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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. Patrick Puhani & Andrea Weber, 2007. "Does the early bird catch the worm?," Empirical Economics, Springer, vol. 32(2), pages 359-386, May.
  3. Imbens, Guido W. & Lemieux, Thomas, 2008. "Regression discontinuity designs: A guide to practice," Journal of Econometrics, Elsevier, vol. 142(2), pages 615-635, February.
  4. Dan A. Black & Jeffrey A. Smith & Mark C. Berger & Brett J. Noel, 2003. "Is the Threat of Reemployment Services More Effective Than the Services Themselves? Evidence from Random Assignment in the UI System," American Economic Review, American Economic Association, vol. 93(4), pages 1313-1327, September.
  5. Markus Frölich, 2007. "Regression discontinuity design with covariates," CeMMAP working papers CWP27/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. 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.
  7. 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.
  8. 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.
  9. Victor Chernozhukov & Christian Hansen, 2005. "An IV Model of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 73(1), pages 245-261, 01.
  10. Buddelmeyer, Hielke & Skoufias, Emmanuel, 2003. "An Evaluation of the Performance of Regression Discontinuity Design on PROGRESA," IZA Discussion Papers 827, Institute for the Study of Labor (IZA).
  11. 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.
  12. Brügger, Beatrix & Lalive, Rafael & Zweimüller, Josef, 2009. "Does Culture Affect Unemployment? Evidence from the Röstigraben," CEPR Discussion Papers 7405, C.E.P.R. Discussion Papers.
  13. Kenneth Y. Chay & Michael Greenstone, 2005. "Does Air Quality Matter? Evidence from the Housing Market," Journal of Political Economy, University of Chicago Press, vol. 113(2), pages 376-424, April.
  14. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.
  15. Rafael Lalive & Jean-Philippe Wuellrich & Josef Zweimüller, 2009. "Do Financial Incentives for Firms Promote Employment of Disabled Workers? A Regression Discontinuity Approach," NRN working papers 2009-11, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
  16. 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.
  17. Matsudaira, Jordan D., 2008. "Mandatory summer school and student achievement," Journal of Econometrics, Elsevier, vol. 142(2), pages 829-850, February.
  18. 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.
  19. Fredriksson, Peter & Öckert, Björn, 2006. "Is early learning really more productive? The effect of school starting age on school and labor market performance," Working Paper Series 2006:12, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  20. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  21. Rafael Lalive, 2006. "How do Extended Benefits Affect Unemployment Duration? A Regression Discontinuity Approach," CESifo Working Paper Series 1765, CESifo Group Munich.
  22. 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.
  23. Edwin Leuven & Mikael Lindahl & Hessel Oosterbeek & Dinand Webbink, 2007. "The Effect of Extra Funding for Disadvantaged Pupils on Achievement," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 721-736, November.
  24. 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.
  25. 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.
  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. Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, vol. 62(2), pages 467-75, March.
  28. 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.
  29. Roger Koenker & Kevin F. Hallock, 2001. "Quantile Regression," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 143-156, Fall.
  30. Wilbert van der Klaauw, 2008. "Regression-Discontinuity Analysis: A Survey of Recent Developments in Economics," LABOUR, CEIS, vol. 22(2), pages 219-245, 06.
  31. Alberto Abadie & Joshua Angrist & Guido Imbens, 2002. "Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings," Econometrica, Econometric Society, vol. 70(1), pages 91-117, January.
  32. Arulampalam, W. & Robin A. Naylor & Jeremy P. Smith, 2002. "University of Warwick," Royal Economic Society Annual Conference 2002 9, Royal Economic Society.
  33. 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.
  34. repec:cup:cbooks:9780521496032 is not listed on IDEAS
  35. 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.
  36. 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.
  37. 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.
  38. David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs In Economics," Working Papers 1118, Princeton University, Department of Economics, Industrial Relations Section..
  39. 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).
  40. Atkinson, Anthony B., 1970. "On the measurement of inequality," Journal of Economic Theory, Elsevier, vol. 2(3), pages 244-263, September.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
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