  Many studies include a goal of determining whether there is treatment effect
heterogeneity across different subpopulations. In this paper, we propose a
U-statistic-based non-parametric test of the null hypothesis that the treatment
effects are identical in different subgroups. The proposed test provides more
power than the standard parametric test when the underlying distribution
assumptions of the latter are violated. We apply the method to data from an
economic study of program effectiveness and find that there is treatment effect
heterogeneity in different subpopulations.
