| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w27424 |
| 来源ID | Working Paper 27424 |
| Local Polynomial Order in Regression Discontinuity Designs | |
| Zhuan Pei; David S. Lee; David Card; Andrea Weber | |
| 发表日期 | 2020-06-29 |
| 出版年 | 2020 |
| 语种 | 英语 |
| 摘要 | Treatment effect estimates in regression discontinuity (RD) designs are often sensitive to the choice of bandwidth and polynomial order, the two important ingredients of widely used local regression methods. While Imbens and Kalyanaraman (2012) and Calonico, Cattaneo and Titiunik (2014) provide guidance on bandwidth, the sensitivity to polynomial order still poses a conundrum to RD practitioners. It is understood in the econometric literature that applying the argument of bias reduction does not help resolve this conundrum, since it would always lead to preferring higher orders. We therefore extend the frameworks of Imbens and Kalyanaraman (2012) and Calonico, Cattaneo and Titiunik (2014) and use the asymptotic mean squared error of the local regression RD estimator as the criterion to guide polynomial order selection. We show in Monte Carlo simulations that the proposed order selection procedure performs well, particularly in large sample sizes typically found in empirical RD applications. This procedure extends easily to fuzzy regression discontinuity and regression kink designs. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w27424 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/585097 |
| 推荐引用方式 GB/T 7714 | Zhuan Pei,David S. Lee,David Card,et al. Local Polynomial Order in Regression Discontinuity Designs. 2020. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w27424.pdf（471KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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