139 citations · 371 across the 10 of their papers we have counts for
10 papers
Comparing latent inequality with ordinal data
David M. Kaplan, Wei Zhao
We propose new ways to compare two latent distributions when only ordinal data are available and without imposing parametric assumptions on the underlying continuous distributions.…
Inference on Consensus Ranking of Distributions
David M. Kaplan
Instead of testing for unanimous agreement, I propose learning how broad of a consensus favors one distribution over another (of earnings, productivity, asset returns, test scores,…
Smoothed instrumental variables quantile regression
David M. Kaplan
In this article, I introduce the sivqr command, which estimates the coefficients of the instrumental variables (IV) quantile regression model introduced by Chernozhukov and Hansen…
Distcomp: Comparing distributions
David M. Kaplan
The distcomp command is introduced and illustrated. The command assesses whether or not two distributions differ at each possible value while controlling the probability of any fal…
Interpreting Unconditional Quantile Regression with Conditional Independence
David M. Kaplan
This note provides additional interpretation for the counterfactual outcome distribution and corresponding unconditional quantile "effects" defined and estimated by Firpo, Fortin,…
Comparing distributions by multiple testing across quantiles or CDF values
Matt Goldman, David M. Kaplan
When comparing two distributions, it is often helpful to learn at which quantiles or values there is a statistically significant difference. This provides more information than the…
Smoothed GMM for quantile models
Luciano de Castro, Antonio F. Galvao, David M. Kaplan +1
This paper develops theory for feasible estimators of finite-dimensional parameters identified by general conditional quantile restrictions, under much weaker assumptions than prev…
Fractional order statistic approximation for nonparametric conditional quantile inference
Matt Goldman, David M. Kaplan
Using and extending fractional order statistic theory, we characterize the coverage probability error of the previously proposed confidence intervals for population qua…
Smoothed estimating equations for instrumental variables quantile regression
David M. Kaplan, Yixiao Sun
The moment conditions or estimating equations for instrumental variables quantile regression involve the discontinuous indicator function. We instead use smoothed estimating equati…
Frequentist properties of Bayesian inequality tests
David M. Kaplan, Longhao Zhuo
Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the correspon…