Efficient Semiparametric Estimation of Quantile Treatment Effects

Firpo, Sérgio

doi:10.1111/j.1468-0262.2007.00738.x

Cited by 539 publications

(678 citation statements)

References 44 publications

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“…In table 5 results from estimating quantile effects, cf. Firpo (2007), of claiming permanent whiplash-associated disorder are presented for 1 to 5 years after the collision. The pattern that appeared in the average results is confirmed at the range of quantiles (0.2, 0.4, 0.5, 0.6, and 0.8) that we have estimated for.…”

Section: Heterogeneous Responsesmentioning

confidence: 99%

Long-term labour-market performance of whiplash claimants

Leth‐Petersen¹,

Rotger²

2009

Journal of Health Economics

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Abstract:A whiplash is a sudden acceleration-deceleration of the neck and head, typically associated with a rear-end car collision that may produce injuries in the soft tissue. Often there are no objective signs or symptoms of injury, and diagnosing lasting whiplash associated disorders (WAD) is difficult, in particular for individuals with mild or moderate injuries. This leaves a scope for compensation-seeking behaviour. The medical literature disagrees on the importance of this explanation. In this paper we trace the long-term earnings of a group of Danish individuals with mild to moderate injuries claiming compensation for having permanently lost earnings capacity and investigate if they return to their full pre-whiplash earnings when the insurance claim has been assessed. We find that about half of the claimants, those not granted compensation, return to an earnings level comparable with their pre-whiplash earnings suggesting that these individuals do not have chronic WAD in the sense that their earnings capacity is reduced. The other half, those granted compensation, experience persistent reductions in earnings relative to the case where they had not been exposed to a whiplash, even when they have a strong financial incentive to not reduce earnings. This suggests that moderate injuries tend to be chronic, and that compensationseeking behaviour is not the main explanation for this group. We find that claimants with chronic WADs used more health care in the year prior to the whiplash than claimants with non-chronic cases. This suggests that lower initial health capital increases the risk that a whiplash causes persistent WAD. JEL-Codes: I12, J29

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Section: Heterogeneous Responsesmentioning

confidence: 99%

Long-term labour-market performance of whiplash claimants

Leth‐Petersen¹,

Rotger²

2009

Journal of Health Economics

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“…Under the assumptions presented above, Firpo (2007a) demonstrates that a consistent estimator of the quantile treatment effect on the treated can be obtained as the difference between the solutions of two minimizations of sums of weighted check functions: 18…”

Section: Empirical Methodologymentioning

confidence: 99%

“…both treatment assignment levels have a positive probability of occurrence (see Firpo, 2007a). In other words, all participating firms have a counterpart in the group of non-participating firms and all firms are a possible program participant (see Blundell and Costa Dias, 2002).…”

Section: Empirical Methodologymentioning

confidence: 99%

“…15 This is precisely the approach we use in this paper. In particular, we primarily apply the method proposed by Firpo (2007a) to obtain efficient semiparametric estimations of these effects. This method has two steps.…”

Section: Empirical Methodologymentioning

confidence: 99%

“…We specifically estimate semiparametrically quantiles treatment effects implementing the procedure proposed by Firpo (2007a). This method consists of a first step in which the conditional probability to participate in export promotion programs is computed and a second step in which the estimators are obtained as differences of respective quantiles for assisted and control firms adjusting for participation probabilities and calculated as solution of minimization problems from observable data.…”

Section: Introductionmentioning

confidence: 99%

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Beyond the average effects: The distributional impacts of export promotion programs in developing countries

Martincus

Carballo

2010

Journal of Development Economics

109

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. 1 Abstract  Do all exporters benefit the same from export promotion programs? Surprisingly, not matter how obvious this question may a priori be when thinking of the effectiveness of these programs there is virtually no empirical evidence on how they affect export performance in different parts of the distribution of export outcomes. This paper aims at filling this gap in the literature. We assess the distributional impacts of trade promotion activities performing efficient semiparametric quantile treatment effect estimation on assistance, total sales, and highly disaggregated export data for the whole population of Chilean exporters over the period [2002][2003][2004][2005][2006]. We find that these activities have indeed heterogeneous effects over the distribution of export performance, along both the extensive and intensive margins. In particular, smaller firms as measured by their total exports seem to benefit more from export promotion actions. Terms of use: Documents in

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Distribution Functions

2004

Statistical Treatment of Analytical Data

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A Theory for Ranking Distribution FunctionsWhen is one distribution (of income, consumption, or some other economic variable) more equal or better than another? This question has proven difficult to answer in situations where distribution functions intersect and no unambiguous ranking can be attained without introducing weaker criteria than second-degree stochastic dominance. The conventional approach in empirical work is to adopt some summary statistics, with no explicit reason being given for preferring one measure rather than another. In this paper, we develop a theory for ranking distribution functions. Our theory offers a general framework to unambiguously rank any set of distribution functions and quantify the social welfare level of a dominating distribution as compared to a dominated distribution. The framework is based on two complementary sequences of nested dominance criteria. The first (second) sequence extends second-degree stochastic dominance by placing more emphasis on differences that occur in the lower (upper) part of the distribution. These sequences of dominance criteria characterize two separate systems of nested subfamilies of social welfare functions. This allows us to identify the least restrictive social preferences that give an unambiguous ranking of any set of distribution functions. We also provide an axiomatization of the sequences of dominance criteria and the corresponding subfamilies of social welfare functions. To perform inference, we develop asymptotic distribution theory for empirical dominance criteria where it is demonstrated that the associated empirical processes converge in distribution to Gaussian processes. The usefulness of our framework is illustrated with two empirical applications; the first assesses the social welfare implications of changes in household income distributions over the business cycle, while the second ranks the actual and counterfactual outcome distributions from a policy experiment.

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Efficient Semiparametric Estimation of Quantile Treatment Effects

Cited by 539 publications

References 44 publications

Long-term labour-market performance of whiplash claimants

Long-term labour-market performance of whiplash claimants

Beyond the average effects: The distributional impacts of export promotion programs in developing countries

Distribution Functions

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