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Instrumental Variables Estimation of Quantile Treatment Effects


Alberto Abadie


Harvard University - Harvard Kennedy School (HKS); National Bureau of Economic Research (NBER)

Joshua D. Angrist


Massachusetts Institute of Technology (MIT) - Department of Economics; National Bureau of Economic Research (NBER); Institute for the Study of Labor (IZA)

Guido W. Imbens


University of California, Berkeley - Department of Economics; National Bureau of Economic Research (NBER); Institute for the Study of Labor (IZA)
March 1998

NBER Working Paper No. t0229

Abstract:     
This paper introduces an instrumental variables estimator for the effect of a binary treatment on the quantiles of potential outcomes. The quantile treatment effects (QTE) estimator accommodates exogenous covariates and reduces to quantile regression as a special case when treatment status is exogenous. Asymptotic distribution theory and computational methods are derived. QTE minimizes a piecewise linear objective function for which a local minimum can be obtained using a modified Barrodale-Roberts algorithm. The QTE estimator is illustrated by estimating the effect of childbearing on the distribution of family income.

Number of Pages in PDF File: 31

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Date posted: September 15, 2000  

Suggested Citation

Abadie, Alberto, Angrist, Joshua D. and Imbens, Guido W., Instrumental Variables Estimation of Quantile Treatment Effects (March 1998). NBER Working Paper No. t0229. Available at SSRN: http://ssrn.com/abstract=226639

Contact Information

Alberto Abadie (Contact Author)
Harvard University - Harvard Kennedy School (HKS) ( email )
79 John F. Kennedy Street
Cambridge, MA 02138
United States
617-496-4547 (Phone)
617-495-2575 (Fax)
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Joshua Angrist
Massachusetts Institute of Technology (MIT) - Department of Economics ( email )
50 Memorial Drive
E52-353
Cambridge, MA 02142
United States
617-253-8909 (Phone)
617-253-1330 (Fax)
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Institute for the Study of Labor (IZA)
P.O. Box 7240
Bonn, D-53072
Germany
Guido W. Imbens
University of California, Berkeley - Department of Economics ( email )
Agricultural and Resource Economics
549 Evans Hall # 3880
Berkeley, CA 94720-3880
United States
510-643-5843 (Phone)
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
Institute for the Study of Labor (IZA)
P.O. Box 7240
Bonn, D-53072
Germany
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