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.

Filter by
Sorted by
Tagged with
1
vote
1answer
36 views

How is it decided to use Difference in Differences, Regression Discontinuity or both together (if possible) according to the policy change?

I am quite new at (quasi) natural experiment analysis, so please bear with me, and got some questions. In my research, I am planning to use one policy change which happened 2002 and treated firms are ...
0
votes
0answers
43 views

RDD in Time: How to interpret results if they strongly vary with different bandwidths?

I am using a RD design in time for a research project where I want to evaluate the impact of a policy change at a certain date (cut_date). However, I struggle with the interpretation of my results. I ...
0
votes
1answer
27 views

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 ...
0
votes
1answer
286 views

Interpreting output of RDestimate (rdd R package)

I am trying to interpret a fuzzy Regression Discontinuity Design. The output is as follows: ...
1
vote
0answers
23 views

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 ...
0
votes
0answers
22 views

Regression discontinuity design with moving cutoff

In a standard sharp regression discontinuity, the treatment status is a deterministic and discontinuos function of a covariate $x_i$. Suppose, for example, that $T_i = 0$ if $x_i\geq x_0$, and $T_i = ...
0
votes
0answers
13 views

Control group in regression discontinuity design

I apologize for being a bit vague, I'm trying to protect my ID a bit. I am looking at regression discontinuity design for a program evaluation. Specifically, within a clinic, we would like people ...
0
votes
0answers
29 views

Fuzzy Regression Discontinuity Design - small probability of treatment

I am doing a Fuzzy RDD and in my regressions I obtain strangely large coefficients. Does anyone have a suggestion how to interpret these? An example: From the second stage of an IV regression, I get ...
0
votes
0answers
29 views

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 ...
1
vote
0answers
46 views

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 $Xi$ ...
0
votes
0answers
652 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....
1
vote
0answers
31 views

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)....
0
votes
2answers
181 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 ...
1
vote
1answer
306 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 ...
1
vote
0answers
1k 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: ...
1
vote
0answers
630 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 ...
1
vote
1answer
425 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 ...
0
votes
0answers
58 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 ...
3
votes
0answers
983 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 ...
1
vote
0answers
23 views

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 ...
2
votes
1answer
5k views

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 ...
2
votes
1answer
2k views

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 ...
2
votes
0answers
632 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 ...
0
votes
0answers
45 views

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 ...
1
vote
0answers
189 views

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 ...
1
vote
1answer
1k 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 $h$, ...
5
votes
1answer
208 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 ...
1
vote
1answer
1k views

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;...
1
vote
2answers
830 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 ...
1
vote
1answer
218 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 ...
4
votes
1answer
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 ...
1
vote
0answers
127 views

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 ...
1
vote
0answers
298 views

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 ...
2
votes
0answers
303 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 "...
1
vote
0answers
93 views

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 ...
2
votes
2answers
1k 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 ...
0
votes
0answers
308 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 ...
1
vote
0answers
91 views

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 ...
3
votes
1answer
11k views

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 ...
0
votes
1answer
138 views

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, ...
3
votes
1answer
232 views

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...”. ...
3
votes
2answers
2k views

Graphical and Statistical Tests for Robustness of Sharp RD

I'm doing sharp regression discontinuity design with my treatment variable $$ D_i = \begin{cases} 1 \enspace \quad \text{if $x_i \geq \overline{x}$} \\ 0 \quad \text{otherwise} \end{cases} $$ where $\...
1
vote
1answer
148 views

Regression Discontinuity Group Level Program Evaluation

I'd like to use a regression discontinuity design to evaluate a program where the discontinuity/assignment to treatment occurs at the group level. However, I'd like to measure the outcome at the ...
2
votes
0answers
149 views

Under what circumstances is regression discontinuity preferred to differences in differences?

I am looking at the adoption of universal health care coverage for children age 6 and under in a country. The take-up rate was practically 100%. I want to know the impact of having coverage on ...
1
vote
0answers
430 views

Discontinuity Regression

I'm writing a political economy Master's thesis regarding the effects of the Euro Crisis on the rise of separatism in Spain (Catalan independence for example). The idea is to show that the Crisis has ...
1
vote
0answers
140 views

Regression discontinuity and regression to the mean

Regression discontinuity designs aren't susceptible to regression to the mean. I'm not quite sure why, though. The best I can come up with is that regression to the mean is a phenomenon that occurs ...
6
votes
1answer
5k views

Regression discontinuity design parametric versus non-parametric different result

I am using the parametric approach and non-parametric (local linear regression) approaches of regression discontinuity design (RDD) to compute the treatment effect using Stata. To get the user-...
2
votes
1answer
1k views

Regression discontinuity design versus panel cointegration

I have a panel data (21 years) and I am trying to figure out whether I should use regression discontinuity design (RDD) or panel cointegration. I do have a randomness in the assignment variable and so ...
4
votes
1answer
7k views

Fuzzy regression discontinuity design in Stata

I am currently running computations through a "Fuzzy" Regression discontinuity Design. Suppose my data are in the following form: $Z$: assignment variable; if $Z > Z_0$ then the person is assigned ...
10
votes
2answers
24k views

Graphs in regression discontinuity design in “Stata” or “R”

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