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Regression Discontinuity Designs Using Covariates

Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell, Rocio Titiunik

arXiv 11 Sep 2018 · Econometrics · publishedThe Review of Economics and Statistics (2018) · 670 citations (OpenAlex)

arXiv:1809.03904 · PDF · DOI · OpenAlex · Extracted main text

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. An empirical illustration and an extensive simulation study is presented. All methods are implemented in R and Stata software packages.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Lee, D. S (2008) Randomized Experiments from Non-random Selection in U.S0.73732100%
2height .65ex depth -.6ex width 3em\ (2018) b), On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference0.64441100%
3Calonico, S., Cattaneo, M. D., and Titiunik, R (2014) Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs self0.64441100%
4Ludwig, J., and Miller, D. L (2007) Does Head Start Improve Children's Life Chances? Evidence from a Regression Discontinuity Design0.64422100%
5Calonico, S., Cattaneo, M. D., and Farrell, M. H (2018) a), Coverage Error Optimal Confidence Intervals self0.58531100%
6Arai, Y., and Ichimura, H (2018) Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator0.51121100%
7Cattaneo, M. D., Titiunik, R., and Vazquez-Bare, G (2017) Comparing Inference Approaches for RD Designs: A Reexamination of the Effect of Head Start on Child Mortality self0.51121100%
8Imbens, G. W., and Kalyanaraman, K (2012) Optimal Bandwidth Choice for the Regression Discontinuity Estimator0.51121100%
9Bartalotti, O., and Brummet, Q (2017) Regression Discontinuity Designs with Clustered Data, in0.40511100%
10Calonico, S., Cattaneo, M. D., Farrell, M. H., and Titiunik, R (2017) rdrobust: Software for Regression Discontinuity Designs self0.40511100%

Showing the top 10 of 24 scored citations.

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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Flexible Covariate Adjustments in Regression Discontinuity DesignsFirst version: July 16, 2021. This version: . We thank Sebastian Calonico, Michal Kolesár, Thomas Lemieux, Jonathan Roth, Vira Semenova, Stefan Wager, Daniel Wilhelm, Andrei Zeleneev, and numerous conference and seminar participants for helpful comments and suggestions. We thank Tobias Grobölting and Merve Ögretmek for excellent research assistance. The authors gratefully acknowledge financial support by the European Research Council (ERC) through grant SH1-77202. The second author also gratefully acknowledges support from the European Research Council ERC through grant SH-1852332. Author contact information: Claudia Noack, Department of Economics, University of Bonn1.00094
2Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs1.00074
3Inference in Regression Discontinuity Designs with High-Dimensional CovariatesFirst version: October 26, 2021. This version: . The authors gratefully acknowledge financial support by the European Research Council (ERC) through grant SH1-77202. Computations for this work were done in part using resources of the Leipzig University Computing Centre. Author contact information: Alexander Kreiß, Mathematical Institute, Leipzig University and Department of Statistics, London School of Economics0.950145
4Regression Discontinuity Design under Self-selection0.92843
5Leveraging Covariates in Regression Discontinuity Designs0.87462
6Principled estimation of regression discontinuity designs0.81142
7Covariate Adjustment in Regression Discontinuity Designs0.81142
8Placebo Discontinuity Design0.79463
9A Practical Introduction to Regression Discontinuity Designs: Extensions0.73732
10A Guide to Regression Discontinuity Designs in Medical Applications0.69351