Abstract
This article considers a Mann–Whitney test of distributional effects in a multivalued treatment. Specifically, we first show that, under the unconfoundedness condition, the counterfactual distributions are weighted averages, with weights satisfying some moment restrictions. We estimate the weights directly from those restrictions by maximizing a globally concave objective function and then construct the Mann–Whitney statistics with the estimated distributions. We show that our Mann–Whitney statistics are efficient, attaining the semiparametric efficiency bound which is also derived here. A simulation study and an application to the analysis of racial discrimination illustrate the practical value of the proposed approach.
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