Empirical Likelihood for Regression Discontinuity Design
AbstractThis paper proposes empirical likelihood based inference methods for causal effects identified from regression discontinuity designs. We consider both the sharp and fuzzy regression discontinuity designs and treat the regression functions as nonparametric. The proposed inference procedures do not require asymptotic variance estimation and the confidence sets have natural shapes, unlike the conventional Wald-type method. These features are illustrated by simulations and an empirical example which evaluates the effect of class size on pupils' scholastic achievements. Bandwidth selection methods, higher-order properties, and extensions to incorporate additional covariates and parametric functional forms are also discussed.
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Bibliographic InfoPaper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 1799.
Length: 36 pages
Date of creation: May 2011
Date of revision:
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Web page: http://cowles.econ.yale.edu/
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA
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