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Rank tests for heterogeneous treatment effects with covariates

Roger Koenker

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Abstract

Employing the regression rankscore approach of Gutenbrunner and Jurečková [2] we consider rank tests designed to detect heterogeneous treatment effects concentrated in the upper tail of the conditional response distribution given other covariates.

Chapter information

Source
J. Antoch, M. Hušková and P.K. Sen, eds., Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: A Festschrift in honor of Professor Jana Jurečková (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2010), 134-142

Dates
First available in Project Euclid: 29 November 2010

Permanent link to this document
https://projecteuclid.org/euclid.imsc/1291044750

Digital Object Identifier
doi:10.1214/10-IMSCOLL714

Mathematical Reviews number (MathSciNet)
MR2808374

Subjects
Primary: 62G10: Hypothesis testing
Secondary: 62J05: Linear regression

Keywords
regression rankscores rank test quantile treatment effect

Rights
Copyright © 2010, Institute of Mathematical Statistics

Citation

Koenker, Roger. Rank tests for heterogeneous treatment effects with covariates. Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: A Festschrift in honor of Professor Jana Jurečková, 134--142, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2010. doi:10.1214/10-IMSCOLL714. https://projecteuclid.org/euclid.imsc/1291044750


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References

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