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Journal of Probability and Statistics
Volume 2011 (2011), Article ID 874251, 23 pages
Research Article

Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis

Department of Economics, City University London, D306 Social Sciences Building, Northampton Square, London EC1V 0HB, UK

Received 3 May 2011; Accepted 28 July 2011

Academic Editor: Mike Tsionas

Copyright © 2011 Gabriel V. Montes-Rojas. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


Nonparametric estimators for average and quantile treatment effects are constructed using Fractile Graphical Analysis, under the identifying assumption that selection to treatment is based on observable characteristics. The proposed method has two steps: first, the propensity score is estimated, and, second, a blocking estimation procedure using this estimate is used to compute treatment effects. In both cases, the estimators are proved to be consistent. Monte Carlo results show a better performance than other procedures based on the propensity score. Finally, these estimators are applied to a job training dataset.