arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.11606econ.EM
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模式处理效应

The Mode Treatment Effect

Neng-Chieh Chang

摘要:

均值、中位数和众数是概率分布中心性的三个基本度量。在项目评价中,平均处理效应(均值)和分位数处理效应(中位数)在过去几十年中得到了广泛的研究。然而,模式处理效应在项目评价中却长期被忽视。本文通过讨论模式处理效应的估计和推断填补了这一空白。我提出了传统的内核和机器学习方法来估计模式处理效应。我还推导出所提出的估计量的渐近性质,并发现这两个估计量遵循渐近正态性,但收敛速度慢于经常率$\sqrt{N}$,这是从经典的平均和分位数处理效应估计率不同。

英文摘要:

Mean, median, and mode are three essential measures of the centrality of probability distributions. In program evaluation, the average treatment effect (mean) and the quantile treatment effect (median) have been intensively studied in the past decades. The mode treatment effect, however, has long been neglected in program evaluation. This paper fills the gap by discussing both the estimation and inference of the mode treatment effect. I propose both traditional kernel and machine learning methods to estimate the mode treatment effect. I also derive the asymptotic properties of the proposed estimators and find that both estimators follow the asymptotic normality but with the rate of convergence slower than the regular rate $\sqrt{N}$, which is different from the rates of the classical average and quantile treatment effect estimators.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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