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Regression Discontinuity Marginal Threshold Treatment Effects

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  • Yingying Dong

    ()
    (Department of Economics, University of California-Irvine)

  • Arthur Lewbel

    ()
    (Department of Economics, Boston College)

Abstract

In regression discontinuity models, where the probability of treatment jumps discretely when a running variable crosses a threshold, an average treatment effect can be nonparametrically identified. We show that the derivative of this treatment effect with respect to the threshold is also nonparametrically identified and easily estimated, in both sharp and fuzzy designs. This marginal threshold treatment effect (MTTE) may be used to estimate the impact on treatment effects of small changes in the threshold. We use it to show how raising the age of Medicare eligibility would change the probability of take up of various types of health insurance.

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Bibliographic Info

Paper provided by University of California-Irvine, Department of Economics in its series Working Papers with number 111205.

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Length: 31 pages
Date of creation: Nov 2011
Date of revision:
Handle: RePEc:irv:wpaper:111205

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Keywords: Regression discontinuity; Sharp design; Fuzzy design; Treatment effects; Program evaluation; Threshold; Running variable; Forcing variable;

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References

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  1. Imbens, Guido W. & Kalyanaraman, Karthik, 2009. "Optimal Bandwidth Choice for the Regression Discontinuity Estimator," IZA Discussion Papers 3995, Institute for the Study of Labor (IZA).
  2. David Card & Carlos Dobkin & Nicole Maestas, 2008. "The Impact of Nearly Universal Insurance Coverage on Health Care Utilization: Evidence from Medicare," American Economic Review, American Economic Association, American Economic Association, vol. 98(5), pages 2242-58, December.
  3. Dong, Yingying, 2010. "Jumpy or Kinky? Regression Discontinuity without the Discontinuity," MPRA Paper 25461, University Library of Munich, Germany.
  4. Angus Deaton, 2009. "Instruments of development: Randomization in the tropics, and the search for the elusive keys to economic development," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies. 1122, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
  5. Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute for the Study of Labor (IZA).
  6. Erich Battistin & Agar Brugiavini & Enrico Rettore & Guglielmo Weber, 2008. "The retirement consumption puzzle: evidence from a regression discontinuity approach," IFS Working Papers, Institute for Fiscal Studies W08/05, Institute for Fiscal Studies.
  7. Pedro Carneiro & James J. Heckman & Edward Vytlacil, 2010. "Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin," Econometrica, Econometric Society, Econometric Society, vol. 78(1), pages 377-394, 01.
  8. Heckman, James J. & UrzĂșa, Sergio, 2010. "Comparing IV with structural models: What simple IV can and cannot identify," Journal of Econometrics, Elsevier, Elsevier, vol. 156(1), pages 27-37, May.
  9. James J. Heckman, 2010. "Building Bridges between Structural and Program Evaluation Approaches to Evaluating Policy," Journal of Economic Literature, American Economic Association, American Economic Association, vol. 48(2), pages 356-98, June.
  10. Kenneth Y. Chay & Michael Greenstone, 2005. "Does Air Quality Matter? Evidence from the Housing Market," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 113(2), pages 376-424, April.
  11. repec:oup:restud:v:79:y::i:3:p:933-959 is not listed on IDEAS
  12. David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs In Economics," Working Papers, Princeton University, Department of Economics, Industrial Relations Section. 1118, Princeton University, Department of Economics, Industrial Relations Section..
  13. Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0337, National Bureau of Economic Research, Inc.
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Citations

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Cited by:
  1. Dong, Yingying, 2010. "Jumpy or Kinky? Regression Discontinuity without the Discontinuity," MPRA Paper 25461, University Library of Munich, Germany.
  2. Joshua Angrist & Miikka Rokkanen, 2012. "Wanna Get Away? RD Identification Away from the Cutoff," NBER Working Papers 18662, National Bureau of Economic Research, Inc.
  3. Yingying Dong, 2012. "Regression Discontinuity Applications with Rounding Errors in the Running Variable," Working Papers, University of California-Irvine, Department of Economics 111206, University of California-Irvine, Department of Economics.

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