A U-statistic-based test of treatment effect heterogeneity

Many studies include a goal of determining whether there is treatment effect heterogeneity across different subpopulations. In this paper, we propose a U-statistic-based non-parametric test of the null hypothesis that the treatment effects are identical in different subgroups. The proposed test prov...

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Detalles Bibliográficos
Autor principal: Dai, Maozhu (Autor)
Otros Autores: Stern, Hal S.
Tipo de documento: Electrónico Libro
Lenguaje:Inglés
Publicado: 2020
En:Año: 2020
Acceso en línea: Volltext (kostenfrei)
Verificar disponibilidad: HBZ Gateway
Descripción
Sumario:Many studies include a goal of determining whether there is treatment effect heterogeneity across different subpopulations. In this paper, we propose a U-statistic-based non-parametric test of the null hypothesis that the treatment effects are identical in different subgroups. The proposed test provides more power than the standard parametric test when the underlying distribution assumptions of the latter are violated. We apply the method to data from an economic study of program effectiveness and find that there is treatment effect heterogeneity in different subpopulations