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- Publisher Website: 10.1080/07474938.2013.833831
- Scopus: eid_2-s2.0-84959491879
- WOS: WOS:000370779300004
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Article: Understanding Estimators of Treatment Effects in Regression Discontinuity Designs
Title | Understanding Estimators of Treatment Effects in Regression Discontinuity Designs |
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Authors | |
Keywords | Instrumental variable estimator Local polynomial estimator Optimal rate of convergence Partially linear estimator Partially polynomial estimator Regression discontinuity design |
Issue Date | 2016 |
Publisher | Taylor & 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? |
Abstract | In 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 Identifier | http://hdl.handle.net/10722/229649 |
ISSN | 2023 Impact Factor: 0.8 2023 SCImago Journal Rankings: 1.051 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Yu, P | - |
dc.date.accessioned | 2016-08-23T14:12:25Z | - |
dc.date.available | 2016-08-23T14:12:25Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Econometric Reviews, 2016, v. 35 n. 4, p. 586-637 | - |
dc.identifier.issn | 0747-4938 | - |
dc.identifier.uri | http://hdl.handle.net/10722/229649 | - |
dc.description.abstract | In 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.language | eng | - |
dc.publisher | Taylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/07474938.asp | - |
dc.relation.ispartof | Econometric Reviews | - |
dc.rights | This 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.subject | Instrumental variable estimator | - |
dc.subject | Local polynomial estimator | - |
dc.subject | Optimal rate of convergence | - |
dc.subject | Partially linear estimator | - |
dc.subject | Partially polynomial estimator | - |
dc.subject | Regression discontinuity design | - |
dc.title | Understanding Estimators of Treatment Effects in Regression Discontinuity Designs | - |
dc.type | Article | - |
dc.identifier.email | Yu, P: pingyu@hku.hk | - |
dc.identifier.authority | Yu, P=rp01941 | - |
dc.identifier.doi | 10.1080/07474938.2013.833831 | - |
dc.identifier.scopus | eid_2-s2.0-84959491879 | - |
dc.identifier.hkuros | 262449 | - |
dc.identifier.volume | 35 | - |
dc.identifier.issue | 4 | - |
dc.identifier.spage | 586 | - |
dc.identifier.epage | 637 | - |
dc.identifier.isi | WOS:000370779300004 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 0747-4938 | - |