Quantile Treatment Effects in Regression Discontinuity Designs with Covariates

Yu-Chin Hsu, Chung-Ming Kuan () and Giorgio Teng-Yu Lo
Additional contact information
Chung-Ming Kuan: Department of Finance & CRETA National Taiwan University, http://www.management.ntu.edu.tw/en/Fin
Giorgio Teng-Yu Lo: Department of Economics National Tsing Hua University, http://nthu-en.web.nthu.edu.tw/bin/home.php?Lang=zh-tw

No 17-A009, IEAS Working Paper : academic research from Institute of Economics, Academia Sinica, Taipei, Taiwan

Abstract: Estimating treatment effect heterogeneity conditional on a covariate has become an important research direction for regression discontinuity (RD) designs. In this paper, we go beyond conditional average treatment effect and propose a new method to estimate the conditional quantile treatment effect (CQTE) in RD designs. The proposed CQTE estimator is based on local quantile regression and hence remains local to the cutoff. Moreover, it captures the relations between treatment effects and the covariate directly for each quantile of the outcome variable. The estimated CQTE thus allows us to assess treatment effect heterogeneity with respect to covariates and the outcome variable simultaneously. As such, the proposed procedure renders a more comprehensive picture of treatment effect in RD designs than conventional methods.

Keywords: Conditional treatment effect; Local quantile regression; Quantile treatment effect; Regression discontinuity design JEL Classification: C13; C21 (search for similar items in EconPapers)
Pages: 25 pages
Date: 2017-08
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.econ.sinica.edu.tw/~econ/pdfPaper/17-A009.pdf (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:sin:wpaper:17-a009

Access Statistics for this paper

More papers in IEAS Working Paper : academic research from Institute of Economics, Academia Sinica, Taipei, Taiwan Contact information at EDIRC.
Bibliographic data for series maintained by HsiaoyunLiu ().