Quantile Treatment Effects

Provides several methods for computing the Quantile Treatment Effect (QTE) and Quantile Treatment Effect on the Treated (QTT). The main cases covered are (i) Treatment is randomly assigned, (ii) Treatment is as good as randomly assigned after conditioning on some covariates (also called conditional independence or selection on observables) using the methods developed in Firpo (2007) , (iii) Identification is based on a Difference in Differences assumption (several varieties are available in the package e.g. Athey and Imbens (2006) Callaway and Li (2019) < https://ssrn.com/abstract=3013341>, Callaway, Li, and Oka (2018) ).

Brantly Callaway 2018-04-30 The R qte package implements many methods used, especially in economics, to estimate quantile treatment effects. These include the case where treatment is randomly assigned, under selection on observables, under a Difference in Differences Assumtpion.

The package is available on CRAN and can be loaded as follows


The following example shows how to use the ci.qte method in the qte package using data about an experimental job training program.

 jt.cia <- ci.qte(re78 ~ treat,
   xformla=~age + education + black + hispanic + married + nodegree,
   probs=seq(0.05,0.95,0.05), se=T)

More examples and details about other functions in the package can be found at the package's website


output: github_document title: "NEWS" author: "Brantly Callaway" date: "r Sys.Date()" vignette: > %\VignetteIndexEntry{NEWS} %\VignetteEngine{knitr::rmarkdown} \usepackage[utf8]{inputenc}

qte 1.2.2

  • Some bug fixes to CiC method

qte 1.2

  • Added ddid2 method to compute quantile treatment effects under a Difference in Differences assumption following the procedure of Callaway and Li, 2016.
  • Include covariates for all methods using formulas (xformla parameter) instead of passing in names
  • Improvements to bootstrapping standard errors
  • Some extensions to computing the ATT by itself in \code{spatt}
  • Preliminary version of multi period ATT moved to \code{did} package

Reference manual

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1.3.0 by Brantly Callaway, 2 years ago

Browse source code at https://github.com/cran/qte

Authors: Brantly Callaway [aut, cre]

Documentation:   PDF Manual  

GPL-2 license

Imports Hmisc, parallel, quantreg, BMisc, formula.tools, ggplot2, texreg, pbapply, knitr, msm

Suggests rmarkdown

Imported by csabounds.

See at CRAN