Isotonic regression discontinuity designs

Andrii Babii and Rohit Kumar

Journal of Econometrics, 2023, vol. 234, issue 2, 371-393

Abstract: This paper studies the estimation and inference for the isotonic regression at the boundary point, an object that is particularly interesting and required in the analysis of monotone regression discontinuity designs. We show that the isotonic regression is inconsistent in this setting and derive the asymptotic distributions of boundary corrected estimators. Interestingly, the boundary corrected estimators can be bootstrapped without subsampling or additional nonparametric smoothing which is not the case for the interior point. The Monte Carlo experiments indicate that shape restrictions can improve dramatically the finite-sample performance of unrestricted estimators. Lastly, we estimate the causal effect of incumbency in U.S. House elections via the isotonic regression discontinuity design.

Keywords: Regression discontinuity designs; Shape restrictions; Monotonicity; Isotonic regression; Boundary point; Wild bootstrap (search for similar items in EconPapers)
JEL-codes: C14 C31 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Related works:
Working Paper: Isotonic Regression Discontinuity Designs (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:234:y:2023:i:2:p:371-393

DOI: 10.1016/j.jeconom.2021.01.008

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