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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…

计量经济学 · 经济学 2020-07-02 Carolina Caetano , Gregorio Caetano , Juan Carlos Escanciano

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…

统计方法学 · 统计学 2024-11-11 Shonosuke Sugasawa , Takuya Ishihara , Daisuke Kurisu

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…

统计理论 · 数学 2011-05-26 Guillermo Henry , Daniela Rodriguez

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…

统计方法学 · 统计学 2015-08-10 Yoichi Arai , Hidehiko Ichimura

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…

统计方法学 · 统计学 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

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…

计量经济学 · 经济学 2023-12-01 Yiwei Sun

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…

计量经济学 · 经济学 2026-04-30 Stuart Lane

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…

统计方法学 · 统计学 2016-09-07 Zhuan Pei , Yi Shen

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

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…

计量经济学 · 经济学 2021-01-06 Marinho Bertanha

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…

统计计算 · 统计学 2020-04-28 Matias D. Cattaneo , Rocio Titiunik , Gonzalo Vazquez-Bare

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…

信息论 · 计算机科学 2023-12-29 Ibtihal Ferwana , Suyoung Park , Ting-Yi Wu , Lav R. Varshney

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…

统计理论 · 数学 2012-11-16 Hua Liang , Xiang Liu , Runze Li , Chih-Ling Tsai

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…

计量经济学 · 经济学 2022-07-19 Haitian Xie

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…

统计方法学 · 统计学 2024-11-20 Silvia Novo , Germán Aneiros , Philippe Vieu

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…

应用统计 · 统计学 2015-07-16 Fan Li , Alessandra Mattei , Fabrizia Mealli

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…

统计方法学 · 统计学 2021-12-21 Yafei Wang , Tingyu Lai , Bei Jiang , Linglong Kong , Zhongzhan Zhang

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…

数值分析 · 数学 2020-05-13 Wayne Isaac Tan Uy , Benjamin Peherstorfer

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…

统计方法学 · 统计学 2026-03-23 Timothy Sudijono , Lihua Lei , Lorenzo Masoero , Suhas Vijaykumar , Guido Imbens , James McQueen