Regression Discontinuity Design with Covariates
AbstractIn this paper, the regression discontinuity design (RDD) is generalized to account for differences in observed covariates X in a fully nonparametric way. It is shown that the treatment effect can be estimated at the rate for one-dimensional nonparametric regression irrespective of the dimension of X. It thus extends the analysis of Hahn, Todd, and van der Klaauw (2001) and Porter (2003), who examined identification and estimation without covariates, requiring assumptions that may often be too strong in applications. In many applications, individuals to the left and right of the threshold differ in observed characteristics. Houses may be constructed in different ways across school attendance district boundaries. Firms may differ around a threshold that implies certain legal changes, etc. Accounting for these differences in covariates is important to reduce bias. In addition, accounting for covariates may also reduces variance. Finally, estimation of quantile treatment effects (QTE) is also considered.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 3024.
Length: 25 pages
Date of creation: Sep 2007
Date of revision:
Contact details of provider:
Postal: IZA, P.O. Box 7240, D-53072 Bonn, Germany
Phone: +49 228 3894 223
Fax: +49 228 3894 180
Web page: http://www.iza.org
Postal: IZA, Margard Ody, P.O. Box 7240, D-53072 Bonn, Germany
Other versions of this item:
- Markus Frölich, 2007. "Regression discontinuity design with covariates," University of St. Gallen Department of Economics working paper series 2007 2007-32, Department of Economics, University of St. Gallen.
- Markus Frölich, 2007. "Regression discontinuity design with covariates," CeMMAP working papers CWP27/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-24 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lalive, Rafael, 2006.
"How Do Extended Benefits Affect Unemployment Duration? A Regression Discontinuity Approach,"
IZA Discussion Papers
2200, Institute for the Study of Labor (IZA).
- Lalive, Rafael, 2008. "How do extended benefits affect unemployment duration A regression discontinuity approach," Journal of Econometrics, Elsevier, vol. 142(2), pages 785-806, February.
- Rafael Lalive, 2006. "How do Extended Benefits Affect Unemployment Duration? A Regression Discontinuity Approach," CESifo Working Paper Series 1765, CESifo Group Munich.
- Rafael Lalive, 2006. "How do Extended Benefits affect Unemployment Duration? A Regression Discontinuity Approach," IEW - Working Papers 294, Institute for Empirical Research in Economics - University of Zurich.
- Rafael LALIVE, 2006. "How do Extended Benefits affect Unemployment Duration? A Regression Discontinuity Approach," Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP) 06.06, Université de Lausanne, Faculté des HEC, DEEP.
- Lalive, Rafael, 2006. "How do extended benefits affect unemployment duration? A regression discontinuity approach," Working Paper Series 2006:8, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Patrick Puhani & Andrea Weber, 2007. "Does the early bird catch the worm?," Empirical Economics, Springer, vol. 32(2), pages 359-386, May.
- Erich Battistin & Enrico Rettore, 2002. "Testing for programme effects in a regression discontinuity design with imperfect compliance," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 165(1), pages 39-57.
- Sandra E. Black, 1999.
"Do Better Schools Matter? Parental Valuation Of Elementary Education,"
The Quarterly Journal of Economics,
MIT Press, vol. 114(2), pages 577-599, May.
- Sandra E. Black, 1997. "Do better schools matter? Parental valuation of elementary education," Research Paper 9729, Federal Reserve Bank of New York.
- Wilbert van der Klaauw, 2002. "Estimating the Effect of Financial Aid Offers on College Enrollment: A Regression-Discontinuity Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(4), pages 1249-1287, November.
- 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 201-09, January.
- Imbens, Guido W & Angrist, Joshua D, 1994.
"Identification and Estimation of Local Average Treatment Effects,"
Econometric Society, vol. 62(2), pages 467-75, March.
- Joshua D. Angrist & Guido W. Imbens, 1995. "Identification and Estimation of Local Average Treatment Effects," NBER Technical Working Papers 0118, National Bureau of Economic Research, Inc.
- Esfandiar Maasoumi & Le Wang, 2013. "The Gender Earnings Gap: Measurement and Analysis," Emory Economics 1305, Department of Economics, Emory University (Atlanta).
- Frölich, Markus & Melly, Blaise, 2008.
"Quantile Treatment Effects in the Regression Discontinuity Design,"
IZA Discussion Papers
3638, Institute for the Study of Labor (IZA).
- Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise, 2012. "Quantile treatment effects in the regression discontinuity design," Journal of Econometrics, Elsevier, vol. 168(2), pages 382-395.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mark Fallak).
If references are entirely missing, you can add them using this form.