Testing for covariate balance using quantile regression and resampling methods
From MaRDI portal
Publication:5124967
DOI10.1080/02664763.2011.570323OpenAlexW2045374096MaRDI QIDQ5124967
No author found.
Publication date: 30 September 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://doc.rero.ch/record/324493/files/testingforcovariatebalanceusingquantileregressionandresamplingmethods.pdf
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Rejoinder: ``Does matching overcome LaLonde's critique of nonexperimental estimators?
- A nonparametric test for equality of distributions with mixed categorical and continuous data
- A specification test for the propensity score using its distribution conditional on participation
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The central role of the propensity score in observational studies for causal effects
- Matching As An Econometric Evaluation Estimator
- Regression Quantiles
- Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme
- Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
- The role of the propensity score in estimating dose-response functions
- Goodness of Fit and Related Inference Processes for Quantile Regression
- On an Analog of Regression Analysis
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Quantiles for Counts
- A Generalization of Sampling Without Replacement From a Finite Universe
This page was built for publication: Testing for covariate balance using quantile regression and resampling methods