English
Related papers

Related papers: Inference in Regression Discontinuity Designs unde…

200 papers

We consider the problem of adaptive inference on a regression function at a point under a multivariate nonparametric regression setting. The regression function belongs to a H\"older class and is assumed to be monotone with respect to some…

Statistics Theory · Mathematics 2020-12-01 Koohyun Kwon , Soonwoo Kwon

We consider the problem of constructing confidence intervals (CIs) for a linear functional of a regression function, such as its value at a point, the regression discontinuity parameter, or a regression coefficient in a linear or partly…

Statistics Theory · Mathematics 2018-04-03 Timothy B. Armstrong , Michal Kolesár

We consider inference in regression discontinuity designs when the running variable only takes a moderate number of distinct values. In particular, we study the common practice of using confidence intervals (CIs) based on standard errors…

Applications · Statistics 2018-07-26 Michal Kolesár , Christoph Rothe

We develop a finite-sample optimal estimator for regression discontinuity design when the outcomes are bounded, including binary outcomes as the leading case. Our estimator achieves minimax mean squared error among linear shrinkage…

Econometrics · Economics 2025-12-29 Takuya Ishihara , Masayuki Sawada , Kohei Yata

The regression discontinuity design (RDD) is a quasi-experimental design that can be used to identify and estimate the causal effect of a treatment using observational data. In an RDD, a pre-specified rule is used for treatment assignment,…

Methodology · Statistics 2016-01-05 Panayiota Constantinou , Aidan G. O'Keeffe

We propose a method to remedy finite sample coverage problems and improve upon the efficiency of commonly employed procedures for the construction of nonparametric confidence intervals in regression kink designs. The proposed interval is…

Econometrics · Economics 2021-11-23 Majed Dodin

Modern empirical work in Regression Discontinuity (RD) designs often employs local polynomial estimation and inference with a mean square error (MSE) optimal bandwidth choice. This bandwidth yields an MSE-optimal RD treatment effect…

Econometrics · Economics 2020-07-21 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

The Lipschitz constant of the map between the input and output space represented by a neural network is a natural metric for assessing the robustness of the model. We present a new method to constrain the Lipschitz constant of dense deep…

Machine Learning · Computer Science 2023-08-22 Ouail Kitouni , Niklas Nolte , Mike Williams

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

The Regression Discontinuity (RD) design is one of the most widely used non-experimental methods for causal inference and program evaluation. Over the last two decades, statistical and econometric methods for RD analysis have expanded and…

Econometrics · Economics 2022-02-25 Matias D. Cattaneo , Rocio Titiunik

Regression discontinuity designs have become one of the most popular research designs in empirical economics. We argue, however, that widely used approaches to building confidence intervals in regression discontinuity designs exhibit…

Econometrics · Economics 2025-12-01 Aditya Ghosh , Guido Imbens , Stefan Wager

We present a framework for performing efficient regression in general metric spaces. Roughly speaking, our regressor predicts the value at a new point by computing a Lipschitz extension --- the smoothest function consistent with the…

Machine Learning · Computer Science 2017-04-25 Lee-Ad Gottlieb , Aryeh Kontorovich , Robert Krauthgamer

The Regression Discontinuity Design (RDD) is a quasi-experimental design that estimates the causal effect of a treatment when its assignment is defined by a threshold value for a continuous assignment variable. The RDD assumes that subjects…

Applications · Statistics 2020-03-27 Federico Ricciardi , Silvia Liverani , Gianluca Baio

Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…

Statistics Theory · Mathematics 2019-07-10 Denis Chetverikov

In many applications, piecewise continuous functions are commonly interpolated over meshes. However, accurate high-order manipulations of such functions can be challenging due to potential spurious oscillations known as the Gibbs phenomena.…

Numerical Analysis · Mathematics 2023-08-07 Yipeng Li , Qiao Chen , Xiangmin Jiao

Regression Discontinuity (RD) designs rely on the continuity of potential outcome means at the cutoff, but this assumption often fails when other treatments or policies are implemented at this cutoff. We characterize the bias in sharp and…

Econometrics · Economics 2025-02-25 Dor Leventer , Daniel Nevo

This article provides an introduction to the Regression Discontinuity (RD) design, and its application to empirical research in the medical sciences. While the main focus of this article is on causal interpretation, key concepts of…

Methodology · Statistics 2025-08-07 Matias D. Cattaneo , Rocio Titiunik

The regression discontinuity (RD) design is widely used for program evaluation with observational data. The primary focus of the existing literature has been the estimation of the local average treatment effect at the existing treatment…

Methodology · Statistics 2024-09-05 Yi Zhang , Eli Ben-Michael , Kosuke Imai

Regression discontinuity (RD) is a widely used quasi-experimental design for causal inference. In the standard RD, the assignment to treatment is determined by a continuous pretreatment variable (i.e., running variable) falling above or…

Methodology · Statistics 2020-06-23 Fan Li , Andrea Mercatanti , Taneli Makinen , Andrea Silvestrini

We present a practical guide for the analysis of regression discontinuity (RD) designs in biomedical contexts. We begin by introducing key concepts, assumptions, and estimands within both the continuity-based framework and the local…

Methodology · Statistics 2023-05-17 Matias D. Cattaneo , Luke Keele , Rocio Titiunik
‹ Prev 1 2 3 10 Next ›