Regression Discontinuity - Institute for Policy Research

Frontier Approach
Estimates the discontinuity along each frontier simultaneously, and
applies appropriate weights to obtain the overall effect.
First, estimate the treatment function, which is the average size of the
discontinuity along the cutoff frontiers using parametric, semiparametric,
or non-parametric approaches.
Second, estimate the joint density function by using a bivariate kernel density
estimator or by estimating conditional density functions for R and M
separately for observations that lie within a narrow bandwidth around
the frontier.
Third, numerically integrate the product of treatment and joint density
functions at the cutoff frontiers to obtain conditional expectations across
both frontiers.
Third, apply appropriate treatment weights to each discontinuity frontier.
Estimates τ MRD , τ M , τ R