arXiv 21 Nov 2021 · Econometrics
arXiv:2111.10713 · PDF · DOI · OpenAlex · Extracted main text
We propose a method to remedy finite sample coverage problems and improve upon the efficiency of commonly employed procedures for the construction of nonparametric confidence intervals in regression kink designs. The proposed interval is centered at the half-length optimal, numerically obtained linear minimax estimator over distributions with Lipschitz constrained conditional mean function. Its construction ensures excellent finite sample coverage and length properties which are demonstrated in a simulation study and an empirical illustration. Given the Lipschitz constant that governs how much curvature one plausibly allows for, the procedure is fully data driven, computationally inexpensive, incorporates shape constraints and is valid irrespective of the distribution of the assignment variable.
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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 | Armstrong, Timothy B (2020) Simple and honest confidence intervals in nonparametric regression | 1.000 | 12 | 3 | 100% |
| 2 | Imbens, Guido, Wager, Stefan (2019) Optimized Regression Discontinuity Designs | 0.928 | 10 | 4 | 80% |
| 3 | Noack, Claudia, Rothe, Christoph (2019) Bias-Aware Inference in Fuzzy Regression Discontinuity Designs | 0.899 | 11 | 4 | 73% |
| 4 | Landais, Camille (2015) Assessing the Welfare Effects of Unemployment Benefits Using the Regression Kink Design | 0.874 | 9 | 2 | 100% |
| 5 | Rothe, Christoph (2018) Inference in Regression Discontinuity Designs with a Discrete Running Variable | 0.843 | 3 | 3 | 100% |
| 6 | Abadie, Alberto, Imbens, Guido W, Zheng, Fanyin (2014) Inference for Misspecified Models With Fixed Regressors | 0.811 | 4 | 2 | 100% |
| 7 | Armstrong, Timothy B (2018) Optimal Inference in a Class of Regression Models | 0.737 | 3 | 2 | 100% |
| 8 | Calonico, Sebastian, Cattaneo, Matias D, Titiunik, Rocio (2014) Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs | 0.737 | 3 | 2 | 100% |
| 9 | Card, David, Lee, David S, Pei, Zhuan, Weber, Andrea (2015) Inference on Causal Effects in a Generalized Regression Kink Design | 0.644 | 2 | 2 | 100% |
| 10 | Donoho, David L (1994) Statistical Estimation and Optimal Recovery | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 41 scored citations.