部分条件分位数处理效应的估计

蔡宗武, 方颖, 林明, 唐盛芳

Estimation of Partially Conditional Quantile Treatment Effect

Zongwu CAI, Ying FANG, Ming LIN, Shengfang TANG

表1 估计$\widehat{\Delta}_{\tau}(\cdot)$的$1000$个MADE值的中位数与标准差(括号内)

$\tau$ $h=0.25n^{-1/5}$ $h=0.5n^{-1/5}$ $h=1.0n^{-1/5}$ $n=500$ $n=1000$ $n=2000$ $n=500$ $n=1000$ $n=2000$ $n=500$ $n=1000$ $n=2000$ MADE MADE MADE MADE MADE MADE MADE MADE MADE 0.1 0.090 (0.022) 0.068 (0.014) 0.060 (0.010) 0.089 (0.020) 0.072 (0.015) 0.058 (0.011) 0.101 (0.027) 0.093 (0.020) 0.084 (0.014) 0.25 0.084 (0.020) 0.064 (0.013) 0.047 (0.009) 0.080 (0.017) 0.062 (0.013) 0.048 (0.010) 0.094 (0.025) 0.083 (0.017) 0.080 (0.012) 0.5 0.080 (0.019) 0.058 (0.012) 0.044 (0.008) 0.066 (0.015) 0.049 (0.011) 0.036 (0.008) 0.080 (0.023) 0.059 (0.015) 0.045 (0.011) 0.75 0.082 (0.021) 0.062 (0.013) 0.046 (0.009) 0.078 (0.018) 0.060 (0.012) 0.045 (0.009) 0.093 (0.025) 0.085 (0.018) 0.075 (0.013) 0.9 0.091 (0.022) 0.069 (0.013) 0.061 (0.010) 0.090 (0.020) 0.075 (0.015) 0.060 (0.011) 0.098 (0.028) 0.092 (0.021) 0.086 (0.015)