 Regression Discontinuity with Errors in the Running Variable: Effect on Truthful MarginJournal of Econometric Methods, 2017, vol. 6, issue 1, 8 Abstract: In regression discontinuity (RD) with a running variable S crossing a known cutoff c, an unexpectedly small break magnitude is due to S being a mis-measured version of the genuine running variable G. Has all been lost, and is RD useless when G≠S? This paper proves three things. First, when P(G=S)=0, nonparametric RD identification fails. Second, when P(G=S)>0, although the usual RD effect on the margin E(·|G=c) is not nonparametrically identified, the “effect on the truthful margin” E(·|G=S=c) is. Third, under a no-selection-problem assumption, the effect on the truthful margin becomes the effect on the margin; the no-selection-problem assumption is unnecessary, as long as the effect on the truthful margin is taken as a parameter of interest. Keywords: identification; measurement error; regression discontinuity; sample selection (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:bpj:jecome:v:6:y:2017:i:1:p:8:n:8 Ordering information: This journal article can be ordered from Access Statistics for this article Journal of Econometric Methods is currently edited by Tong Li and Zhongjun Qu More articles in Journal of Econometric Methods from De Gruyter |
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