Testing Conditional Mean Independence Under Symmetry

doi:10.1080/07350015.2016.1219263

CORC > 上海财经大学 > 上海财经大学

	Testing Conditional Mean Independence Under Symmetry
	Chen, Tao 1,2; Ji, Yuanyuan 3,4; Zhou, Yahong 3,5; Zhu, Pingfang 4,6
刊名	JOURNAL OF BUSINESS & ECONOMIC STATISTICS
	2018
卷号	36 期号:4 页码:615-627
关键词	Conditional mean independence Kolmogorov-Smirnov-type statistic Symmetry Treatment effect
ISSN号	0735-0015
DOI	10.1080/07350015.2016.1219263
英文摘要	Conditional mean independence (CMI) is one of the most widely used assumptions in the treatment effect literature to achieve model identification. We propose a Kolmogorov-Smirnov-type statistic to test CMI under a specific symmetry condition. We also propose a bootstrap procedure to obtain the p-values and critical values that are required to carry out the test. Results from a simulation study suggest that our test can work very well even in small to moderately sized samples. As an empirical illustration, we apply our test to a dataset that has been used in the literature to estimate the return on college education in China, to check whether the assumption of CMI is supported by the dataset and show the plausibility of the extra symmetry condition that is necessary for this new test.
WOS研究方向	Business & Economics ; Mathematical Methods In Social Sciences ; Mathematics
语种	英语
出版者	AMER STATISTICAL ASSOC
WOS记录号	WOS:000450289700009
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/734]
专题	上海财经大学
通讯作者	Chen, Tao
作者单位	1.Univ Waterloo, Dept Econ, Waterloo, ON, Canada; 2.Jianghan Univ, Big Data Res Ctr, Wuhan, Hubei, Peoples R China; 3.Shanghai Univ Finance & Econ, Sch Econ, Shanghai, Peoples R China; 4.Shanghai Acad Social Sci, Res Ctr Econometr, Shanghai, Peoples R China; 5.Minist Educ, Key Lab Math Econ SUFE, Shanghai 200433, Peoples R China; 6.Social Acad Shanghai, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Chen, Tao,Ji, Yuanyuan,Zhou, Yahong,et al. Testing Conditional Mean Independence Under Symmetry[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS,2018,36(4):615-627.
APA	Chen, Tao,Ji, Yuanyuan,Zhou, Yahong,&Zhu, Pingfang.(2018).Testing Conditional Mean Independence Under Symmetry.JOURNAL OF BUSINESS & ECONOMIC STATISTICS,36(4),615-627.
MLA	Chen, Tao,et al."Testing Conditional Mean Independence Under Symmetry".JOURNAL OF BUSINESS & ECONOMIC STATISTICS 36.4(2018):615-627.