{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,27]],"date-time":"2026-09-27T13:08:36Z","timestamp":1790514516504,"version":"4.1.0"},"reference-count":17,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2016,5,23]],"date-time":"2016-05-23T00:00:00Z","timestamp":1463961600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2017,6]]},"abstract":"<jats:p>We show that the slope parameter of the linear quantile regression measures a weighted average of the local slopes of the conditional quantile function. Extending this result, we also show that the slope parameter measures a weighted average of the partial effects for a general structural function. Our results support the use of linear quantile regressions for causal inference in the presence of nonlinearity and multivariate unobserved heterogeneity. The same conclusion applies to linear regressions.<\/jats:p>","DOI":"10.1017\/s0266466616000177","type":"journal-article","created":{"date-parts":[[2016,5,23]],"date-time":"2016-05-23T16:07:17Z","timestamp":1464019637000},"page":"664-690","source":"Crossref","is-referenced-by-count":8,"title":["ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE"],"prefix":"10.1017","volume":"33","author":[{"given":"Ryutah","family":"Kato","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Yuya","family":"Sasaki","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2016,5,23]]},"reference":[{"key":"S0266466616000177_ref5","first-page":"539","article-title":"Quantile and probability curves without crossing","volume":"74","author":"Chernozhukov","year":"2010","journal-title":"Econometrica"},{"key":"S0266466616000177_ref12","doi-asserted-by":"crossref","first-page":"33","DOI":"10.2307\/1913643","article-title":"Regression quantiles","volume":"46","author":"Koenker","year":"1978","journal-title":"Econometrica"},{"key":"S0266466616000177_ref15","doi-asserted-by":"crossref","first-page":"1102","DOI":"10.1017\/S0266466614000711","article-title":"What do quantile regressions identify for general structural functions?","volume":"31","author":"Sasaki","year":"2015","journal-title":"Econometric Theory"},{"key":"S0266466616000177_ref17","doi-asserted-by":"crossref","first-page":"478","DOI":"10.1080\/07350015.1996.10524677","article-title":"On using linear regressions in welfare economics","volume":"14","author":"Yitzhaki","year":"1996","journal-title":"Journal of Business and Economic Statistics"},{"key":"S0266466616000177_ref2","doi-asserted-by":"crossref","first-page":"431","DOI":"10.1080\/01621459.1995.10476535","article-title":"Two-stage least squares estimation of average causal effects in models with variable treatment intensity","volume":"90","author":"Angrist","year":"1995","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466616000177_ref11","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511754098","volume-title":"Quantile Regression","author":"Koenker","year":"2005"},{"key":"S0266466616000177_ref14","unstructured":"Lee, Y.-Y . (2013) Interpretation and semiparametric efficiency in quantile regression under misspecification. Working Paper, University of Wisconsin-Madison."},{"key":"S0266466616000177_ref3","doi-asserted-by":"crossref","first-page":"1277","DOI":"10.1016\/S1573-4463(99)03004-7","article-title":"Empirical strategies in labor economics","volume":"3","author":"Angrist","year":"1999","journal-title":"Handbook of Labor Economics"},{"key":"S0266466616000177_ref7","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1111\/j.1468-0262.2005.00570.x","article-title":"An IV model of quantile treatment effects","volume":"73","author":"Chernozhukov","year":"2005","journal-title":"Econometrica"},{"key":"S0266466616000177_ref1","doi-asserted-by":"crossref","first-page":"539","DOI":"10.1111\/j.1468-0262.2006.00671.x","article-title":"Quantile regression under misspecification, with an application to the U.S. wage structure","volume":"74","author":"Angrist","year":"2006","journal-title":"Econometrica"},{"key":"S0266466616000177_ref9","volume-title":"A Course in Econometrics","author":"Goldberger","year":"1991"},{"key":"S0266466616000177_ref10","doi-asserted-by":"crossref","first-page":"1481","DOI":"10.3982\/ECTA7108","article-title":"Identification and estimation of triangular simultaneous equations models without additivity","volume":"77","author":"Imbens","year":"2009","journal-title":"Econometrica"},{"key":"S0266466616000177_ref13","doi-asserted-by":"crossref","first-page":"143","DOI":"10.1257\/jep.15.4.143","article-title":"Quantile regression","volume":"15","author":"Koenker","year":"2001","journal-title":"Journal of Economic Perspectives"},{"key":"S0266466616000177_ref6","doi-asserted-by":"crossref","first-page":"378","DOI":"10.1016\/j.jeconom.2015.03.006","article-title":"Nonparametric identification in panels using quantiles","volume":"188","author":"Chernozhukov","year":"2015","journal-title":"Journal of Econometrics"},{"key":"S0266466616000177_ref16","doi-asserted-by":"crossref","first-page":"149","DOI":"10.2307\/2526245","article-title":"Using least squares to approximate unknown regression functions","volume":"21","author":"White","year":"1980","journal-title":"International Economic Review"},{"key":"S0266466616000177_ref8","doi-asserted-by":"crossref","first-page":"57","DOI":"10.1146\/annurev-economics-080511-110952","article-title":"Quantile models with endogeneity","volume":"5","author":"Chernozhukov","year":"2013","journal-title":"Annual Review of Economics"},{"key":"S0266466616000177_ref4","doi-asserted-by":"crossref","first-page":"1247","DOI":"10.1016\/S1573-4412(84)02014-6","article-title":"Panel data","volume":"2","author":"Chamberlain","year":"1984","journal-title":"Handbook of Econometrics"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466616000177","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,6,17]],"date-time":"2024-06-17T01:07:31Z","timestamp":1718586451000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466616000177\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,5,23]]},"references-count":17,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2017,6]]}},"alternative-id":["S0266466616000177"],"URL":"https:\/\/doi.org\/10.1017\/s0266466616000177","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2016,5,23]]}}}