断点回归效应及其外部有效性的联合推断

Joint Inference for the Regression Discontinuity Effect and Its External Validity

Journal of Applied Econometrics · 2026
被引 0 · 同刊同年前 5%
人大 AABS 3

中文导读

提出一种联合推断方法,同时估计断点回归中的处理效应及其局部外部有效性(处理效应导数),并引入局部线性处理效应假设以构建外推效应的置信带,适用于多数实证研究。

Abstract

ABSTRACT The external validity of regression discontinuity designs is crucial for informing policy but is rarely examined in applied work. To advance empirical practice, we propose a joint inference procedure for the treatment effect and its local external validity, captured by the treatment effect derivative (TED), within a robust bias correction framework. We further introduce a locally linear treatment effects assumption, which extends the scope of the TED and enables identification and the construction of a uniform confidence band for extrapolated effects. These methods apply to most empirical studies. Empirical illustrations demonstrate their practical usefulness.

断点回归外部有效性处理效应导数局部线性处理效应