Paper detail

Quantile Treatment Effects and Bootstrap Inference under Covariate-Adaptive Randomization

In this paper, we study the estimation and inference of the quantile treatment effect under covariate-adaptive randomization. We propose two estimation methods: (1) the simple quantile regression and (2) the inverse propensity score weighted quantile regression. For the two estimators, we derive their asymptotic distributions uniformly over a compact set of quantile indexes, and show that, when the treatment assignment rule does not achieve strong balance, the inverse propensity score weighted estimator has a smaller asymptotic variance than the simple quantile regression estimator. For the inference of method (1), we show that the Wald test using a weighted bootstrap standard error under-rejects. But for method (2), its asymptotic size equals the nominal level. We also show that, for both methods, the asymptotic size of the Wald test using a covariate-adaptive bootstrap standard error equals the nominal level. We illustrate the finite sample performance of the new estimation and inference methods using both simulated and real datasets.