Research Article

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

Table 4

QTE estimators of the effect of training on earnings.

Nontrimmed Trim 1 Trim 2
Estimator Coef. Average Std. error Coef. Average Std. error Coef. Average Std. error

𝜏 = 0 . 1 0

FGA QTE(a) 0.0 149.4 188.2 0.0 146.8 190.9 0.0 145.5 183.0
FGA QTE ( 𝑅 × 2 )(a) 95.7 382.5 325.2 78.0 371.3 311.2 101.9 392.4 340.2
FGA QTE(b) 0.0 150.9 190.5 0.0 148.6 190.9 0.0 145.0 185.2
FGA QTE ( 𝑅 × 2 )(b) 95.7 369.7 317.7 78.0 364.6 312.0 240.1 385.1 335.9
Firpo [18] 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Bitler et al. [7] 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PS matching
Nearest neighbor (1) 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nearest neighbor (2) 0.0 0.7 15.2 0.0 0.7 15.2 0.0 1.1 21.0
Nearest neighbor (4) 0.0 73.8 184.5 0.0 69.7 179.3 0.0 74.5 188.7
Kernel 0.0 292.5 356.3 0.0 281.0 351.0 0.0 298.9 365.8
Spline 0.0 295.3 355.7 0.0 278.5 349.5 0.0 291.2 361.0

𝜏 = 0 . 2 5

FGA QTE 409.6 653.5 480.2 376.4 686.1 475.9 623.2 701.7 502.8
FGA QTE ( 𝑅 × 2 ) 628.8 853.5 546.4 487.4 864.3 540.9 836.9 880.2 547.8
FGA QTE(b) 414.2 649.8 488.0 361.9 685.8 484.2 500.9 705.8 511.8
FGA QTE ( 𝑅 × 2 )(b) 694.5 843.3 546.3 363.1 853.3 554.6 856.6 872.1 561.9
Firpo [18] 0.0 295.8 341.3 0.0 291.3 340.4 289.8 276.8 343.2
Bitler et al. [7] 0.0 295.8 341.3 0.0 291.3 340.4 289.8 276.8 343.2
PS matching
Nearest neighbor (1) 0.0 159.1 290.8 0.0 145.5 278.6 0.0 134.9 273.8
Nearest neighbor (2) 1067.5 804.7 523.1 1254.6 783.1 527.8 1152.1 763.5 763.5
Nearest neighbor (4) 1568.0 1455.8 738.6 1682.1 1454.2 733.0 803.4 1440.0 748.0
Kernel 3068.7 2808.3 986.1 3180.7 2864.5 992.4 3074.4 2892.7 1036.1
Spline 2628.7 2363.8 1019.7 2708.2 2486.6 1023.5 2715.1 2470.7 1053.1

𝜏 = 0 . 5 0

FGA QTE 1131.0 1379.9 851.0 1321.2 1404.8 870.5 1026.0 1376.2 869.2
FGA QTE ( 𝑅 × 2 ) 914.2 1466.4 887.3 965.5 1501.7 866.6 385.5 1488.7 873.5
FGA QTE(b) 1193.9 1403.5 871.6 1306.0 1432.7 891.8 1066.3 1384.7 883.4
FGA QTE ( 𝑅 × 2 )(b) 1078.8 1476.8 939.7 981.7 1509.1 919.9 262.5 1492.6 916.5
Firpo [18] 1063.0 1178.5 901.6 1254.9 1260.9 938.1 763.8 1257.8 973.9
Bitler et al. [7] 1063.0 1178.5 901.6 1254.9 1260.9 938.1 763.8 1257.8 973.9
PS matching
Nearest neighbor (1) 5.2 910.5 1034.6 368.5 984.4 1042.5 77.5 990.4 1066.2
Nearest neighbor (2) 388.1 1050.9 859.9 563.4 1093.0 877.5 284.4 1088.4 898.4
Nearest neighbor (4) 695.5 1171.6 810.5 801.8 1210.6 814.5 616.7 1201.0 842.8
Kernel 1567.1 1351.2 752.2 1643.1 1365.3 759.6 1587.8 1357.7 783.7
Spline 846.6 1261.7 776.9 1843.3 1259.1 783.4 1578.1 1272.3 811.9

𝜏 = 0 . 7 5

FGA QTE 2110.9 1948.9 1180.7 1960.5 1986.9 1190.8 1710.1 1950.1 1233.8
FGA QTE ( 𝑅 × 2 ) 1614.6 2162.8 1376.1 1640.0 2215.2 1369.5 742.6 2131.1 1424.7
FGA QTE(b) 2240.9 1968.0 1191.9 1815.5 2010.4 1221.5 1706.4 1954.1 1264.7
FGA QTE ( 𝑅 × 2 )(b) 1351.3 2222.8 1447.2 1549.0 2253.0 1440.5 789.2 2159.8 1449.7
Firpo [18] 2274.1 2060.9 919.6 2258.0 2071.3 942.1 2214.5 2034.2 979.1
Bitler et al. [7] 2274.1 2060.9 919.6 2258.0 2071.3 942.1 2214.5 2034.2 979.1
PS matching
Nearest neighbor (1) 1537.0 1663.9 1111.7 1921.1 1699.6 1081.8 1263.0 1637.5 1116.7
Nearest neighbor (2) 585.5 1598.8 1106.4 877.6 1640.8 1097.4 393.7 1589.5 1115.2
Nearest neighbor (4) 1280.1 1634.1 1046.5 1243.8 1653.2 1047.7 1239.6 1595.4 1084.2
Kernel 1399.3 1735.3 972.3 1399.5 1754.3 971.5 1180.6 1710.6 984.8
Spline 1381.6 1963.1 1088.7 1320.6 1954.4 1087.3 1108.5 1870.9 1101.3

𝜏 = 0 . 9 0

FGA QTE 3093.8 3345.7 2315.2 3426.5 3401.9 2364.0 2789.1 3233.7 2459.3
FGA QTE ( 𝑅 × 2 ) 3170.8 3301.2 2157.9 4126.5 3317.0 2174.2 4161.9 3118.0 2096.5
FGA QTE(b) 3093.8 3493.2 2421.2 3518.0 3512.3 2454.9 3189.5 3189.9 2442.7
FGA QTE ( 𝑅 × 2 )(b) 3142.1 3343.0 2221.1 4819.4 3351.2 2213.4 3998.6 3154.9 2133.0
Firpo [18] 2713.4 2854.3 1890.4 2150.6 2797.8 1889.2 2126.2 2715.5 1895.0
Bitler et al. [7] 2713.4 2854.3 1890.4 2150.6 2797.8 1889.2 2126.2 2715.5 1895.0
PS matching
Nearest neighbor (1) 1861.2 2425.7 2150.1 1392.3 2372.7 2111.8 444.7 2249.4 2130.0
Nearest neighbor (2) 1279.4 2388.4 1915.6 1278.0 2336.6 1900.4 45.4 2172.0 1892.5
Nearest neighbor (4) 2047.9 2180.9 1716.8 2153.7 2181.3 1743.9 2153.7 2030.9 1758.1
Kernel 175.0 691.5 1389.5 208.0 770.6 1431.7 327.6 566.2 1415.4
Spline 571.5 881.2 1520.4 261.8 899.4 1477.9 327.6 755.2 1458.8

(a) ̂ 𝛿 𝜏 , (b) ̃ 𝛿 𝜏 . Averages and standard errors are obtained using 1000 bootstrapping random samples with replacement of the original database.