2020/07/22 by Neng-Chieh Chang, Chang, Neng-Chieh
Mathematics · #Advanced Causal Inference Techniques #Econometrics (econ.EM) #FOS: Economics and business #Statistical Methods and Inference #Statistical Methods in Clinical Trials
paper · pdf · doi:10.48550/arxiv.2007.11606
openalex publication_date 2020/07/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Mean, median, and mode are three essential measures of the centrality of probability distributions. In program evaluation, the average treatment effect (mean) and the quantile treatment effect (median) have been intensively studied in the past decades. The mode treatment effect, however, has long been neglected in program evaluation. This paper fills the gap by discussing both the estimation and inference of the mode treatment effect. I propose both traditional kernel and machine learning methods to estimate the mode treatment effect. I also derive the asymptotic properties of the proposed estimators and find that both estimators follow the asymptotic normality but with the rate of convergence slower than the regular rate √(N), which is different from the rates of the classical average and quantile treatment effect estimators.