Dong, Yingying (2010): Jumpy or Kinky? Regression Discontinuity without the Discontinuity.
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Regression Discontinuity (RD) models identify local treatment effects by associating a discrete change in an outcome with a corresponding discrete change in the probability of treatment at a known threshold of a running variable. This paper shows that it is possible to identify RD model treatment effects without a discontinuity. The intuition is that identification can come from a slope change (a kink) instead of a discrete level change (a jump) in the treatment probability. Formally this can be shown using L'hopital's rule. I also interpret the identification results intuitively using instrumental variable models. Estimators are proposed that can be applied in the presence or absence of a discontinuity, by exploiting either a jump or a kink.
|Item Type:||MPRA Paper|
|Original Title:||Jumpy or Kinky? Regression Discontinuity without the Discontinuity|
|Keywords:||Regression Discontinuity, Fuzzy design, Average treatment effect, Identification, Jump, Kink, Threshold|
|Subjects:||C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C21 - Cross-Sectional Models ; Spatial Models ; Treatment Effect Models ; Quantile Regressions
C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C25 - Discrete Regression and Qualitative Choice Models ; Discrete Regressors ; Proportions ; Probabilities
|Depositing User:||Yingying Dong|
|Date Deposited:||26. Sep 2010 01:02|
|Last Modified:||22. Feb 2015 23:32|
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