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相关论文: Inference in Regression Discontinuity Designs with…

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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…

统计理论 · 数学 2018-04-03 Timothy B. Armstrong , Michal Kolesár

We provide an inference procedure for the sharp regression discontinuity design (RDD) under monotonicity, with possibly multiple running variables. Specifically, we consider the case where the true regression function is monotone with…

计量经济学 · 经济学 2020-12-01 Koohyun Kwon , Soonwoo Kwon

We consider the problem of constructing honest confidence intervals (CIs) for a scalar parameter of interest, such as the regression discontinuity parameter, in nonparametric regression based on kernel or local polynomial estimators. To…

应用统计 · 统计学 2020-04-08 Timothy B. Armstrong , Michal Kolesár

In many applications of regression discontinuity designs, the running variable used by the administrator to assign treatment is only observed with error. We show that, provided the observed running variable (i) correctly classifies the…

计量经济学 · 经济学 2023-08-11 Yingying Dong , Michal Kolesár

Regression discontinuity designs assess causal effects in settings where treatment is determined by whether an observed running variable crosses a pre-specified threshold. Here we propose a new approach to identification, estimation, and…

统计方法学 · 统计学 2025-04-01 Dean Eckles , Nikolaos Ignatiadis , Stefan Wager , Han Wu

Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…

计量经济学 · 经济学 2026-03-20 Claudia Noack , Tomasz Olma , Christoph Rothe

We propose new confidence sets (CSs) for the regression discontinuity parameter in fuzzy designs. Our CSs are based on local linear regression, and are bias-aware, in the sense that they take possible bias explicitly into account. Their…

计量经济学 · 经济学 2023-09-22 Claudia Noack , Christoph Rothe

Confidence intervals (CIs) are instrumental in statistical analysis, providing a range estimate of the parameters. In modern statistics, selective inference is common, where only certain parameters are highlighted. However, this selective…

统计方法学 · 统计学 2025-09-17 Tzviel Frostig , Yoav Benjamini , Ruth Heller

We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity score regression is shown to exactly solve a tradeoff between…

计量经济学 · 经济学 2023-08-11 Timothy B. Armstrong , Michal Kolesár , Soonwoo Kwon

This paper provides a formal econometric framework behind the newly developed difference-in-discontinuities design (DiDC). Despite its increasing use in applied research, there are currently limited studies of its properties. We formalize…

计量经济学 · 经济学 2026-01-28 Pedro Picchetti , Cristine C. X. Pinto , Stephanie T. Shinoki

We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…

计量经济学 · 经济学 2022-05-06 Alexander Kreiß , Christoph Rothe

We study regression discontinuity designs when covariates are included in the estimation. We examine local polynomial estimators that include discrete or continuous covariates in an additive separable way, but without imposing any…

计量经济学 · 经济学 2019-07-02 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell , Rocio Titiunik

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…

计量经济学 · 经济学 2025-02-25 Dor Leventer , Daniel Nevo

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…

统计方法学 · 统计学 2019-09-24 Kota Mori

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…

统计方法学 · 统计学 2020-06-23 Fan Li , Andrea Mercatanti , Taneli Makinen , Andrea Silvestrini

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…

计量经济学 · 经济学 2025-12-01 Aditya Ghosh , Guido Imbens , Stefan Wager

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…

统计方法学 · 统计学 2018-06-11 Guido Imbens , Stefan Wager

Conventionally, regression discontinuity analysis contrasts a univariate regression's limits as its independent variable, $R$, approaches a cut-point, $c$, from either side. Alternative methods target the average treatment effect in a small…

应用统计 · 统计学 2021-06-21 Adam C. Sales , Ben B. Hansen

We present simple low-level conditions for identification in regression discontinuity designs using a potential outcome framework for the manipulation of the running variable. Using this framework, we replace the existing identification…

计量经济学 · 经济学 2024-09-18 Takuya Ishihara , Masayuki Sawada

Concentration inequalities have become increasingly popular in machine learning, probability, and statistical research. Using concentration inequalities, one can construct confidence intervals (CIs) for many quantities of interest.…

统计理论 · 数学 2019-03-06 Hien D. Nguyen
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