Nonparametric Point Identification of Treatment Effect Distributions via Rank Stickiness
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arXiv
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| Format: | Preprint |
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2026
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| _version_ | 1866914502186893312 |
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| author | Liang, Tengyuan |
| author_facet | Liang, Tengyuan |
| contents | Treatment effect distributions are not identified without restrictions on the joint distribution of potential outcomes. Existing approaches either impose rank preservation -- a strong assumption -- or derive partial identification bounds that are often wide. We show that a single scalar parameter, rank stickiness, suffices for nonparametric point identification while permitting rank violations. The identified joint distribution -- the coupling that maximizes average rank correlation subject to a relative entropy constraint, which we call the Bregman-Sinkhorn copula -- is uniquely determined by the marginals and rank stickiness. Its conditional distribution is an exponential tilt of the marginal with a Bregman divergence as the exponent, yielding closed-form conditional moments and rank violation probabilities; the copula nests the comonotonic and Gaussian copulas as special cases. The empirical Bregman-Sinkhorn copula converges at the parametric $\sqrt{n}$-rate with a Gaussian process limit, despite the infinite-dimensional parameter space. We apply the framework to estimate the full treatment effect distribution, derive a variance estimator for the average treatment effect tighter than the Fréchet--Hoeffding and Neyman bounds, and extend to observational studies under unconfoundedness. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2604_21548 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Nonparametric Point Identification of Treatment Effect Distributions via Rank Stickiness Liang, Tengyuan Econometrics Methodology Treatment effect distributions are not identified without restrictions on the joint distribution of potential outcomes. Existing approaches either impose rank preservation -- a strong assumption -- or derive partial identification bounds that are often wide. We show that a single scalar parameter, rank stickiness, suffices for nonparametric point identification while permitting rank violations. The identified joint distribution -- the coupling that maximizes average rank correlation subject to a relative entropy constraint, which we call the Bregman-Sinkhorn copula -- is uniquely determined by the marginals and rank stickiness. Its conditional distribution is an exponential tilt of the marginal with a Bregman divergence as the exponent, yielding closed-form conditional moments and rank violation probabilities; the copula nests the comonotonic and Gaussian copulas as special cases. The empirical Bregman-Sinkhorn copula converges at the parametric $\sqrt{n}$-rate with a Gaussian process limit, despite the infinite-dimensional parameter space. We apply the framework to estimate the full treatment effect distribution, derive a variance estimator for the average treatment effect tighter than the Fréchet--Hoeffding and Neyman bounds, and extend to observational studies under unconfoundedness. |
| title | Nonparametric Point Identification of Treatment Effect Distributions via Rank Stickiness |
| topic | Econometrics Methodology |
| url | https://arxiv.org/abs/2604.21548 |