Notes on Regression Discontinuity Methods - [athena.sas.upenn ...

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3. Examine robustness of the results by (a) looking at possible jumps in the value of other covariates around the cut-off point. (b) using various values of the bandwidth, with and without controlling for other covariates in the regression. 4. The performance of the estimator can be improved by using nonparametric local linear regression and computing the standard errors either using a plug-in approach or by bootstrapping.
Fuzzy Regression Discontinuity Designs 1. Graph the average outcomes over a set of bins as in the case of SRD, but also graph the probability of treatment. 2. Estimate the treatment effect using TSLS applied only to data within h of the cut-off (above and below), which is numerically equivalent to computing the ratio in the estimate of the jump (at the cutoff point) in the outcome variable over the jump in the treatment variable. 3. Standard errors can be computed using robust TSLS estimates or using a plug-in estimator.
Page 1 and 2:
Applying Regression Discontinuity D
Page 3 and 4:
• Many studies implicitly rely on
Page 5 and 6:
Assignment to Treatment • Let (Xi
Page 8 and 9: Two Types of Designs • Fuzzy Regr
Page 10: Take the difference, use the fact t
Page 13 and 14: Define compliance status • Compli
Page 15 and 16: Interpretation of τFRD In that cas
Page 17 and 18: Comparison of RD Approach with a Ma
Page 19 and 20: Estimation • For sharp design, ne
Page 21 and 22: Boundary bias plimˆµr (c)= c+h c
Page 23 and 24: Estimation under the FRD design Aga
Page 25 and 26: Smoothing parameter selection • F
Page 27 and 28: Assessing the variance of the estim
Page 29 and 30: Should analysis condition on other
Page 31 and 32: RD Examples: Card, D., Dobkin, C.,(
Page 33 and 34: RD Examples: Lalive (2007, J of Eco
Page 39: RD Examples: Jacob, B.A., Lefgren,
Page 46 and 47: Examples: Hahn, J., Todd, P., Van D
Page 52 and 53: RD Examples Estimating the value pa
Page 54 and 55: RD Examples: DiNardo, J., Lee, D.S.
Page 56 and 57: RD Examples: Lee (2007, J of Econom
Page 60: 4. Robustness can be examined using
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