Before revision:  We demonstrate the finite-sample accuracy of our method in a simulation study, and we illustrate its use by revisiting a dataset from the National Supported Work program.
After revision:  We also propose an easy-to-implement method for choosing the trimming threshold by minimizing an empirical analogue of the asymptotic mean squared error. In addition, we show that our inference procedure remains valid with the use of a data-driven trimming threshold. We illustrate our method by revisiting a dataset from the National Supported Work program.