NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Instrumental Variables Estimation of Quantile Treatment Effects

Alberto Abadie, Joshua D. Angrist, Guido W. Imbens

NBER Technical Working Paper No. 229
Issued in March 1998

This paper introduces an instrumental variables estimator for the effect of a binary treatment on the quantiles of potential outcomes. The quantile treatment effects (QTE) estimator accommodates exogenous covariates and reduces to quantile regression as a special case when treatment status is exogenous. Asymptotic distribution theory and computational methods are derived. QTE minimizes a piecewise linear objective function for which a local minimum can be obtained using a modified Barrodale-Roberts algorithm. The QTE estimator is illustrated by estimating the effect of childbearing on the distribution of family income.

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Document Object Identifier (DOI): 10.3386/t0229

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