Big Data

Nonparametric Tests Of Conditional Treatment Effects

Date Added: Nov 2009
Format: PDF

The authors develop a general class of nonparametric tests for treatment effects conditional on covariates. They consider a wide spectrum of null and alternative hypotheses regarding conditional treatment effects, including the null hypothesis of the conditional stochastic dominance between treatment and control groups; the null hypothesis that the conditional average treatment effect is positive for each value of covariates; and the null hypothesis of no distributional (or average) treatment effect conditional on covariates against a one-sided (or two-sided) alternative hypothesis.