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Rank tests for heterogeneous treatment effects with covariates

Roger Koenker

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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.

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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

First available in Project Euclid: 29 November 2010

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Mathematical Reviews number (MathSciNet)

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

regression rankscores rank test quantile treatment effect

Copyright © 2010, Institute of Mathematical Statistics


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.

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