Regression Discontinuity Design with Potentially Many Covariates

Myung Hwan Seo (myunghseo@snu.ac.kr), Yoichi Arai and Taisuke Otsu (t.otsu@lse.ac.uk)

Working Paper Series from Institute of Economic Research, Seoul National University

Abstract: This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform stably regardless of the number of covariates. The proposed methods combine the local approach using kernel weights with §¤1-penalization to handle high-dimensional covariates, and the combination is new in the literature. We provide theoretical and numerical results which illustrate the usefulness of the proposed methods. Theoretically, we present risk and coverage properties for out point estimation and inference methods, respectively. Numerically, out simulation experiments and empirical example show the robust behaviors of the proposed methods to the number of covariates in terms of bias and variance for point estimation and coverage probability and interval length for inference.

Keywords: Regression Discontinuity Design; Covariate Selection; Many Covariates; Local Lasso (search for similar items in EconPapers)
Date: 2021-09
New Economics Papers: this item is included in nep-ore
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Citations: View citations in EconPapers (6)

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Related works:
Working Paper: Regression discontinuity design with potentially many covariates (2025)
Working Paper: Regression Discontinuity Design with Potentially Many Covariates (2024)
Working Paper: Regression discontinuity design with potentially many covariates (2022)
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