Harold D. Chiang

Harold D. Chiang
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Harold D. Chiang

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Statistics - Methodology (3)

Publications Authored By Harold D. Chiang

This paper studies identification, estimation, and inference of quantile treatment effects in the fuzzy regression kink design with a binary treatment variable. We first show the identification of conditional quantile treatment effects given the event of local compliance. We then propose a bootstrap method of uniform inference for the local quantile process. Read More

Computation of asymptotic distributions is known to be a nontrivial and delicate task for the regression discontinuity designs (RDD) and the regression kink designs (RKD). It is even more complicated when a researcher is interested in joint or uniform inference across heterogeneous subpopulations indexed by covariates or quantiles. Hence, bootstrap procedures are often preferred in practice. Read More

The quantile regression kink design (QRKD) is proposed by empirical researchers as a potential method to assess heterogeneous treatment effects under suitable research designs, but its causal interpretation remains unknown. We propose causal interpretations of the QRKD estimand. Under flexible heterogeneity and endogeneity, the sharp and fuzzy QRKD estimands measure weighted averages of heterogeneous marginal effects at respective conditional quantiles of outcome given a designed kink point. Read More