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Regression Discontinuity Designs Using Covariates

Authors :
Calonico, Sebastian
Cattaneo, Matias D.
Farrell, Max H.
Titiunik, Rocio
Source :
Review of Economics and Statistics, 101(3), 442--451, 2019
Publication Year :
2018

Abstract

We study regression discontinuity designs when covariates are included in the estimation. We examine local polynomial estimators that include discrete or continuous covariates in an additive separable way, but without imposing any parametric restrictions on the underlying population regression functions. We recommend a covariate-adjustment approach that retains consistency under intuitive conditions, and characterize the potential for estimation and inference improvements. We also present new covariate-adjusted mean squared error expansions and robust bias-corrected inference procedures, with heteroskedasticity-consistent and cluster-robust standard errors. An empirical illustration and an extensive simulation study is presented. All methods are implemented in \texttt{R} and \texttt{Stata} software packages.

Details

Database :
arXiv
Journal :
Review of Economics and Statistics, 101(3), 442--451, 2019
Publication Type :
Report
Accession number :
edsarx.1809.03904
Document Type :
Working Paper