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 the mean 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. The identification results are interpreted 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|
|English 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
|Depositing User:||Yingying Dong|
|Date Deposited:||27. Sep 2010 03:16|
|Last Modified:||15. Feb 2013 23:25|
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