Regression Discontinuity Designs Using Covariates

By Sebastian Calonico, M. D. Cattaneo, Max H. Farrell, R. Titiunik. Review of Economics and Statistics, 2018

645 citations recorded by the source corpus.

Abstract 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. We provide an empirical illustration and an extensive simulation study. All methods are implemented in R and Stata software packages.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/46bdc52efa60d638130d02d4ad27e76c8e56f5a6

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Citations in the corpus

Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs (2018, methodology): “ provide a natural solution to this problem: RBC condence intervals and related inference procedures remain valid even when the MSE-optimal bandwidth is used (Calonico, Cattaneo, and Titiunik, 2014; Calonico, Cattaneo, Farrell, and Titiunik, 2019). In this paper, we show that this choice of bandwidt”
Rdrobust: Software for Regression-discontinuity Designs (2017, background): “…provides a wide array of estimation, inference 2017 StataCorp LLC S. Calonico, M. D. Cattaneo, M. H. Farrell, and R. Titiunik 373 RD methodological results discussed in Calonico, Cattaneo, and Farrell (Forthcoming, 2016a) and Calonico et al. (2016b, CCFT hereafter) and its supplemental appendix.”
The Incumbency Curse: Weak Parties, Term Limits, and Unfulfilled Accountability (2017, methodology): “We also show that the RD effects reported in Table 2 are robust to the inclusion of these covariates in the analysis (see Table S5; for details on the implementation of covariated-adjusted RD analyses, see Calonico et al. 2016).”
A regression discontinuity design for ordinal running variables: Evaluating central bank purchases of corporate bonds (2019, background): “Building on this interpretation, several recent works provide formal identification conditions and inferential strategies (e.g., Cattaneo, Frandsen and Titiunik, 2015; Li, Mattei and Mealli, 2015; Calonico et al., 2019).”
External Validity in Fuzzy Regression Discontinuity Designs (2019, positive): “We re-compute estimates in Tables 2 and 4 using the bandwidth selector of Calonico et al. (2018) (denoted CCFT).”
Can Technology Solve the Principal-Agent Problem? Evidence from China’s War on Air Pollution (2020, positive): “…after adjustment for seasonality and 6 Alternatively, we include covariates in the non-parametric RD analysis using the methodology developed by Calonico et al. (2019) and obtain similar results. weather, the estimated RD coefficient is precisely zero (column (2)).7 Second, we find that all…”
Enhancing Rigor in Quantitative Entrepreneurship Research (2019, neutral): “…2013), such as instrumental variable (IV) estimation (Bascle, 2008; Semadeni et al., 2014), regression discontinuity design (RDD) models (e.g., Calonico et al., 2014; 2019), difference- in- differences (DID) models (e.g., Lechner, 2011), and synthetic control methods (e.g., Abadie et al.,…”