arrow
返回

Optimized Regression Discontinuity Designs

delete2019-05-01
delete31
delete
OA
AI
G
Guido W. Imbens *
S
Stefan Wager
DOI:10.1162/rest_a_00793delete
delete原文链接
delete分享
delete收藏
查看原文
摘要

摘要

En 中文
The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting nonparametric regression models on both sides of a treatment assignment boundary and then reporting plug-in estimates for the effect of interest. In applications, however, it is often difficult to tune the nonparametric regressions in a way that is well calibrated for the specific target of inference; for example, the model with the best global in-sample fit may provide poor estimates of the discontinuity parameter, which depends on the regression function at boundary points. We propose an alternative method for estimation and statistical inference in regression discontinuity designs that uses numerical convex optimization to directly obtain the finite-sample-minimax linear estimator for the regression discontinuity parameter, subject to bounds on the second derivative of the conditional response function. Given a bound on the second derivative, our proposed method is fully data driven and provides uniform confidence intervals for the regression discontinuity parameter with both discrete and continuous running variables. The method also naturally extends to the case of multiple running variables.
Keyword:
NONPARAMETRIC-ESTIMATION
CONFIDENCE-INTERVALS
LINEAR-ESTIMATION
INFERENCE
AVERAGE
IDENTIFICATION
MANIPULATION
ASSIGNMENT
ELECTIONS
EDUCATION
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

Review of Economics and Statistics 封面图
Review of Economics and Statistics
IF:
6.8
论文数:
3.6K
被引数:
2.1W

机构

S
Stanford University
学者数:
9.6W
论文数: 8.2W
被引数: 17.0W
引用论文

引用论文

err分享
err收藏
Prediction of Discharge in a Tidal River Using Artificial Neural Networks
err2014-08-01
err0
PREAI
errH. Hidayat; A. J. F. Hoitink; M. G. Sassi; P. J. J. F. Torfs
err分享
err收藏
Towards an integrated approach to understand Mexican cavefish evolution
err2018-08-08
err0
errOAAI
errJorge Torres-Paz; Carole Hyacinthe; Constance Pierre; Sylvie Rétaux
err分享
err收藏
Locus of Control and Assertive Behavior
err1980-12-01
err0
PREAI
errWilliam H. Replogle; R. Michael O'Bannon; Pamela W. McCullough; Linda N. Cashion
err分享
err收藏
学者 查看更多内容