Open Access
VOL. 7 | 2010 Rank tests for heterogeneous treatment effects with covariates
Roger Koenker

Editor(s) J. Antoch, M. Hušková, P.K. Sen

Inst. Math. Stat. (IMS) Collect., 2010: 134-142 (2010) DOI: 10.1214/10-IMSCOLL714

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.

Information

Published: 1 January 2010
First available in Project Euclid: 29 November 2010

MathSciNet: MR2808374

Digital Object Identifier: 10.1214/10-IMSCOLL714

Subjects:
Primary: 62G10
Secondary: 62J05

Keywords: quantile treatment effect , rank test , regression rankscores

Rights: Copyright © 2010, Institute of Mathematical Statistics

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