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Journal of Econometrics
Article . 2020 . Peer-reviewed
License: Elsevier TDM
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Article . 2020
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Article . 2015 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2021
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Regression Discontinuity Design with Many Thresholds

Regression discontinuity design with many thresholds
Authors: Bertanha, Marinho Angelo;

Regression Discontinuity Design with Many Thresholds

Abstract

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 treatment effect (ATE) on the observed distribution of individuals local to existing cutoffs. However, researchers often want to make inferences on more meaningful ATEs, computed over general counterfactual distributions of individuals, rather than simply the observed distribution of individuals local to existing cutoffs. This paper proposes a consistent and asymptotically normal estimator for such ATEs when heterogeneity follows a non-parametric function of cutoff characteristics in the sharp case. The proposed estimator converges at the minimax optimal rate of root-n for a specific choice of tuning parameters. Identification in the fuzzy case, with multiple cutoffs, is impossible unless heterogeneity follows a finite-dimensional function of cutoff characteristics. Under parametric heterogeneity, this paper proposes an ATE estimator for the fuzzy case that optimally combines observations to maximize its precision.

Country
Belgium
Keywords

FOS: Computer and information sciences, Regression Discontinuity Designs, Average Treat- ment Effect, regression discontinuity, multiple cutoffs, Multiple Cutoffs, Econometrics (econ.EM), Peer-effects, average treatment effect, Methodology (stat.ME), FOS: Economics and business, Alternative Asymptotics, Asymptotic properties of nonparametric inference, Nonparametric regression and quantile regression, Nonparametric estimation, Applications of statistics to economics, peer-effects, Statistics - Methodology, Economics - Econometrics

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    popularity
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    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
41
Top 10%
Top 10%
Top 10%
Green
bronze