TY  - JOUR
AU  - Abadie,Alberto
AU  - Angrist,Joshua D.
AU  - Imbens,Guido W.
TI  - Instrumental Variables Estimation of Quantile Treatment Effects
JF  - National Bureau of Economic Research Technical Working Paper Series
VL  - No. 229
PY  - 1998
Y2  - March 1998
UR  - http://www.nber.org/papers/t0229
L1  - http://www.nber.org/papers/t0229.pdf
N1  - Author contact info:
Alberto Abadie
John F. Kennedy School of Government
Harvard University
79 JFK Street
Cambridge, MA 02138
Tel: 617/496-4547
Fax: 617/496-5960
E-Mail: alberto_abadie@harvard.edu

Joshua Angrist
Department of Economics
MIT, E52-353
50 Memorial Drive
Cambridge, MA  02142-1347
Tel: 617/253-8909
Fax: 617/253-1330
E-Mail: angrist@mit.edu

guido_ilbens
AB  - 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.
ER  -