  This note provides additional interpretation for the counterfactual outcome
distribution and corresponding unconditional quantile "effects" defined and
estimated by Firpo, Fortin, and Lemieux (2009) and Chernozhukov,
Fern\'andez-Val, and Melly (2013). With conditional independence of the policy
variable of interest, these methods estimate the policy effect for certain
types of policies, but not others. In particular, they estimate the effect of a
policy change that itself satisfies conditional independence.
