Local Polynomial Order in Regression Discontinuity Designs

Zhuan Pei, David Lee, David Card and Andrea Weber
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David Lee: Princeton University and NBER

Working Papers from Princeton University, Department of Economics, Industrial Relations Section.

Abstract: It has become standard practice to use local linear regressions in regression discontinuity designs. This paper highlights that the same theoretical arguments used to justify local linear regression suggest that alternative local polynomials could be preferred. We show in simulations that the local linear estimator is often dominated by alternative polynomial specifications. Additionally, we provide guidance on the selection of the polynomial order. The Monte Carlo evidence shows that the order-selection procedure (which is also readily adapted to fuzzy regression discontinuity and regression kink designs) performs well, particularly with large sample sizes typically found in empirical applications.

Keywords: Regression Discontinuity Design; Regression Kink Design; Local Polynomial Estimation; Polynomial Order (search for similar items in EconPapers)
Date: 2018-08
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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: Local Polynomial Order in Regression Discontinuity Designs (2022)
Working Paper: Local Polynomial Order in Regression Discontinuity Designs (2020)
Working Paper: Local Polynomial Order in Regression Discontinuity Design (2020)
Working Paper: Local Polynomial Order in Regression Discontinuity Designs (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:pri:indrel:622

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