Masayuki Sawada, Takuya Ishihara, Daisuke Kurisu, Yasumasa Matsuda
arXiv 14 Feb 2024 · Econometrics
arXiv:2402.08941 · PDF · DOI · OpenAlex · Extracted main text
We introduce a multivariate local-linear estimator for multivariate regression discontinuity designs in which treatment is assigned by crossing a boundary in the space of running variables. The dominant approach uses the Euclidean distance from a boundary point as the scalar running variable; hence, multivariate designs are handled as uni-variate designs. However, the bandwidth selection with the distance running variable is suboptimal and inefficient for the underlying multivariate problem. We handle multivariate designs as multivariate. In this study, we develop a novel asymptotic normality for multivariate local-polynomial estimators. Our estimator is asymptotically valid and can capture heterogeneous treatment effects over the boundary. We demonstrate the effectiveness of our estimator through numerical simulations. Our empirical illustration of a Colombian scholarship study reveals a richer heterogeneity of the treatment effect that is hidden in the original estimates.
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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 | Londoño-Vélez, Juliana and Rodr$ $guez, Catherine and Sánchez, Fabio (2020) Upstream and Downstream Impacts of College Merit-Based Financial Aid for Low-Income Students: Ser Pilo Paga in Colombia | 1.000 | 8 | 3 | 100% |
| 2 | Cattaneo, Matias D. and Titiunik, Rocio and Yu, Ruiqi Rae Estimation and Inference in Boundary Discontinuity Designs | 1.000 | 5 | 3 | 100% |
| 3 | Lee, David S (2008) Randomized Experiments from Non-Random Selection in U.S. House Elections | 0.928 | 4 | 3 | 100% |
| 4 | Keele, Luke J. and Titiunik, Rocío (2015) Geographic Boundaries as Regression Discontinuities | 0.811 | 4 | 2 | 100% |
| 5 | Calonico, Sebastian and Cattaneo, Matias D. and Titiunik, Rocio (2014) Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs | 0.794 | 10 | 5 | 50% |
| 6 | Devin M. Caughey and Jasjeet S. Sekhon (2011) Replication data for: Elections and the Regression-Discontinuity Design: Lessons from Close U.S. House Races, 1942-2008 | 0.644 | 3 | 2 | 67% |
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| 8 | Imbens, Guido and Kalyanaraman, Karthik (2012) Optimal Bandwidth Choice for the Regression Discontinuity Estimator | 0.585 | 5 | 3 | 20% |
| 9 | Londoño-Vélez, Juliana and Rodr$ $guez, Catherine and Sánchez, Fabio Replication package for: Upstream and Downstream Impacts of College Merit-Based Financial Aid for Low-Income Students: Ser Pilo… | 0.585 | 3 | 1 | 100% |
| 10 | Cattaneo, Matias D. and Idrobo, Nicolás and Titiunik, Rocío (2019) A Practical Introduction to Regression Discontinuity Designs: Foundations | 0.511 | 2 | 1 | 100% |
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