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Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs

The Review of Economics and Statistics 2024 106(2), 542-556 open access
This paper examines methods of inference concerning quantile treatment effects (QTEs) in randomized experiments with matched-pairs designs (MPDs). The standard multiplier bootstrap inference fails to capture the negative dependence of observations within each pair, and thus, is conservative. The analytical inference involves estimating multiple functional quantities that requires several tuning parameters. In this paper, we propose two bootstrap methods that can consistently approximate the limit distribution of the original QTE estimator and lessen the burden of tuning parameter choice. In particular, the inverse propensity score weighted multiplier bootstrap can be implemented without knowledge of pair identities.