A Locally Linear Estimation of Regression Discontinuity

Chunrong Ai () and Meixia Meng
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Chunrong Ai: School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai 200433, China; Department of Economics, University of Florida, Gainesville, FL 32611, USA
Meixia Meng: School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai 200433, China

Frontiers of Economics in China-Selected Publications from Chinese Universities, 2011, vol. 6, issue 4, 495-506

Abstract: In this paper, we propose a locally linear estimation of a regression discontinuity model. The proposed estimator is applicable to evaluation of the effectiveness of the program treatment, and it improves upon the existing literature by providing not just the treatment effect at discontinuity but also insight of the treatment effect on those near discontinuity. Under some familiar conditions, we establish the consistency and asymptotic normality of the proposed estimator. We also provide an easy to compute consistent covariance matrix.

Keywords: Regression discontinuity; treatment effect; local linear; consistency; asymptotic normality (search for similar items in EconPapers)
JEL-codes: C14 C22 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fec:journl:v:6:y:2011:i:4:p:495-506

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