Robust uniform inference for quantile treatment effects in regression discontinuity designs

DOI10.1016/J.JECONOM.2019.03.006zbMATH Open1452.62342OpenAlexW2796805253WikidataQ128030783 ScholiaQ128030783MaRDI QIDQ2000878FDOQ2000878

Authors: Harold D. Chiang, Yu-Chin Hsu, Yuya Sasaki 

Publication date: 1 July 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Abstract: The practical importance of inference with robustness against large bandwidths for causal effects in regression discontinuity and kink designs is widely recognized. Existing robust methods cover many cases, but do not handle uniform inference for CDF and quantile processes in fuzzy designs, despite its use in the recent literature in empirical microeconomics. In this light, this paper extends the literature by developing a unified framework of inference with robustness against large bandwidths that applies to uniform inference for quantile treatment effects in fuzzy designs, as well as all the other cases of sharp/fuzzy mean/quantile regression discontinuity/kink designs. We present Monte Carlo simulation studies and an empirical application for evaluations of the Oklahoma pre-K program.

Full work available at URL: https://arxiv.org/abs/1702.04430

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zbMATH Keywords

quantilerobustnessmultiplier bootstrapbias correctionregression discontinuity designlocal Wald estimatorregression kink design

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Applications of statistics to economics (62P20) Nonparametric inference and fuzziness (62G86)

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Cited In (9)

• Testing identification conditions of LATE in fuzzy regression discontinuity designs
• Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
• Causal inference by quantile regression kink designs
• Unconditional and Conditional Quantile Treatment Effect: Identification Strategies and Interpretations
• Quantile treatment effects in regression kink designs
• Better nonparametric confidence intervals via robust bias correction for quantile regression
• A note on the robustness of quantile treatment effect estimands
• Inference on breakdown frontiers
• Quantile treatment effects in the regression discontinuity design

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