IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this paper or follow this series

Weak Identification in Fuzzy Regression Discontinuity Designs

  • Feir, Donna
  • Lemieux, Thomas
  • Marmer, Vadim

In fuzzy regression discontinuity (FRD) designs, the treatment effect is identified through a discontinuity in the conditional probability of treatment assignment. We show that when identification is weak (i.e. when the discontinuity is of a small magnitude) the usual t-test based on the FRD estimator and its standard error suffers from asymptotic size distortions as in a standard instrumental variables setting. This problem can be especially severe in the FRD setting since only observations close to the discontinuity are useful for estimating the treatment effect. To eliminate those size distortions, we propose a modified t-statistic that uses a null-restricted version of the standard error of the FRD estimator. Simple and asymptotically valid confidence sets for the treatment effect can be also constructed using this null-restricted standard error. An extension to testing for constancy of the regression discontinuity effect across covariates is also discussed.

If 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.

File URL: http://microeconomics.ca/vadim_marmer/wfrd09.pdf
Download Restriction: no

Paper provided by Vancouver School of Economics in its series Microeconomics.ca working papers with number vadim_marmer-2010-19.

as
in new window

Length: 50 pages
Date of creation: 15 May 2010
Date of revision: 02 Mar 2015
Publication status: Forthcoming in Journal of Business & Economic Statistics
Handle: RePEc:ubc:pmicro:vadim_marmer-2010-19
Contact details of provider: Web page: http://www.economics.ubc.ca/

References listed on IDEAS
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.:

as in new window
  1. Donald W. K. Andrews & Marcelo J. Moreira & James H. Stock, 2006. "Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression," Econometrica, Econometric Society, vol. 74(3), pages 715-752, 05.
  2. Marcelo J. Moreira, 2003. "A Conditional Likelihood Ratio Test for Structural Models," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, 07.
  3. Urquiola, Miguel & Verhoogen, Eric, 2007. "Class Size and Sorting in Market Equilibrium: Theory and Evidence," IZA Discussion Papers 2963, Institute for the Study of Labor (IZA).
  4. Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015. "Empirical likelihood for regression discontinuity design," Journal of Econometrics, Elsevier, vol. 186(1), pages 94-112.
  5. Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Working Papers 13039, National Bureau of Economic Research, Inc.
  6. 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.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:ubc:pmicro:vadim_marmer-2010-19. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Maureen Chin)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.