Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes

Chernozhukov, Victor; Fernandez-Val, Ivan; Melly, Blaise; Wüthrich, Kaspar (September 2016). Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (Discussion Papers 16-07). Bern: Department of Economics

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This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for possibly discrete or mixed discrete-continuous random variables. The construction is generic and does not depend on the nature of the underlying problem. It works in conjunction with parametric, semiparametric, and nonparametric modeling strategies and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution functions. We apply our method to analyze the distributional impact of insurance coverage on health care utilization and to provide a distributional decomposition of the racial test score gap. Our analysis generates new interesting findings, and complements previous analyses that focused on mean effects only. In both applications, the outcomes of interest are discrete rendering standard inference methods invallid for obtaining uniform confidence bands for quantile and quantile effects functions.

Item Type:

Working Paper

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Department of Economics

UniBE Contributor:

Melly, Blaise Stéphane and Wüthrich, Kaspar

Subjects:

300 Social sciences, sociology & anthropology > 330 Economics

Series:

Discussion Papers

Publisher:

Department of Economics

Language:

English

Submitter:

Lars Tschannen

Date Deposited:

28 Dec 2020 08:44

Last Modified:

28 Dec 2020 08:44

BORIS DOI:

10.48350/145832

URI:

https://boris.unibe.ch/id/eprint/145832

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