Showing 1 - 10 of 32
It is common in regression discontinuity analysis to control for high order (third, fourth, or higher) polynomials of the forcing variable. We argue that estimators for causal effects based on such methods can be misleading, and we recommend researchers do not use them, and instead use...
Persistent link: https://www.econbiz.de/10012458261
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals...
Persistent link: https://www.econbiz.de/10012463921
In Regression Discontinuity (RD) designs for evaluating causal effects of interventions, assignment to a treatment is determined at least partly by the value of an observed covariate lying on either side of a fixed threshold. These designs were first introduced in the evaluation literature by...
Persistent link: https://www.econbiz.de/10012465615
In Regression Discontinuity (RD) designs for evaluating causal effects of interventions, assignment to a treatment is determined at least partly by the value of an observed covariate lying on either side of a fixed threshold. These designs were first introduced in the evaluation literature by...
Persistent link: https://www.econbiz.de/10012465622
Persistent link: https://www.econbiz.de/10011893981
Many empirical studies use Fuzzy Regression Discontinuity (FRD) designs to identify treatment effects when the receipt of treatment is potentially correlated to outcomes. Existing FRD methods identify the local average treatment effect (LATE) on the subpopulation of compliers with values of the...
Persistent link: https://www.econbiz.de/10013039759
It is common in regression discontinuity analysis to control for high order (third, fourth, or higher) polynomials of the forcing variable. We argue that estimators for causal effects based on such methods can be misleading, and we recommend researchers do not use them, and instead use...
Persistent link: https://www.econbiz.de/10013048600
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals...
Persistent link: https://www.econbiz.de/10012764682
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals...
Persistent link: https://www.econbiz.de/10012757876
When a researcher estimates the parameters of a regression function using information on all 50 states in the United States, or information on all visits to a website, what is the interpretation of the standard errors? Researchers typically report standard errors that are designed to capture...
Persistent link: https://www.econbiz.de/10013050170