中文

A Toolkit for the Study of Treatment-Effect Discontinuities

计量经济学 2026-06-26 v1 统计方法学

摘要

This paper provides a toolkit for the study of distributional treatment effects (DTEs) focused on treatment-effect discontinuities defined as points where marginal distributional effects change sign. Building on the Treatment Effects Curve (TEC, Verme, 2010), the paper makes three contributions. First, we propose a methodological framework comprising a Horizontal Discontinuity Analysis (HDA) comparing groups in regions of opposite-signed effects using causal forests, and a Vertical Discontinuity Analysis (VDA) examining sign-switch points. Second, we adapt crossing-point asymptotics to locate where a TEC crosses zero and to test the non-tangentiality of its local slope with a bias-corrected Wald statistic. Third, we illustrate the full workflow on synthetic data and add a diagnostic application to Mexico's PROGRESA data. The paper shows how these contributions complement and expand existing instruments for DTE analyses.

引用

@article{arxiv.2606.28017,
  title  = {A Toolkit for the Study of Treatment-Effect Discontinuities},
  author = {Alessandro Baldi Antognini and Paolo Verme},
  journal= {arXiv preprint arXiv:2606.28017},
  year   = {2026}
}