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We study identification and estimation in the Regression Discontinuity Design (RDD) with a multivalued treatment variable. We also allow for the inclusion of covariates. We show that without additional information, treatment effects are not…
Regression discontinuity design (RDD) is widely adopted for causal inference under intervention determined by a continuous variable. While one is interested in treatment effect heterogeneity by subgroups in many applications, RDD typically…
Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the…
A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity estimator of the mean program impact…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
Canonical RD designs yield credible local estimates of the treatment effect at the cutoff under mild continuity assumptions, but they fail to identify treatment effects away from the cutoff without additional assumptions. The fundamental…
The standard fuzzy regression discontinuity (FRD) estimator is a ratio of differences of local polynomial estimators. I show that this estimator does not possess any finite integer moments, regardless of local polynomial degree, kernel…
Identification in a regression discontinuity (RD) research design hinges on the discontinuity in the probability of treatment when a covariate (assignment variable) exceeds a known threshold. When the assignment variable is measured with…
Estimation of a treatment effect by a regression discontinuity design faces a severe challenge when the running variable contains measurement errors since the errors smoothen the discontinuity on which the identification depends. The…
Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average…
We introduce the \texttt{Stata} (and \texttt{R}) package \texttt{rdmulti}, which includes three commands (\texttt{rdmc}, \texttt{rdmcplot}, \texttt{rdms}) for analyzing Regression Discontinuity (RD) designs with multiple cutoffs or multiple…
Discontinuities can be fairly arbitrary but also cause a significant impact on outcomes in larger systems. Indeed, their arbitrariness is why they have been used to infer causal relationships among variables in numerous settings. Regression…
In partially linear single-index models, we obtain the semiparametrically efficient profile least-squares estimators of regression coefficients. We also employ the smoothly clipped absolute deviation penalty (SCAD) approach to…
Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a…
Many empirical examples of regression discontinuity (RD) designs concern a continuous treatment variable, but the theoretical aspects of such models are less studied. This study examines the identification and estimation of the structural…
This paper focuses on a semiparametric regression model in which the response variable is explained by the sum of two components. One of them is parametric (linear), the corresponding explanatory variable is measured with additive error and…
Regression discontinuity (RD) designs are often interpreted as local randomized experiments: a RD design can be considered as a randomized experiment for units with a realized value of a so-called forcing variable falling around a pre-fixed…
In the functional linear regression model, many methods have been proposed and studied to estimate the slope function while the functional predictor was observed in the entire domain. However, works on functional linear regression models…
This work derives a residual-based a posteriori error estimator for reduced models learned with non-intrusive model reduction from data of high-dimensional systems governed by linear parabolic partial differential equations with control…
Multiple randomization designs (MRDs) are a class of experimental designs used to handle interference in two-sided marketplaces. We investigate regression adjustment strategies for estimating total, spillover, and direct effects in MRDs. We…