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Article: Understanding Estimators of Treatment Effects in Regression Discontinuity Designs

TitleUnderstanding Estimators of Treatment Effects in Regression Discontinuity Designs
Authors
Issue Date2016
PublisherTaylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/07474938.asp
Citation
Econometric Reviews, 2016, v. 35 n. 4, p. 586-637 How to Cite?
AbstractIn this paper, we propose two new estimators of treatment effects in regression discontinuity designs. These estimators can aid understanding of the existing estimators such as the local polynomial estimator and the partially linear estimator. The first estimator is the partially polynomial estimator which extends the partially linear estimator by further incorporating derivative differences of the conditional mean of the outcome on the two sides of the discontinuity point. This estimator is related to the local polynomial estimator by a relocalization effect. Unlike the partially linear estimator, this estimator can achieve the optimal rate of convergence even under broader regularity conditions. The second estimator is an instrumental variable estimator in the fuzzy design. This estimator will reduce to the local polynomial estimator if higher order endogeneities are neglected. We study the asymptotic properties of these two estimators and conduct simulation studies to confirm the theoretical analysis.
Persistent Identifierhttp://hdl.handle.net/10722/229649
ISSN
2015 Impact Factor: 1.817
2015 SCImago Journal Rankings: 1.836

 

DC FieldValueLanguage
dc.contributor.authorYu, P-
dc.date.accessioned2016-08-23T14:12:25Z-
dc.date.available2016-08-23T14:12:25Z-
dc.date.issued2016-
dc.identifier.citationEconometric Reviews, 2016, v. 35 n. 4, p. 586-637-
dc.identifier.issn0747-4938-
dc.identifier.urihttp://hdl.handle.net/10722/229649-
dc.description.abstractIn this paper, we propose two new estimators of treatment effects in regression discontinuity designs. These estimators can aid understanding of the existing estimators such as the local polynomial estimator and the partially linear estimator. The first estimator is the partially polynomial estimator which extends the partially linear estimator by further incorporating derivative differences of the conditional mean of the outcome on the two sides of the discontinuity point. This estimator is related to the local polynomial estimator by a relocalization effect. Unlike the partially linear estimator, this estimator can achieve the optimal rate of convergence even under broader regularity conditions. The second estimator is an instrumental variable estimator in the fuzzy design. This estimator will reduce to the local polynomial estimator if higher order endogeneities are neglected. We study the asymptotic properties of these two estimators and conduct simulation studies to confirm the theoretical analysis.-
dc.languageeng-
dc.publisherTaylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/07474938.asp-
dc.relation.ispartofEconometric Reviews-
dc.rightsThis is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article.-
dc.titleUnderstanding Estimators of Treatment Effects in Regression Discontinuity Designs-
dc.typeArticle-
dc.identifier.emailYu, P: pingyu@hku.hk-
dc.identifier.authorityYu, P=rp01941-
dc.identifier.doi10.1080/07474938.2013.833831-
dc.identifier.hkuros262449-
dc.identifier.volume35-
dc.identifier.issue4-
dc.identifier.spage586-
dc.identifier.epage637-
dc.publisher.placeUnited States-

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