Regression discontinuity design with multiple groups for heterogeneous causal effect estimation

Takayuki Toda, Ayako Wakano, Takahiro Hoshino

Research output: Contribution to journalArticlepeer-review

Abstract

We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but the result is very limited in that the average treatment effects is estimable only at the threshold on the running variable. In application studies it is often the case that thresholds are different among databases from different regions or firms. For example thresholds for scholarship differ with states. The proposed estimator based on the augmented inverse probability weighted local linear estimator can estimate the average effects at an arbitrary point on the running variable between the thresholds under mild conditions, while the method adjust for the difference of the distributions of covariates among datasets. We perform simulations to investigate the performance of the proposed estimator in the finite samples.

Original languageEnglish
JournalUnknown Journal
Publication statusPublished - 2019 May 11

Keywords

  • Counterfactual
  • Double robustness
  • Heterogeneous causal effects
  • Nonparametric regression;
  • Regression discontinuity design

ASJC Scopus subject areas

  • General

Fingerprint Dive into the research topics of 'Regression discontinuity design with multiple groups for heterogeneous causal effect estimation'. Together they form a unique fingerprint.

Cite this