论文标题
用条件独立性解释无条件的分位回归
Interpreting Unconditional Quantile Regression with Conditional Independence
论文作者
论文摘要
本说明为反事实结果分布以及由Firpo，Fortin和Lemieux（2009）和Chernozhukov，Fernández-Val和Melly（2013）定义和估算的相应分位数“效应”提供了其他解释。由于感兴趣的策略变量有条件的独立性，这些方法估计了某些类型的政策的政策效果，但不是其他类型的政策效应。特别是，他们估计了政策变革的影响本身可以满足条件独立性。
This note provides additional interpretation for the counterfactual outcome distribution and corresponding unconditional quantile "effects" defined and estimated by Firpo, Fortin, and Lemieux (2009) and Chernozhukov, Fernández-Val, and Melly (2013). With conditional independence of the policy variable of interest, these methods estimate the policy effect for certain types of policies, but not others. In particular, they estimate the effect of a policy change that itself satisfies conditional independence.
