Regression discontinuity design with covariates
In 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 Cconstructed 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.
|Date of creation:||22 Nov 2007|
|Contact details of provider:|| Postal: The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE|
Phone: (+44) 020 7291 4800
Fax: (+44) 020 7323 4780
Web page: http://cemmap.ifs.org.uk
More information through EDIRC
|Order Information:|| Postal: The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE|
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, 2008.
"How do extended benefits affect unemployment duration A regression discontinuity approach,"
Journal of Econometrics,
Elsevier, vol. 142(2), pages 785-806, February.
- 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).
- 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," CESifo Working Paper Series 1765, CESifo Group Munich.
- Rafael LALIVE, 2006. "How do Extended Benefits affect Unemployment Duration? A Regression Discontinuity Approach," Cahiers de Recherches Economiques du Département d'Econométrie 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.
- Sandra E. Black, 1999. "Do Better Schools Matter? Parental Valuation of Elementary Education," The Quarterly Journal of Economics, Oxford University Press, vol. 114(2), pages 577-599.
- Sandra E. Black, 1997. "Do better schools matter? Parental valuation of elementary education," Research Paper 9729, Federal Reserve Bank of New York.
- Patrick Puhani & Andrea Weber, 2007. "Does the early bird catch the worm?," Empirical Economics, Springer, vol. 32(2), pages 359-386, May.
- 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.
- Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, vol. 62(2), pages 467-475, 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.
- 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.
- 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.
- Joshua D. Angrist & Victor Lavy, 1999. "Using Maimonides' Rule to Estimate the Effect of Class Size on Scholastic Achievement," The Quarterly Journal of Economics, Oxford University Press, vol. 114(2), pages 533-575. Full references (including those not matched with items on IDEAS)