Joint Inference for the Regression Discontinuity Effect and Its External Validity
Econometrics
2026-02-17 v2
Abstract
The external validity of regression discontinuity designs is crucial for informing policy but is rarely examined in applied work. To advance empirical practice, we propose a joint inference procedure for the treatment effect and its local external validity, captured by the treatment effect derivative (TED), within a robust bias correction framework. We further introduce a locally linear treatment effects assumption, which extends the scope of the TED and enables identification and the construction of a uniform confidence band for extrapolated effects. These methods apply to most empirical studies. Empirical illustrations demonstrate their practical usefulness.
Cite
@article{arxiv.2509.26380,
title = {Joint Inference for the Regression Discontinuity Effect and Its External Validity},
author = {Yuta Okamoto},
journal= {arXiv preprint arXiv:2509.26380},
year = {2026}
}