Testing monotonicity of conditional treatment effects under regression discontinuity designs
提出首个非参数单调性检验,用于断点回归框架下检验平均处理效应或局部平均处理效应是否随个体特征单调变化,并应用于两个实证案例。
Summary Researchers are often interested in the relationship between treatment effects and observed individual heterogeneity. This paper proposes the first nonparametric monotonicity test for conditional treatment effects under the popular regression discontinuity framework. The proposed test examines whether the average treatment effect or the local average treatment effect has a monotonic relationship with some of the observed individual characteristics. We show consistency and asymptotic uniform size control of the proposed test, and apply the test to study treatment effect heterogeneity in two empirical settings.