Sensitivity Analysis in Unconditional Quantile Effects
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866914235172257792 |
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| author | Martinez-Iriarte, Julian |
| author_facet | Martinez-Iriarte, Julian |
| contents | This paper proposes a framework to analyze the effects of counterfactual policies on the unconditional quantiles of an outcome variable. For a given counterfactual policy, we obtain identified sets for the effect of both marginal and global changes in the proportion of treated individuals. To conduct a sensitivity analysis, we introduce the quantile breakdown frontier, a curve that (i) indicates whether a sensitivity analysis is possible or not, and (ii) when a sensitivity analysis is possible, quantifies the amount of selection bias consistent with a given conclusion of interest across different quantiles. To illustrate our method, we perform a sensitivity analysis on the effect of unionizing low income workers on the quantiles of the distribution of (log) wages. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2303_14298 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Sensitivity Analysis in Unconditional Quantile Effects Martinez-Iriarte, Julian Econometrics This paper proposes a framework to analyze the effects of counterfactual policies on the unconditional quantiles of an outcome variable. For a given counterfactual policy, we obtain identified sets for the effect of both marginal and global changes in the proportion of treated individuals. To conduct a sensitivity analysis, we introduce the quantile breakdown frontier, a curve that (i) indicates whether a sensitivity analysis is possible or not, and (ii) when a sensitivity analysis is possible, quantifies the amount of selection bias consistent with a given conclusion of interest across different quantiles. To illustrate our method, we perform a sensitivity analysis on the effect of unionizing low income workers on the quantiles of the distribution of (log) wages. |
| title | Sensitivity Analysis in Unconditional Quantile Effects |
| topic | Econometrics |
| url | https://arxiv.org/abs/2303.14298 |