Nonparametric tests for treatment effect heterogeneity

被引：144

作者：

Crump, Richard K. ^{[1
]}

Hotz, V. Joseph ^{[2
,3
]}

Imbens, Guido W. ^{[3
,4
]}

Mitnik, Oscar A. ^{[5
,6
]}

机构：

[1] Univ Calif Berkeley, Dept Econ, Berkeley, CA 94720 USA

[2] Duke Univ, Dept Econ, Durham, NC 27706 USA

[3] NBER, Cambridge, MA 02138 USA

[4] Harvard Univ, Dept Econ, Cambridge, MA 02138 USA

[5] Univ Miami, Dept Econ, Coral Gables, FL 33124 USA

[6] IZA, Bonn, Germany

来源：

REVIEW OF ECONOMICS AND STATISTICS | 2008年 / 90卷 / 03期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1162/rest.90.3.389

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper we develop two nonparametric tests of treatment effect heterogeneity. The first test is for the null hypothesis that the treatment has a zero average effect for all subpopulations defined by covariates. The second test is for the null hypothesis that the average effect conditional on the covariates is identical for all subpopulations, that is, that there is no heterogeneity in average treatment effects by covariates. We derive tests that are straightforward to implement and illustrate the use of these tests on data from two sets of experimental evaluations of the effects of welfare-to-work programs.

引用

页码：389 / 405

页数：17

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