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Questions tagged [regression-discontinuity]

A regression discontinuity design (RDD) is an example of a quasi-experimental design in which the probability of receiving a treatment is a discontinuous functions of one or more underlying variables. Comparing observations near the discontinuity allows for the estimation of a local causal effect of the treatment on an outcome.

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McCrary test in PR election

I am exploring a RDD using the margin of victory of the winner over the runnner-up in a PR race with multiple candidates. It is not clear how/whether I should perform a density test as it is appeared ...
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Proving that average treatment effect for RDD with multiple cutoffs is a weighted average of the causal effect at each cutoff

Let $Xi$ denote the original running variable and $Ci$ be the cutoff that unit $i$ faces (e.g., the nearest cutoff). For simplicity, I consider a case where the binary treatment is assigned if $Xi$ ...
196 views

What is difference between interrupted time series and regression discontinuity design

Say that one has data over time, t, on an outcome, y. There is an event that happens at t==0....
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Placebo Thresholds in a Fuzzy Regression Discontinuity Design

Matsudaira (2008) used test scores to evaluate the impact of summer school attendance on students' performance. In this system, a student that scored less than an arbitrary grade was more likely to be ...
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Testing moderation hypothesis in regression discontinuity analysis

I am doing a regression discontinuity analysis in R (using the rdd package) and I am interested in testing a moderation hypothesis. I think that the effect of the treatment will depend on a third ...
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Fuzzy Regression Discontinuity and Instrumental Variables

What is the logic behind using an IV for a fuzzy RD?
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Treatment effect estimation: year is treatment

I want to estimate the effect of tax increase on the consumption at the regional level. I have 100 regions in pre-treatment period (year 2010) and the same regions in post-treatment period (year 2011)....
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Regression Discontinuity with binary / categorial outcomes and covariates

I want to conduct a regression discontinuity analysis on various outcomes and covariates. Some of the outcomes and almost all of the covariates of interest are binary. Furthermore 3 of my dependent ...
107 views

Regression discontinuity - optimal bandwidth choice

I have a very basic question. I would like to implement a nonparametric RD but I have a Poisson outcome variable. I would like to select the proper bandwidth and my question is about which method to ...
206 views

Testing for treatment effect hetereogeneity in regression discontinuity design

I am not a statistician or econometrician, so please bear with me. For a term paper, I am estimating local treatment effects using a regression discontinuity design, and I want to test whether the ...
803 views

2SLS Estimation for a Fuzzy Regression Discontinuity Design

I am using a Fuzzy Regression Discontinuity Design for the first time and this maybe a very basic question to some. I am estimating the Fuzzy RD with 2SLS. Suppose, my data is of the following form: ...
455 views

Interaction Term in Fuzzy RD

I'm hoping someone can help me understand the intuition behind the interaction term in a fuzzy RD model. The setup is as follows: $x$ = rating variable with discontinuity at $x = k$ $D$ = dummy=1 if ...
217 views

Interpreting log discontinuity in the density from McCrary test

In the article by Justin McCrary "Manipulation of the running variable in the regression discontinuity design: A density test" (2008) he estimates log discontinuity in the density of democratic vote ...
51 views

Identifying within-individual treatment effect with RDD-style models

I have panel data with various products as individuals, observed over some period of time, and the plausibly exogenous (in this case) entry of competing products as "treatment". Treatment timing ...
670 views

Difference-in-Discontinuities Design

Recently I came across the paper written by Grembi et al. (2016) and thought the methodology employed by them, Difference-in-Discontinuities Design (a combination of Regression Discontinuity and ...
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Why functional specification is important in RDD setting?

I'm reading Clark(2009) paper regarding the impact of education reform on school performance. The rule is that the school initiated a democratic vote at first and if 50% of students vote in favor of ...
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difference in difference vs regression discontinuity

What is the critical differences between Diff-in-diff and regression discontinuity? I understood how those worked but still not clear with the differences. I googled and looked up some papers which ...
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Is regression discontinuity a form of instrumental variable regression?

I understand that regression discontinuity determines changes in the fitted line (or coefficient) at the point in a variable which defines whether the person received the treatment/intervention. It ...
547 views

Fuzzy RDD in Stata with two cutoff points

I am running a Fuzzy Regression Discontinuity Design using 2SLS. If I specified the model (and most importantly the IVs) correctly as i have never worked on a RDD before. The difference to the usual ...
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Sharp Regression Discontinuity (RD) for one part of the sample, RCT for another?

I have a study where schools' 4th graders are randomized into treated and controls (at the school level, i.e. there are treatment and control schools). Within each treated school, treatment follows a ...
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question about the choice of bandwidth in RDD

I'm doing a research using the idea of regression discontinuity design. What confuses me is that whether I should choose a bandwidth if I use an IV approach to estimate in a fuzzy RD. I know that it's ...
974 views

Bins in Regression Discontinuity Designs

Lee and Lemieux (p. 31, 2009) suggest the researcher to also present graphs while doing Regression discontinuity design analysis. They suggest the following procedure: "...for some bandwidth $h$, ...
169 views

Quantile Regression with Regression Discontinuity

Sort of a methodological question: If one has an exogenous binary treatment and a continuous outcome variable Y and wants to estimate quantile treatment effects by exploiting a (sharp) discontinuity ...
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Fuzzy Regression Discontinuity Design (fuzzy RDD)

I am doing fuzzy RDD recently and I am facing some challenging moment dealing with Stata. I am using the command -rdplot- and -rdrobust-. I have some questions regarding the fuzzy RDD and the commands;...
758 views

RDD forcing variable = year

I am currently researching a gift-tax reform and have just found out that I will also get pre-reform data. I am wondering what people think about using the time of the reform as a forcing variable in ...
195 views

Statistical test whether to use Sharp or Fuzzy Regression Discontinuity Design

Is there a statistical test that would allow me to test whether I should use a sharp or fuzzy regression discontinuity design? Intuitively, I can think of two decision rules: (i) Test whether the ...
3k views

Fixed effects in regression discontinuity design

I want to do a non parametric RDD type analysis to know the impact of an intervention (a single dummy variable) on an outcome variable. I have several 'boundaries' (which are actually different ...
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Changing polynomial degrees leads to different coefficients in Fuzzy RDD

I am running a Fuzzy RDD and I am getting some unusual results, the coefficient of interest changes sign and significance with different polynomial specifications. When using a linear polynomial ...
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Regression Discontinuity on Stata with a discrete assignment variable and excluded data at the cutoff

I am looking at a treatment effect of an intervention on a cutoff of age, where age data is only available discrete as year of birth. Due to this, people who turned the cutoff age during the study ...
290 views

What is an alternative to Regression Discontinuity if the forcing variable is dichotomous?

We conducted a pilot study where we used a validated scoring instrument to test for self-reported depression. The instrument does not have a quantitative cut-off, though- it's more to the effect of "...
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How to apply non-parametric methods to panel data? “The Elite Illusion: Achievment Effects at Boston and New York Exam Schools”

I'm studying this paper The Elite Illusion: Achievment Effects at Boston and New York Exam Schools. There the authors use a fuzzy regression discontinuity design experiment to assess the ATE of going ...
965 views

Regression discontinuity design with multiple cutoffs

When we have an RD with multiple cutoffs, and we pool all observations and estimate the treatment effect across cutoffs, what does the pooled estimate identify? I have found one paper using a RDD ...
265 views

Worryingly Huge Coefficients with Regression Discontinuity Design

I am running a regression discontinuity design for a project in the early stages. I'm unable to share the data or printouts at this point, for which I apologize, but hopefully the general issue I'm ...
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Regresson Discontinuity - design questions

I am considering a regression discontinuity design (RD) where the "treatment" has a definite sorting rule (below the threshold, you are not fined - above the threshold, you are fined). The outcome I ...
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Fuzzy RDD issue

I am fairly new to econometrics and maybe this is a very basic question to some. I am running a Fuzzy Regression Discontinuity (RD) design in Stata and I am having doubts about whether I am ...
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how to estimate heterogeneous effects?

I have a dataset where I run regression discontinuity with the following code: xi: reg work post i.post|m i.post|m2 age age2 age3 immig primary hsgrad univ sib pleave i.q if m>-10 & m<9, ...
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Regression discontinuity

I am analyzing some Stata code for a regression discontinuity analysis. The results of this analysis are presented in table 5 of the Online appendix to “The Effects of a Universal Child Benefit...”. ...
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Fuzzy regression discontinuity design and exclusion restriction

In a fuzzy regression discontinuity design, what does the exclusion restriction look like in terms of a conditional expectation between the instrument in the first stage and the error term in the ...
2k views

Regression discontinuity versus matching with spatial discontinuity

I am interested in using a spatial research design. Imagine a line, like a time zone line. For example, in the United States, the line that makes between Eastern Standard Time and Central Standard ...
I am currently working on a segmented regression model with two variables $(x_i,y_i)$ for $i = 1..N$. The model should take the form: $y_i = \beta_0 + \beta_1 x_i \quad$ for $x_i < x_{crit}$ \$y_i ...