English

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.

Keywords

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}
}
R2 v1 2026-07-01T06:07:54.819Z