Double Robust Semiparametric Efficient Tests for Distributional Treatment Effects under the Conditional Independence Assumption
نویسنده
چکیده
This note describes methods to test for distributional treatment effects under the conditional independence assumption. The differences between latent outcome distributions are judged by testing hypotheses of distributional equality and stochastic dominance. Furthermore, semiparametric efficient versions of the test statistics are given. The latter test statistics are double robust, i.e., they are consistent under misspecification of either the outcome equation or the propensity score. Consistent bootstrap procedures for deriving critical values of all tests are proposed. JEL-Classification: C14, C15, C21
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