Speaker: Xintao Xia, Graduate Assistant, Department of Statistics, Iowa State University

Title: Uniform Inference for Local Conditional Quantile Treatment Effect Curve under High-Dimensional Covariates

Abstract: This work investigates uniform inference for conditional quantile treatment effect for observational data with high-dimensional covariates with a binary instrumental variable. We develop Lasso estimation with a non-convex and non-smooth objective function to estimate the parameters of interest. We propose a de-sparsifying estimator for pointwise and uniform inference for quantile treatment effects. Moreover, we obtain uniform strong approximations of the local quantile treatment process by Gaussian processes. Based on these strong approximations, we develop bootstrap resampling methods to construct uniform confidence bands for the heterogeneous/conditional local quantile treatment effects given high-dimensional covariates. Finally, we evaluate performance through simulation studies.