Leveraging Covariates in Regression Discontinuity Designs

Matias D. Cattaneo and Filippo Palomba

Papers from arXiv.org

Abstract: It is common practice to incorporate additional covariates in empirical economics. In the context of Regression Discontinuity (RD) designs, covariate adjustment plays multiple roles, making it essential to understand its impact on analysis and conclusions. Typically implemented via local least squares regressions, covariate adjustment can serve three main distinct purposes: (i) improving the efficiency of RD average causal effect estimators, (ii) learning about heterogeneous RD policy effects, and (iii) changing the RD parameter of interest. This article discusses and illustrates empirically how to leverage covariates effectively in RD designs.

Date: 2025-07
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2507.14311 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2507.14311

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().