arXiv 8 Sep 2020 · Econometrics · publishedJournal of Business and Economic Statistics (2021) · 7 citations (OpenAlex)
arXiv:2009.03716 · PDF · DOI · OpenAlex · Extracted main text
We introduce the local composite quantile regression (LCQR) to causal inference in regression discontinuity (RD) designs. Kai et al. (2010) study the efficiency property of LCQR, while we show that its nice boundary performance translates to accurate estimation of treatment effects in RD under a variety of data generating processes. Moreover, we propose a bias-corrected and standard error-adjusted t-test for inference, which leads to confidence intervals with good coverage probabilities. A bandwidth selector is also discussed. For illustration, we conduct a simulation study and revisit a classic example from Lee (2008). A companion R package rdcqr is developed.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | –-, –- and Titiunik, R (2014) Robust nonparametric confidence intervals for regression-discontinuity designs | 1.000 | 8 | 5 | 100% |
| 2 | Lee, D. S (2008) Randomized experiments from non-random selection in us house elections | 1.000 | 8 | 4 | 100% |
| 3 | Imbens, G. and Kalyanaraman, K (2012) Optimal bandwidth choice for the regression discontinuity estimator | 1.000 | 5 | 3 | 100% |
| 4 | –-, –- and –- (2010) Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression | 0.937 | 17 | 8 | 82% |
| 5 | Kai, B., Li, R. and Zou, H (2009) Supplement material for local composite quantile regression smoothing: an efficient and safe alternative to local polynomial reg… | 0.909 | 12 | 5 | 75% |
| 6 | Calonico, S., Cattaneo, M. D. and Farrell, M. H (2018) On the effect of bias estimation on coverage accuracy in nonparametric inference | 0.874 | 6 | 2 | 100% |
| 7 | Fan, J. and Gijbels, I (1996) Local polynomial modelling and its applications | 0.843 | 4 | 4 | 75% |
| 8 | –-, –- and –- (2020) b) | 0.811 | 4 | 2 | 100% |
| 9 | –-, –-, –- and Titiunik, R (2019) Regression Discontinuity Designs Using Covariates | 0.781 | 7 | 2 | 71% |
| 10 | –- and Lemieux, T (2008) Regression discontinuity designs: A guide to practice | 0.585 | 3 | 1 | 100% |
Showing the top 10 of 21 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Regression Discontinuity Designs | 0.405 | 1 | 1 |