Empirical Likelihood For Regression Discontinuity Design

This paper proposes empirical likelihood based inference methods for causal effects identified from regression discontinuity designs. The authors consider both the sharp and fuzzy regression discontinuity designs and treat the regression functions as nonparametric. The proposed inference procedures do not require asymptotic variance estimation and the confidence sets have natural shapes, unlike the conventional Wald-type method. These features are illustrated by simulations and an empirical example which evaluates the effect of class size on pupils' scholastic achievements. Bandwidth selection methods, higher-order properties, and extensions to incorporate additional covariates and parametric functional forms are also discussed.

Provided by: Yale University Topic: Big Data Date Added: May 2011 Format: PDF

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