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Quantile Treatment Effects in the Regression Discontinuity Design

  • Frölich, Markus

    ()

    (University of Mannheim)

  • Melly, Blaise

    ()

    (Brown University)

This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design (RDD) and proposes simple estimators. Quantile treatment effects are a very helpful tool to characterize the effects of certain interventions on the outcome distribution. The distributional impacts of social programs such as welfare, education, training programs and unemployment insurance are of large interest to economists.

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File URL: http://ftp.iza.org/dp3638.pdf
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Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 3638.

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Length: 14 pages
Date of creation: Aug 2008
Date of revision:
Handle: RePEc:iza:izadps:dp3638
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  1. Guido Imbens & Karthik Kalyanaraman, 2012. "Optimal Bandwidth Choice for the Regression Discontinuity Estimator," Review of Economic Studies, Oxford University Press, vol. 79(3), pages 933-959.
  2. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics.
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  5. Abadie A., 2002. "Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 284-292, March.
  6. Yu, Keming & Jones, M. C., 1997. "A comparison of local constant and local linear regression quantile estimators," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 159-166, July.
  7. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers CWP05/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. Battistin, Erich & Rettore, Enrico, 2008. "Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs," Journal of Econometrics, Elsevier, vol. 142(2), pages 715-730, February.
  9. 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).
  10. Imbens, Guido W & Rubin, Donald B, 1997. "Estimating Outcome Distributions for Compliers in Instrumental Variables Models," Review of Economic Studies, Wiley Blackwell, vol. 64(4), pages 555-74, October.
  11. 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.
  12. Brian A. Jacob & Lars Lefgren, 2004. "Remedial Education and Student Achievement: A Regression-Discontinuity Analysis," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 226-244, February.
  13. Alberto Abadie & Joshua Angrist & Guido Imbens, 1999. "Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings," Working papers 99-16, Massachusetts Institute of Technology (MIT), Department of Economics.
  14. Patrick Puhani & Andrea Weber, 2007. "Does the early bird catch the worm?," Empirical Economics, Springer, vol. 32(2), pages 359-386, May.
  15. Atkinson, Anthony B., 1970. "On the measurement of inequality," Journal of Economic Theory, Elsevier, vol. 2(3), pages 244-263, September.
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  17. Leuven, Edwin & Lindahl, Mikael & Oosterbeek, Hessel & Webbink, Dinand, 2004. "The Effect of Extra Funding for Disadvantaged Pupils on Achievement," IZA Discussion Papers 1122, Institute for the Study of Labor (IZA).
  18. David S. Lee & Thomas Lemieux, 2010. "Regression Discontinuity Designs in Economics," Journal of Economic Literature, American Economic Association, vol. 48(2), pages 281-355, June.
  19. Buddelmeyer, Hielke & Skoufias, Emmanuel, 2004. "An evaluation of the performance of regression discontinuity design on PROGRESA," Policy Research Working Paper Series 3386, The World Bank.
  20. Markus Frölich, 2007. "Regression discontinuity design with covariates," CeMMAP working papers CWP27/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  21. Kenneth Y. Chay & Patrick J. McEwan & Miguel Urquiola, 2005. "The Central Role of Noise in Evaluating Interventions That Use Test Scores to Rank Schools," American Economic Review, American Economic Association, vol. 95(4), pages 1237-1258, September.
  22. 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.
  23. Victor Chernozhukov & Christian Hansen, 2005. "An IV Model of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 73(1), pages 245-261, 01.
  24. Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Working Papers 13039, National Bureau of Economic Research, Inc.
  25. Jonathan Guryan, 2001. "Does Money Matter? Regression-Discontinuity Estimates from Education Finance Reform in Massachusetts," NBER Working Papers 8269, National Bureau of Economic Research, Inc.
  26. Brian A. Jacob & Lars Lefgren, 2002. "The Impact of Teacher Training on Student Achievement: Quasi-Experimental Evidence from School Reform Efforts in Chicago," NBER Working Papers 8916, National Bureau of Economic Research, Inc.
  27. Matsudaira, Jordan D., 2008. "Mandatory summer school and student achievement," Journal of Econometrics, Elsevier, vol. 142(2), pages 829-850, February.
  28. John DiNardo & David S. Lee, 2004. "Economic Impacts of New Unionization On Private Sector Employers: 1984-2001," The Quarterly Journal of Economics, MIT Press, vol. 119(4), pages 1383-1441, November.
  29. John DiNardo & David S. Lee, 2004. "Economic Impacts of Unionization on Private Sector Employers: 1984-2001," NBER Working Papers 10598, National Bureau of Economic Research, Inc.
  30. Thomas D. COOK & Vivian C. WONG, 2008. "Empirical Tests of the Validity of the Regression Discontinuity Design: Implications for its Theory and its Use in Research Practice," Annales d'Economie et de Statistique, ENSAE, issue 91-92, pages 127-150.
  31. 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.
  32. Fredriksson, Peter & Öckert, Björn, 2005. "Is Early Learning Really More Productive? The Effect of School Starting Age on School and Labor Market Performance," IZA Discussion Papers 1659, Institute for the Study of Labor (IZA).
  33. Cook, Thomas D., 2008. ""Waiting for Life to Arrive": A history of the regression-discontinuity design in Psychology, Statistics and Economics," Journal of Econometrics, Elsevier, vol. 142(2), pages 636-654, February.
  34. van der Klaauw, Wilbert, 2008. "Breaking the link between poverty and low student achievement: An evaluation of Title I," Journal of Econometrics, Elsevier, vol. 142(2), pages 731-756, February.
  35. Arulampalam, W. & Robin A. Naylor & Jeremy P. Smith, 2002. "University of Warwick," Royal Economic Society Annual Conference 2002 9, Royal Economic Society.
  36. Lalive, Rafael & Wuellrich, Jean-Philippe & Zweimüller, Josef, 2009. "Do Financial Incentives for Firms Promote Employment of Disabled Workers? A Regression Discontinuity Approach," CEPR Discussion Papers 7373, C.E.P.R. Discussion Papers.
  37. Wilbert van der Klaauw, 2008. "Regression-Discontinuity Analysis: A Survey of Recent Developments in Economics," LABOUR, CEIS, vol. 22(2), pages 219-245, 06.
  38. Beatrix Brügger & Rafael Lalive & Josef Zweimüller, 2009. "Does Culture Affect Unemployment? Evidence from the Röstigraben," NRN working papers 2009-10, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
  39. Peter Hall & Rodney C. L. Wolff & Qiwei Yao, 1999. "Methods for estimating a conditional distribution function," LSE Research Online Documents on Economics 6631, London School of Economics and Political Science, LSE Library.
  40. Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw, 1999. "Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design," NBER Working Papers 7131, National Bureau of Economic Research, Inc.
  41. Joshua D. Angrist & Victor Lavy, 1999. "Using Maimonides' Rule To Estimate The Effect Of Class Size On Scholastic Achievement," The Quarterly Journal of Economics, MIT Press, vol. 114(2), pages 533-575, May.
  42. Frölich, Markus & Melly, Blaise, 2010. "Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient," IZA Discussion Papers 4993, Institute for the Study of Labor (IZA).
  43. Anderson, Michael L., 2008. "Multiple Inference and Gender Differences in the Effects of Early Intervention: A Reevaluation of the Abecedarian, Perry Preschool, and Early Training Projects," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1481-1495.
  44. Bernard S. Black & Hasung Jang & Woochan Kim, 2006. "Does Corporate Governance Predict Firms' Market Values? Evidence from Korea," Journal of Law, Economics and Organization, Oxford University Press, vol. 22(2), pages 366-413, October.
  45. repec:cup:cbooks:9780521608275 is not listed on IDEAS
  46. repec:cup:cbooks:9780521496032 is not listed on IDEAS
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