断点回归的分布检验:理论与实证例子

Distributional Tests for Regression Discontinuity: Theory and Empirical Examples

Review of Economics and Statistics · 2016
被引 24
人大 AFT50ABS 4

中文导读

提出在断点回归设计中检验政策处理对整个结果分布影响的统计方法,适用于处理效应存在未观测异质性的情况,并应用于三个经典研究。

Abstract

This paper proposes consistent testing methods for examining 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 Kolmogorov-Smirnov-type and are asymptotically distribution free when the data are i.i.d. The proposed tests are applied to three seminal RD studies (Pop-Eleches & Urquiola, 2013; Abdulkadiroglu, Angrist, & Pathak, 2014; and Battistin et al., 2009).

断点回归分布检验处理效应异质性