多维断点回归设计中的操纵检验

Manipulation Test for Multidimensional RDD

Journal of Applied Econometrics · 2025
被引 0
人大 AABS 3

中文导读

为多维断点回归设计提出一种操纵检验方法,通过检验分配变量的条件边际密度连续性来验证设计有效性,并对比了常用替代方法。

Abstract

ABSTRACT The causal inference model for the regression discontinuity design (RDD) relies on assumptions that imply the continuity of the density of the assignment (running) variable. The test for this implication is commonly referred to as the manipulation test and is regularly reported in applied research to strengthen the design's validity. The multidimensional RDD (MRDD) extends the RDD to contexts where treatment assignment depends on several running variables. This paper introduces a manipulation test for the MRDD. First, it develops a theoretical model for causal inference with the MRDD, which is used to derive a testable implication on the conditional marginal densities of the running variables. Then, it constructs the test for the implication based on a quadratic form of a vector of statistics separately computed for each marginal density. Finally, the proposed test is compared with alternative procedures commonly employed in applied research.

多维断点回归操纵检验条件边际密度二次型统计量