A NONPARAMETRIC TEST OF HETEROGENEITY IN CONDITIONAL QUANTILE TREATMENT EFFECTS
条件分位数处理效应异质性的非参数检验
This paper proposes a nonparametric test to assess whether there exist heterogeneous quantile treatment effects (QTEs) of an intervention on the outcome of interest across different sub-populations defined by covariates of interest. Specifically, a consistent test statistic based on the Cramér–von Mises type criterion is developed to test if the treatment has a constant quantile effect for all sub-populations defined by covariates of interest. Under some regularity…