IDEAS home Printed from https://ideas.repec.org/p/cep/stiecm/601.html
   My bibliography  Save this paper

Causal inference on regression discontinuity designs by high-dimensional methods

Author

Listed:
  • Yoici Arai
  • Taisuke Otsu
  • Myung Hwan Seo

Abstract

No abstract is available for this item.

Suggested Citation

  • Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2019. "Causal inference on regression discontinuity designs by high-dimensional methods," STICERD - Econometrics Paper Series 601, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Handle: RePEc:cep:stiecm:601
    as

    Download full text from publisher

    File URL: https://sticerd.lse.ac.uk/dps/em/em601.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Yoichi Arai & Hidehiko Ichimura, 2018. "Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator," Quantitative Economics, Econometric Society, vol. 9(1), pages 441-482, March.
    2. David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2015. "Inference on Causal Effects in a Generalized Regression Kink Design," Econometrica, Econometric Society, vol. 83, pages 2453-2483, November.
    3. Imbens, Guido W. & Lemieux, Thomas, 2008. "Regression discontinuity designs: A guide to practice," Journal of Econometrics, Elsevier, vol. 142(2), pages 615-635, February.
    4. Sebastian Calonico & Matias D. Cattaneo & Rocio Titiunik, 2014. "Robust Nonparametric Confidence Intervals for Regression‐Discontinuity Designs," Econometrica, Econometric Society, vol. 82, pages 2295-2326, November.
    5. David Card & Alexandre Mas & Jesse Rothstein, 2008. "Tipping and the Dynamics of Segregation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(1), pages 177-218.
    6. Peter Ganong & Simon Jäger, 2018. "A Permutation Test for the Regression Kink Design," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 494-504, April.
    7. Chatterjee, A. & Lahiri, S. N., 2011. "Bootstrapping Lasso Estimators," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 608-625.
    8. Guido Imbens & Karthik Kalyanaraman, 2012. "Optimal Bandwidth Choice for the Regression Discontinuity Estimator," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 933-959.
    9. Sebastian Calonico & Matias D. Cattaneo & Rocío Titiunik, 2015. "Optimal Data-Driven Regression Discontinuity Plots," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1753-1769, December.
    10. Hahn, Jinyong & Todd, Petra & Van der Klaauw, Wilbert, 2001. "Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design," Econometrica, Econometric Society, vol. 69(1), pages 201-209, January.
    11. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2016. "The lasso for high dimensional regression with a possible change point," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 193-210, January.
    12. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014. "Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(2), pages 608-650.
    13. Cun-Hui Zhang & Stephanie S. Zhang, 2014. "Confidence intervals for low dimensional parameters in high dimensional linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 217-242, January.
    14. Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. V Chernozhukov & W K Newey & R Singh, 2023. "A simple and general debiased machine learning theorem with finite-sample guarantees," Biometrika, Biometrika Trust, vol. 110(1), pages 257-264.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Myung Hwan Seo & Yoichi Arai & Taisuke Otsu, 2021. "Regression Discontinuity Design with Potentially Many Covariates," Working Paper Series no142, Institute of Economic Research, Seoul National University.
    2. Blaise Melly & Rafael Lalive, 2020. "Estimation, Inference, and Interpretation in the Regression Discontinuity Design," Diskussionsschriften dp2016, Universitaet Bern, Departement Volkswirtschaft.
    3. Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
    4. Jin-young Choi & Myoung-jae Lee, 2017. "Regression discontinuity: review with extensions," Statistical Papers, Springer, vol. 58(4), pages 1217-1246, December.
    5. Matias D. Cattaneo & Rocío Titiunik, 2022. "Regression Discontinuity Designs," Annual Review of Economics, Annual Reviews, vol. 14(1), pages 821-851, August.
    6. Tuvaandorj, Purevdorj, 2020. "Regression discontinuity designs, white noise models, and minimax," Journal of Econometrics, Elsevier, vol. 218(2), pages 587-608.
    7. Mauricio Villamizar‐Villegas & Freddy A. Pinzon‐Puerto & Maria Alejandra Ruiz‐Sanchez, 2022. "A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
    8. Xu, Ke-Li, 2018. "A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes," Journal of Econometrics, Elsevier, vol. 206(1), pages 258-278.
    9. Kettlewell, Nathan & Siminski, Peter, 2020. "Optimal Model Selection in RDD and Related Settings Using Placebo Zones," IZA Discussion Papers 13639, Institute of Labor Economics (IZA).
    10. Chen, Heng & Fan, Yanqin, 2019. "Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms," Journal of Econometrics, Elsevier, vol. 212(2), pages 476-502.
    11. Yang Lixiong, 2019. "Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-18, April.
    12. Ivan A Canay & Vishal Kamat, 2018. "Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design," Review of Economic Studies, Oxford University Press, vol. 85(3), pages 1577-1608.
    13. Sebastian Calonico & Matias D Cattaneo & Max H Farrell, 2020. "Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs [Econometric methods for program evaluation]," The Econometrics Journal, Royal Economic Society, vol. 23(2), pages 192-210.
    14. Crespo Cristian, 2020. "Beyond Manipulation: Administrative Sorting in Regression Discontinuity Designs," Journal of Causal Inference, De Gruyter, vol. 8(1), pages 164-181, January.
    15. Peter Ganong & Simon Jäger, 2018. "A Permutation Test for the Regression Kink Design," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 494-504, April.
    16. Nicholas Barton & Tessa Bold & Justin Sandefur, 2017. "Measuring Rents from Public Employment: Regression Discontinuity Evidence from Kenya - Working Paper 457," Working Papers 457, Center for Global Development.
    17. Huber, Martin, 2019. "An introduction to flexible methods for policy evaluation," FSES Working Papers 504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    18. Casco José L., 2022. "Intra-household Resource Shares under Poverty Transfers: Evidence from Ecuador," Working Papers 2022-03, Banco de México.
    19. Timothy B. Armstrong & Michal Kolesár, 2018. "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
    20. Bold, Tessa & Barton, Nicholas & Sandefur, Justin, 2017. "Measuring Rents from Public Employment: Regression discontinuity evidence from Kenya," CEPR Discussion Papers 12105, C.E.P.R. Discussion Papers.

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cep:stiecm:601. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://sticerd.lse.ac.uk/_new/publications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.