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Regression discontinuity design with many thresholds

Marinho Bertanha

Journal of Econometrics, 2020, vol. 218, issue 1, 216-241

Abstract: Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average treatment effect (ATE) on the observed distribution of individuals local to existing cutoffs. However, researchers often want to make inferences on more meaningful ATEs, computed over general counterfactual distributions of individuals, rather than simply the observed distribution of individuals local to existing cutoffs. This paper proposes a consistent and asymptotically normal estimator for such ATEs when heterogeneity follows a non-parametric function of cutoff characteristics in the sharp case. The proposed estimator converges at the minimax optimal rate of root-n for a specific choice of tuning parameters. Identification in the fuzzy case, with multiple cutoffs, is impossible unless heterogeneity follows a finite-dimensional function of cutoff characteristics. Under parametric heterogeneity, this paper proposes an ATE estimator for the fuzzy case that optimally combines observations to maximize its precision.

Keywords: Regression discontinuity; Multiple cutoffs; Average treatment effect; Peer-effects (search for similar items in EconPapers)
JEL-codes: C14 C21 C52 I21 (search for similar items in EconPapers)
Date: 2020
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Related works:
Working Paper: Regression Discontinuity Design with Many Thresholds (2021) Downloads
Working Paper: Regression Discontinuity Design with Many Thresholds (2016) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:218:y:2020:i:1:p:216-241

DOI: 10.1016/j.jeconom.2019.09.010

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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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