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摘要翻译：
本文提出了不同的检验治疗效果异质性时，感兴趣的结果，典型的持续时间变量，可能是右删失。所提出的检验研究策略1）对于由协变量值定义的所有子种群是否具有零分布（平均）效应，2)对于不同的子种群是否具有齐次平均效应。所提出的试验基于两步Kaplan-Meier积分，不依赖于参数分布假设、形状限制或限制不同子群体间潜在治疗效果的异质性。我们的框架不仅适用于外源治疗分配，还可以解释治疗不依从性--这是许多应用中的一个重要特征。所提出的测试对固定方案是一致的，并且可以检测到非参数方案在参数$n^{-1/2}$-率下收敛到空值，$n$是样本量。临界值是在乘法器引导程序的帮助下计算出来的。通过蒙特卡罗研究和劳动力市场计划对失业持续时间影响的应用，检验了所提检验的有限样本性质。开放源码软件可用于实现所有拟议的测试。
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英文标题：
《Nonparametric Tests for Treatment Effect Heterogeneity with Duration
Outcomes》
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作者：
Pedro H. C. Sant'Anna
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最新提交年份：
2020
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分类信息：
一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average) effect for all subpopulations defined by covariate values, and 2) has homogeneous average effect across different subpopulations. The proposed tests are based on two-step Kaplan-Meier integrals and do not rely on parametric distributional assumptions, shape restrictions, or on restricting the potential treatment effect heterogeneity across different subpopulations. Our framework is suitable not only to exogenous treatment allocation but can also account for treatment noncompliance - an important feature in many applications. The proposed tests are consistent against fixed alternatives, and can detect nonparametric alternatives converging to the null at the parametric $n^{-1/2}$-rate, $n$ being the sample size. Critical values are computed with the assistance of a multiplier bootstrap. The finite sample properties of the proposed tests are examined by means of a Monte Carlo study and an application about the effect of labor market programs on unemployment duration. Open-source software is available for implementing all proposed tests.
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PDF链接：
https://arxiv.org/pdf/1612.02090
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