Comparison of two treatments and inconsistency of bootstrap

Keiichi Kawai

doi:10.1016/j.econlet.2009.04.006

Comparison of two treatments and inconsistency of bootstrap

Research output: Contribution to journal › Article › peer-review

Abstract

This paper derives the sharp pointwise bounds of the distribution function of the difference of two treatments' outcomes. The asymptotic distributions of the consistent estimators are discontinuous at nuisance parameters due to two reasons, which make bootstrap estimations inconsistent.

Original language	English
Pages (from-to)	96-98
Number of pages	3
Journal	Economics Letters
Volume	104
Issue number	2
DOIs	https://doi.org/10.1016/j.econlet.2009.04.006
Publication status	Published - 2009 Aug
Externally published	Yes

Keywords

Bootstrap
Boundary problem
Subsampling
Treatment effects

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/j.econlet.2009.04.006

Cite this

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abstract = "This paper derives the sharp pointwise bounds of the distribution function of the difference of two treatments' outcomes. The asymptotic distributions of the consistent estimators are discontinuous at nuisance parameters due to two reasons, which make bootstrap estimations inconsistent.",

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author = "Keiichi Kawai",

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KW - Subsampling

KW - Treatment effects

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Comparison of two treatments and inconsistency of bootstrap

Abstract

Keywords

ASJC Scopus subject areas

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