02838cam a22003017 4500001000600000003000500006005001700011008004100028100002200069245015300091260006600244490005100310500001500361520138200376530006101758538007201819538003601891690009901927690015302026690009302179700002102272700002102293700002102314710004202335830008602377856003702463856003602500t0324NBER20160429122323.0160429s2006 mau||||fs|||| 000 0 eng d1 aCrump, Richard K.10aNonparametric Tests for Treatment Effect Heterogeneityh[electronic resource] /cRichard K. Crump, V. Joseph Hotz, Guido W. Imbens, Oscar A. Mitnik. aCambridge, Mass.bNational Bureau of Economic Researchc2006.1 aNBER technical working paper seriesvno. t0324 aJune 2006.3 aA large part of the recent literature on program evaluation has focused on estimation of the average effect of the treatment under assumptions of unconfoundedness or ignorability following the seminal work by Rubin (1974) and Rosenbaum and Rubin (1983). In many cases however, researchers are interested in the effects of programs beyond estimates of the overall average or the average for the subpopulation of treated individuals. It may be of substantive interest to investigate whether there is any subpopulation for which a program or treatment has a nonzero average effect, or whether there is heterogeneity in the effect of the treatment. The hypothesis that the average effect of the treatment is zero for all subpopulations is also important for researchers interested in assessing assumptions concerning the selection mechanism. In this paper we develop two nonparametric tests. The first test is for the null hypothesis that the treatment has a zero average effect for any subpopulation defined by covariates. The second test is for the null hypothesis that the average effect conditional on the covariates is identical for all subpopulations, in other words, that there is no heterogeneity in average treatment effects by covariates. Sacrificing some generality by focusing on these two specific null hypotheses we derive tests that are straightforward to implement. aHardcopy version available to institutional subscribers. aSystem requirements: Adobe [Acrobat] Reader required for PDF files. aMode of access: World Wide Web. 7aC14 - Semiparametric and Nonparametric Methods: General2Journal of Economic Literature class. 7aC21 - Cross-Sectional Models • Spatial Models • Treatment Effect Models • Quantile Regressions2Journal of Economic Literature class. 7aC52 - Model Evaluation, Validation, and Selection2Journal of Economic Literature class.1 aHotz, V. Joseph.1 aImbens, Guido W.1 aMitnik, Oscar A.2 aNational Bureau of Economic Research. 0aTechnical Working Paper Series (National Bureau of Economic Research)vno. t0324.4 uhttp://www.nber.org/papers/t032441uhttp://dx.doi.org/10.3386/t0324