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Joint Inference for the Regression Discontinuity Effect and Its External Validity

Yuta Okamoto

arXiv 30 Sep 2025 · Econometrics

arXiv:2509.26380 · PDF · Extracted main text

Abstract

The external validity of regression discontinuity (RD) designs is essential for informing policy and remains an active research area in econometrics and statistics. However, we document that only a limited number of empirical studies explicitly address the external validity of standard RD effects. To advance empirical practice, we propose a simple joint inference procedure for the RD effect and its local external validity, building on Calonico, Cattaneo, and Titiunik (2014, Econometrica) and Dong and Lewbel (2015, Review of Economics and Statistics). We further introduce a locally linear treatment effects assumption, which enhances the interpretability of the treatment effect derivative proposed by Dong and Lewbel. Under this assumption, we establish identification and derive a uniform confidence band for the extrapolated treatment effects. Our approaches require no additional covariates or design features, making them applicable to virtually all RD settings and thereby enhancing the policy relevance of many empirical RD studies. The usefulness of the method is demonstrated through an empirical application, highlighting its complementarity to existing approaches.

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45
references
126
in-text mentions
45
distinct cited
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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
1Dong, Yingying and Lewbel, Arthur (2015) Identifying the Effect of Changing the Policy Threshold in Regression Discontinuity Models1.000266100%
2Calonico, Sebastian and Cattaneo, Matias D and Titiunik, Rocio (2014) Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs1.000245100%
3Matias D. Cattaneo and Luke Keele and Rocío Titiunik and Gonzalo Vaz… (2021) Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs1.000125100%
4Yuta Okamoto and Yuuki Ozaki (2025) On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs self1.00073100%
5Joshua D. Angrist and Miikka Rokkanen (2015) Wanna Get Away? Regression Discontinuity Estimation of Exam School Effects Away From the Cutoff1.00053100%
6Marinho Bertanha and Guido W. Imbens (2020) External Validity in Fuzzy Regression Discontinuity Designs1.00053100%
7Ben Deaner and Soonwoo Kwon (2025) Extrapolation in Regression Discontinuity Design Using Comonotonicity0.73732100%
8Marinho Bertanha (2020) Regression Discontinuity Design with Many Thresholds0.64422100%
9Hahn, Jinyong and Todd, Petra and Van der Klaauw, Wilbert (2001) Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design0.64422100%
10Calonico, Sebastian and Cattaneo, Matias D and Farrell, Max H (2020) Optimal Bandwidth Choice for Robust Bias-Corrected Inference in Regression Discontinuity Designs0.64422100%

Showing the top 10 of 45 scored citations.