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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Fuzzy or sharp RDD?
I am looking at the causal effect of a Danish retirement reform, where individuals born after 1954 have an increased normal retirement age. Therefore, the cutoff of the treatment is clear. However, ...
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Control Variables in RD design
There is a large concern about using control variables that are not predetermined (i.e. may be affected by a treatment), in DID and Matching approaches.
How is this in an RD approach after the newest ...
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Fuzzy RDD: Small jump in discontinuity in treatment probability
I am new to econometrics and am trying to estimate the effect of receiving a conditional cash transfer (CCT) in a fuzzy RDD. The threshold for receiving the CCT changes over the years, which is why I ...
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Confounding variables are nested with treatment, not able to be measured, how to address the influence from confounding factors?
We gathered driving data from two cohorts of drivers belonging to the same age group. The first cohort, Group A, utilized System A (treatment group), whereas Group B drove vehicles without this system ...
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Fuzzy RDD and IV
I understand the close analogy between a fuzzy RDD and Instrumental Variables estimation. This is clearest in the Wald Estimator. Here is the Fuzzy RDD equation:
And here is the (manual) estimation ...
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Trouble interpreting a discontinuity model
The above picture is an excerpt from a paper I am reading. (Roads and Loans, Review of Financial Studies). I think based on the reporting of the results from the authors, beta1 is their interest. But ...
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Is it possible to do regression discontinuity (RDD) with different treatment intensities?
My question arises from an assignment rule which gives monetary transfers to cities with a population of less than 25,000 inhabitants. However, the transfer varies between cities depending on its ...
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Can someone help me understand this regression model?
The above picture is an excerpt from a paper I am reading. (Roads and Loans, Review of Financial Studies). I think based on the reporting of the results from the authors, beta1 is their interest? Is ...
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method like rdd for binary outcome variable?
I'm currently writing my first empirical term paper and would like to model the following relationship.
I'm mainly interested how government spending, which regions are mostly only eligible to if ...
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Can I use DiD for a RDD design? (treatment determined by threshold)
is it possible to apply a Difference-in-Differences method for a quasi-experiment that determines treatment by a threshold? All schools below a certain API rank are treated the rest is not (control). ...
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Replicate a RDD study with a DiD
I am master student and new in this field.
I would like to replicate a study that uses a threshold for treatment to estimate the causal effect of X on Y. Consequently, in the original paper the RDD ...
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Regression discontinuity design when only one value is below or above threshold
I conduct a RDD with age as continuous running variable. My threshold is 18 (sharp). I observe people between 17 and 80. Thus I ...
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How many observations do I need to run an event study?
This is the first time that I will run an event study but I am afraid I have only a few observations. Do you know what would be considered appropriate (as a minimum number) to start with? Thanks
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Does "Regression Discontinuity" Require the Presence of an Intervention?
I have been trying to learn more about "Regression Discontinuity". This appears to be a statistical method designed at testing the effectiveness of some sort of intervention. The Wikipedia ...
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How does one define what measure to use for a Regression Discontinuity design?
For example I am looking at the effectiveness of a reading learning program for 3rd graders.
How do I define an acceptable cutoff measure? Do I look at accepted reading assessment tests, such as ...
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Regression discontinuity vs propensity score matching
I have recently read some pieces suggesting that regression discontinuity designs could be the best statistical approach for causal inference stemming from non-randomized studies (eg 1 and 2).
However,...
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Interrupted Time Series with Unevenly Distributed Samples
I'm working on causal inference using Interrupted Time Series Design. I have multiple samples per day and am selecting my analysis bandwidth based on pre-treatment RMSE on leave-on-out cross ...
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Why do my model visualization and model estimates not match (R, ggplot)?
I am studying the relationship between government fiscal balances (BAL) and bond yields (LTINT). I have a simple regression discontinuity model with a numerical variable (BAL), a dummy (SGP: breach/...
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Why and when would you use Regression Discontuinity (RD) instead of a linear model with a dummy?
More specifically, why can't you just run an OLS with a dummy for the treatment group, instead of a RD. What complications might arise when you do so? And as an extension of that, what criteria's do ...
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Question about STATA RDROBUST command usage (Regression Discontinuity Design)
I am using the Stata rdrobust command for RDD analysis, aiming to perform a two-stage analysis. The first stage is to model the probability of receiving the treatment at cut-off and the second stage ...
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Defining a binary treatment based on a proportion
I want to explore the effect of bringing in more female students into a classroom on the existing individual students' performance using a panel dataset. However, there is no particular policy change ...
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Is this dataset suitable for regression discontinuity?
I have a panel following 300 units in which the treatment variable $D$ depends on a continuous running variable $R$. Concretely, $D=1$ if $R>=0$ and $D=0$ if $R<0$. Despite having a low number ...
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How do I interpret the output of a fuzzy regression discontinuity with rdd_gen_reg in R's rddtools?
I'm running a fuzzy regression discontinuity in R. I'm trying to understand the interpretation of each coefficient in the regression output.
I know that x is the effect of the running variable on the ...
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How to use causal inference to understand the impact of COVID-19 on different groups?
I'm experienced in data science but new to causal methods. I'm trying to figure out how to frame a question I want to investigate in a causal way.
I'm interested in seeing if COVID-19 has impacted two ...
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Quasi-experiment analysis
I have 5-year sales information from a grocery store in Canada. I want to check the effect of an online campaign that happened in 2017 on food sales. My treatment group is people living in urban areas....
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Estimating LATE from RDD using OLS - Have I understood it correctly?
I am currently running a project using RDD in STATA where I am unable to use the handy "rdrobust" command, and hence have to use the conventional "regress" function instead, i.e., ...
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Optimal bandwidth for discontinuity regression with Bernoulli
I'm trying to run a discontinuity regression to explain a binary outcome. The problem is I do not know how to get the optimal bandwidth.
I've tried to use the ...
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How is it decided to use Difference-in-Differences, Regression Discontinuity or both together (if possible) according to a policy change?
I am quite new at (quasi) natural experiment analysis, so please bear with me and my questions.
In my research, I am planning to exploit a policy change which happened in the year 2002. Treated firms ...
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Why would complete manipulation on running variable result in misidentification of treatment effect
Why would complete manipulation on running variable result in misidentification of treatment effect and why the partial manipulation may not. i.e. why is density test necessary?
May someone gives an ...
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Interpreting output of RDestimate (rdd R package)
I am trying to interpret a fuzzy Regression Discontinuity Design.
The output is as follows:
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Inverting regression discontinuity assumptions: is this a valid approach?
A key assumption of regression discontinuity designs is that respondents have little to no control over assignment. I inverted this assumption to test whether reductions in workers' compensation ...
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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 $Xi$ ...
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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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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 - 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 ...
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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 ...
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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:
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 $h$, ...
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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;...
