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Regression Discontinuity Designs Using Covariates

2018-09-11

We study regression discontinuity designs when covariates are included in the estimation. We examine local polynomial estimators that include discrete or continuous covariates in an additive separable way, but without imposing any parametric restrictions on the underlying population regression functions. We recommend a covariate-adjustment approach that retains consistency under intuitive conditions, and characterize the potential for estimation and inference improvements. We also present new covariate-adjusted mean squared error expansions and robust bias-corrected inference procedures, with heteroskedasticity-consistent and cluster-robust standard errors. An empirical illustration and an extensive simulation study is presented. All methods are implemented in \texttt{R} and \texttt{Stata} software packages.

📄 PDF Abstract BibTeX arXiv:1809.03904

Code (2)

rdpackages-replication/CCFT_2019_RESTAT 공식 구현
rdpackages/rdrobust 공식 구현

Tasks

regression

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