A unified diagnostic test for regression discontinuity designs

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Tác giả: Koki Fusejima, Takuya Ishihara, Masayuki Sawada

Ngôn ngữ: eng

Ký hiệu phân loại: 611.6 Urogenital system

Thông tin xuất bản: 2022

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 195105

Comment: for associated R package with vignettes, see https://github.com/SMasa11/rdtestDiagnostic tests for regression discontinuity design face a size-control problem. We document a massive over-rejection of the identifying restriction among empirical studies in the top five economics journals. At least one diagnostic test was rejected for 21 out of 60 studies, whereas less than 5% of the collected 799 tests rejected the null hypotheses. In other words, more than one-third of the studies rejected at least one of their diagnostic tests, whereas their underlying identifying restrictions appear valid. Multiple testing causes this problem because the median number of tests per study was as high as 12. Therefore, we offer unified tests to overcome the size-control problem. Our procedure is based on the new joint asymptotic normality of local polynomial mean and density estimates. In simulation studies, our unified tests outperformed the Bonferroni correction. We implement the procedure as an R package rdtest with two empirical examples in its vignettes.
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