Regression discontinuity design with many thresholds

DOI10.1016/J.JECONOM.2019.09.010zbMATH Open1456.62268arXiv2101.01245OpenAlexW3125457591MaRDI QIDQ2190249FDOQ2190249

Authors: Marinho Bertanha 

Publication date: 18 June 2020

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

Abstract: Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average treatment effect (ATE) on the observed distribution of individuals local to existing cutoffs. However, researchers often want to make inferences on more meaningful ATEs, computed over general counterfactual distributions of individuals, rather than simply the observed distribution of individuals local to existing cutoffs. This paper proposes a consistent and asymptotically normal estimator for such ATEs when heterogeneity follows a non-parametric function of cutoff characteristics in the sharp case. The proposed estimator converges at the minimax optimal rate of root-n for a specific choice of tuning parameters. Identification in the fuzzy case, with multiple cutoffs, is impossible unless heterogeneity follows a finite-dimensional function of cutoff characteristics. Under parametric heterogeneity, this paper proposes an ATE estimator for the fuzzy case that optimally combines observations to maximize its precision.

Full work available at URL: https://arxiv.org/abs/2101.01245

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zbMATH Keywords

regression discontinuityaverage treatment effectmultiple cutoffspeer-effects

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cited In (14)

• Extending the regression-discontinuity approach to multiple assignment variables
• Regression discontinuity designs: a guide to practice
• Impossible inference in econometrics: theory and applications
• Isotonic regression discontinuity designs
• Editorial. Special issue editors' introduction: The regression discontinuity design -- theory and applications
• Regression discontinuity designs with unknown discontinuity points: testing and estimation
• Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs
• Minimum distance estimator for sharp regression discontinuity with multiple running variables
• Regression Discontinuity Designs With Sample Selection
• Regression discontinuity: review with extensions
• Regression discontinuity designs, white noise models, and minimax
• Regression discontinuity with categorical outcomes
• Complex discontinuity designs using covariates: impact of school grade retention on later life outcomes in Chile
• Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing

Uses Software

• rdmulti

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