Distributional Tests for Regression Discontinuity: Theory and Empirical Examples
2015/11/24
研討會日期 : 2015-11-24
時間 : 14:30
主講人 : Professor Shu Shen
主持人 : Professor Yu-Chin Hsu
地點 : Conference Room C103
演講者簡介 : Professor Shen received her Ph.D. in Economics from University of Texas at Austin in 2011. She is currently an Assistant Professor at University of California, Davis. Her research interests are Econometric Theory, Applied Econometrics, and Applied Microeconometrics.
演講摘要 : This paper proposes consistent testing methods that can be used to examine the effect of a policy treatment on the whole distribution of a response outcome within the setting of a regression discontinuity design. These methods are particularly useful when a policy is expected to produce treatment effects that are heterogeneous along some unobserved characteristics. The test statistics are based on local linear estimators of the reduced form distributional treatment effects. They are constructed using Kolmogorov-Smirnov-type test statistics and are asymptotically distribution-free when the data are i.i.d. The proposed tests are applied to three seminal RD studies (Pop-Eleches and Urquiola, 2013, Abdulkadirolu, Angrist, and Pathak, 2014 and Battistin, Brugiavini, Rettore, and Weber, 2009). The tests are shown to be useful complements to the classic mean regression discontinuity methods as they frequently offer more information than mean analyses.
