 2 | 2 | 100% |
| 8 | Hill, B. M (1975) A simple general approach to inference about the tail of a distribution | 0.511 | 2 | 2 | 50% |
| 9 | Carpentier, A. and A. K. H. Kim (2014) Adaptive and minimax optimal estimation of the tail coefficient | 0.405 | 1 | 1 | 100% |
| 10 | Aizer, A., L. Stroud, and S. Buka (2009) Maternal stress and child well-being: Evidence from siblings, Unpublished Manuscript, Brown University, Providence, RI | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 26 scored citations.