Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics
Author
Abstract
Suggested Citation
DOI: 10.1111/ectj.12095
Download full text from publisher
Other versions of this item:
- David M. Kaplan & Matt Goldman, 2015. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1503, Department of Economics, University of Missouri.
References listed on IDEAS
- Marianne P. Bitler & Jonah B. Gelbach & Hilary W. Hoynes, 2006.
"What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments,"
American Economic Review, American Economic Association, vol. 96(4), pages 988-1012, September.
- Marianne Bitler & Jonah Gelbach & Hilary Hoynes, 2003. "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," NBER Working Papers 10121, National Bureau of Economic Research, Inc.
- Hilary W. Hoynes & Marianne P Bitler & Jonah Gelbach, 2005. "What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments," Working Papers 36, University of California, Davis, Department of Economics.
- Marianne P. Bitler & Jonah Gelbach & Hilary Hoynes, 2004. "What Mean Impacts Miss Distributional Effects of Welfare Reform Experiments," Working Papers WR-109-NICHD/NIA, RAND Corporation.
- Bitler, Marianne P. & Gelbach, Jonah B. & Hoynes, Hilary W., 2005. "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," IZA Discussion Papers 1728, Institute of Labor Economics (IZA).
- Goldman, Matt & Kaplan, David M., 2018.
"Comparing distributions by multiple testing across quantiles or CDF values,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
- David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
- David M. Kaplan & Matt Goldman, 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1801, Department of Economics, University of Missouri.
- Matt Goldman & David M. Kaplan, 2017. "Comparing distributions by multiple testing across quantiles or CDF values," Papers 1708.04658, arXiv.org.
- Joel L. Horowitz, 1998.
"Bootstrap Methods for Median Regression Models,"
Econometrica, Econometric Society, vol. 66(6), pages 1327-1352, November.
- Joel L. Horowitz, 1996. "Bootstrap Methods for Median Regression Models," Econometrics 9608004, University Library of Munich, Germany.
- Sebastian Calonico & Matias D. Cattaneo & Rocio Titiunik, 2014. "Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs," Econometrica, Econometric Society, vol. 82, pages 2295-2326, November.
- Goldman, Matt & Kaplan, David M., 2017.
"Fractional order statistic approximation for nonparametric conditional quantile inference,"
Journal of Econometrics, Elsevier, vol. 196(2), pages 331-346.
- David M. Kaplan & Matt Goldman, 2015. "Fractional order statistic approximation for nonparametric conditional quantile inference," Working Papers 1502, Department of Economics, University of Missouri.
- Matt Goldman & David M. Kaplan, 2016. "Fractional order statistic approximation for nonparametric conditional quantile inference," Papers 1609.09035, arXiv.org.
- Whang, Yoon-Jae, 2006.
"Smoothed Empirical Likelihood Methods For Quantile Regression Models,"
Econometric Theory, Cambridge University Press, vol. 22(2), pages 173-205, April.
- Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics 0310005, University Library of Munich, Germany.
- Yoon-Jae Whang, 2004. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Cowles Foundation Discussion Papers 1453, Cowles Foundation for Research in Economics, Yale University.
- Thomas MaCurdy & Xiaohong Chen & Han Hong, 2011. "Flexible Estimation of Treatment Effect Parameters," American Economic Review, American Economic Association, vol. 101(3), pages 544-551, May.
- Martina Björkman & Jakob Svensson, 2009. "Power to the People: Evidence from a Randomized Field Experiment on Community-Based Monitoring in Uganda," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(2), pages 735-769.
- Angus Deaton & Christina Paxson, 1998.
"Economies of Scale, Household Size, and the Demand for Food,"
Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 897-930, October.
- Deaton, A. & Paxson, C., 1997. "Economies of Scale, Household Size, and the Demand for Food," Papers 178, Princeton, Woodrow Wilson School - Development Studies.
- Djebbari, Habiba & Smith, Jeffrey, 2008.
"Heterogeneous impacts in PROGRESA,"
Journal of Econometrics, Elsevier, vol. 145(1-2), pages 64-80, July.
- Djebbari, Habiba & Smith, Jeffrey A., 2008. "Heterogeneous Impacts in PROGRESA," IZA Discussion Papers 3362, Institute of Labor Economics (IZA).
- Alan Hutson, 1999. "Calculating nonparametric confidence intervals for quantiles using fractional order statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(3), pages 343-353.
- Kaplan, David M., 2015.
"Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 20-32.
- David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
- Chesher, Andrew, 2007.
"Instrumental values,"
Journal of Econometrics, Elsevier, vol. 139(1), pages 15-34, July.
- Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers 17/02, Institute for Fiscal Studies.
- Gary Charness & Uri Gneezy, 2009.
"Incentives to Exercise,"
Econometrica, Econometric Society, vol. 77(3), pages 909-931, May.
- Charness, Gary B & Gneezy, Uri, 2008. "Incentives to Exercise," University of California at Santa Barbara, Economics Working Paper Series qt3tc3j5x7, Department of Economics, UC Santa Barbara.
- Uri Gneezy & John A List, 2006.
"Putting Behavioral Economics to Work: Testing for Gift Exchange in Labor Markets Using Field Experiments,"
Econometrica, Econometric Society, vol. 74(5), pages 1365-1384, September.
- Uri Gneezy & John A. List, 2006. "Putting Behavioral Economics to Work: Testing for Gift Exchange in Labor Markets Using Field Experiments," NBER Working Papers 12063, National Bureau of Economic Research, Inc.
- Uri Gneezy & John List, 2006. "Putting behavioral economics to work: Testing for gift exchange in labor markets using field experiments," Natural Field Experiments 00259, The Field Experiments Website.
- David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
- Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Finite sample inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 152(2), pages 93-103, October.
- Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006.
"Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure,"
Econometrica, Econometric Society, vol. 74(2), pages 539-563, March.
- Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.
- Goldman, Matt & Kaplan, David M., 2018.
"Comparing distributions by multiple testing across quantiles or CDF values,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
- David M. Kaplan & Matt Goldman, 2013. "Comparing distributions by multiple testing across quantiles," Working Papers 1319, Department of Economics, University of Missouri, revised Feb 2018.
- David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
- Wojciech Kopczuk & Emmanuel Saez & Jae Song, 2010. "Earnings Inequality and Mobility in the United States: Evidence from Social Security Data Since 1937," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(1), pages 91-128.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mototsugu Fukushige & Yingxin Shi, 2022. "Quantile regression approach for measuring production inefficiency with empirical application to the primary production sector for the Xinjiang Production and Construction Corps in China," Asia-Pacific Journal of Regional Science, Springer, vol. 6(2), pages 777-805, June.
- Goldman, Matt & Kaplan, David M., 2018.
"Comparing distributions by multiple testing across quantiles or CDF values,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
- David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
- David M. Kaplan & Matt Goldman, 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1801, Department of Economics, University of Missouri.
- Matt Goldman & David M. Kaplan, 2017. "Comparing distributions by multiple testing across quantiles or CDF values," Papers 1708.04658, arXiv.org.
- David M. Kaplan & Lonnie Hofmann, 2019.
"High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles,"
Working Papers
1914, Department of Economics, University of Missouri, revised 19 Sep 2020.
- David M. Kaplan & Lonnie Hofmann, 2020. "High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles," Working Papers 2012, Department of Economics, University of Missouri.
- Kaplan, David M., 2015.
"Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 20-32.
- David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
- Goldman, Matt & Kaplan, David M., 2017.
"Fractional order statistic approximation for nonparametric conditional quantile inference,"
Journal of Econometrics, Elsevier, vol. 196(2), pages 331-346.
- David M. Kaplan & Matt Goldman, 2015. "Fractional order statistic approximation for nonparametric conditional quantile inference," Working Papers 1502, Department of Economics, University of Missouri.
- Matt Goldman & David M. Kaplan, 2016. "Fractional order statistic approximation for nonparametric conditional quantile inference," Papers 1609.09035, arXiv.org.
- Goldman, Matt & Kaplan, David M., 2018.
"Comparing distributions by multiple testing across quantiles or CDF values,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
- David M. Kaplan & Matt Goldman, 2013. "Comparing distributions by multiple testing across quantiles," Working Papers 1319, Department of Economics, University of Missouri, revised Feb 2018.
- David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
- David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- David M. Kaplan & Matt Goldman, 2015.
"Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics,"
Working Papers
1503, Department of Economics, University of Missouri.
- David M. Kaplan & Matt Goldman, 2016. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1620, Department of Economics, University of Missouri.
- David M. Kaplan & Matt Goldman, 2013. "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1315, Department of Economics, University of Missouri.
- Kaplan, David M., 2015.
"Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 20-32.
- David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
- David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
- David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
- Goldman, Matt & Kaplan, David M., 2017.
"Fractional order statistic approximation for nonparametric conditional quantile inference,"
Journal of Econometrics, Elsevier, vol. 196(2), pages 331-346.
- David M. Kaplan & Matt Goldman, 2015. "Fractional order statistic approximation for nonparametric conditional quantile inference," Working Papers 1502, Department of Economics, University of Missouri.
- Matt Goldman & David M. Kaplan, 2016. "Fractional order statistic approximation for nonparametric conditional quantile inference," Papers 1609.09035, arXiv.org.
- Goldman, Matt & Kaplan, David M., 2018.
"Comparing distributions by multiple testing across quantiles or CDF values,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
- David M. Kaplan & Matt Goldman, 2013. "Comparing distributions by multiple testing across quantiles," Working Papers 1319, Department of Economics, University of Missouri, revised Feb 2018.
- David M. Kaplan & Matt Goldman, 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1801, Department of Economics, University of Missouri.
- David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
- Matt Goldman & David M. Kaplan, 2017. "Comparing distributions by multiple testing across quantiles or CDF values," Papers 1708.04658, arXiv.org.
- G�nther Fink & Margaret McConnell & Sebastian Vollmer, 2014.
"Testing for heterogeneous treatment effects in experimental data: false discovery risks and correction procedures,"
Journal of Development Effectiveness, Taylor & Francis Journals, vol. 6(1), pages 44-57, January.
- Fink, Günther & McConnell, Margaret & Vollmer, Sebastian, 2011. "Testing for Heterogeneous Treatment Effects in Experimental Data: False Discovery Risks and Correction Procedures," Hannover Economic Papers (HEP) dp-477, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019.
"Smoothed GMM for quantile models,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- Chung, EunYi & Olivares, Mauricio, 2021. "Permutation test for heterogeneous treatment effects with a nuisance parameter," Journal of Econometrics, Elsevier, vol. 225(2), pages 148-174.
- Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
- Kaplan, David M. & Sun, Yixiao, 2017.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- Ferreira, Francisco H. G. & Firpo, Sergio & Galvao, Antonio F., 2017.
"Estimation and Inference for Actual and Counterfactual Growth Incidence Curves,"
IZA Discussion Papers
10473, Institute of Labor Economics (IZA).
- Ferreira,Francisco H. G. & Firpo,Sergio & Galvao,Antonio F., 2017. "Estimation and inference for actual and counterfactual growth incidence curves," Policy Research Working Paper Series 7933, The World Bank.
- David M. Kaplan, 2019.
"distcomp: Comparing distributions,"
Stata Journal, StataCorp LP, vol. 19(4), pages 832-848, December.
- David M. Kaplan, 2018. "distcomp: Comparing distributions," Working Papers 1817, Department of Economics, University of Missouri.
- David Kaplan, 2021. "distcomp: Comparing distributions," 2021 Stata Conference 2, Stata Users Group.
- David M. Kaplan, 2021. "Distcomp: Comparing distributions," Papers 2110.02327, arXiv.org.
- David M. Kaplan, 2019. "distcomp: Comparing distributions," Working Papers 1908, Department of Economics, University of Missouri.
- Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
- Escanciano, Juan Carlos & Velasco, Carlos, 2010.
"Specification tests of parametric dynamic conditional quantiles,"
Journal of Econometrics, Elsevier, vol. 159(1), pages 209-221, November.
- Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," CAEPR Working Papers 2008-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- J. Carlos Escanciano & Carlos Velasco, 2010. "Specification tests of parametric dynamic conditional quantiles," Post-Print hal-00732534, HAL.
- Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation," Papers 2208.03632, arXiv.org, revised Nov 2024.
- repec:hal:journl:peer-00732534 is not listed on IDEAS
- Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.
- Chaitra H. Nagaraja & Haikady N. Nagaraja, 2020. "Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles," International Statistical Review, International Statistical Institute, vol. 88(1), pages 75-100, April.
- Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 13/22, Monash University, Department of Econometrics and Business Statistics.
More about this item
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:emjrnl:v:21:y:2018:i:2:p:136-169. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/resssea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.