This chapter uses the nonlinear difference-in-difference (NL-DID) methodology developed by Athey and Imbens (2006) to estimate the effects of a treatment program on the entire distribution of an outcome variable. The NL-DID estimates the entire counterfactual distribution of an outcome variable...

This chapter proposes a simple procedure to estimate average derivatives in nonparametric regression models with incomplete responses. The method consists of replacing the responses with an appropriately weighted version and then use local polynomial estimation for the average derivatives. The...