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Hauptverfasser: Avella-Medina, Marco, Davis, Richard, Samorodnitsky, Gennady
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2506.18215
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author Avella-Medina, Marco
Davis, Richard
Samorodnitsky, Gennady
author_facet Avella-Medina, Marco
Davis, Richard
Samorodnitsky, Gennady
contents We consider the problem of estimating quantile treatment effects without assuming strict overlap , i.e., we do not assume that the propensity score is bounded away from zero. More specifically, we consider an inverse probability weighting (IPW) approach for estimating quantiles in the potential outcomes framework and pay special attention to scenarios where the propensity scores can tend to zero as a regularly varying function. Our approach effectively considers a heavy-tailed objective function for estimating the quantile process. We introduce a truncated IPW estimator that is shown to outperform the standard quantile IPW estimator when strict overlap does not hold. We show that the limiting distribution of the estimated quantile process follows an infinitely divisible law and converges at the rate $n^{1-1/γ}$, where $γ>1$ is the tail index of the propensity scores when they tend to zero. We propose a practical, data-driven procedure for selecting the truncation parameter, grounded in our asymptotic theory. The performance of our estimators is illustrated in numerical experiments and in a dataset that exhibits the presence of extreme propensity scores.
format Preprint
id arxiv_https___arxiv_org_abs_2506_18215
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Estimating quantile treatments without strict overlap
Avella-Medina, Marco
Davis, Richard
Samorodnitsky, Gennady
Statistics Theory
We consider the problem of estimating quantile treatment effects without assuming strict overlap , i.e., we do not assume that the propensity score is bounded away from zero. More specifically, we consider an inverse probability weighting (IPW) approach for estimating quantiles in the potential outcomes framework and pay special attention to scenarios where the propensity scores can tend to zero as a regularly varying function. Our approach effectively considers a heavy-tailed objective function for estimating the quantile process. We introduce a truncated IPW estimator that is shown to outperform the standard quantile IPW estimator when strict overlap does not hold. We show that the limiting distribution of the estimated quantile process follows an infinitely divisible law and converges at the rate $n^{1-1/γ}$, where $γ>1$ is the tail index of the propensity scores when they tend to zero. We propose a practical, data-driven procedure for selecting the truncation parameter, grounded in our asymptotic theory. The performance of our estimators is illustrated in numerical experiments and in a dataset that exhibits the presence of extreme propensity scores.
title Estimating quantile treatments without strict overlap
topic Statistics Theory
url https://arxiv.org/abs/2506.18215