Jump or Kink? Identification of Binary Treatment Regression Discontinuity Design without the Discontinuity

Jump or Kink? Identification of Binary Treatment Regression Discontinuity Design without the Discontinuity
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跳跃还是扭结?

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发表时间:
2014
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通讯作者:
Yingying Dong
Yingying Dong
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作者:
Yingying Dong

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标准回归不连续性(RD)设计利用治疗概率的不连续性(跳跃)来识别局部平均治疗效应(LATE)。当没有跳变或跳变很小时,RD识别失败或弱。与回归纽结设计(RKD)需要连续处理不同,本文考虑了二进制处理。本文表明,没有跳跃,人们仍然可以确定治疗效果利用斜率变化(扭结)的治疗概率。本文提供了弱的和易于测试的行为假设识别的基础上的扭结是有效的。虽然标准RD模型识别依从者的LATE,但扭结识别RD LATE的极限形式,其可被视为边际治疗效应(MTE)或边际依从者的平均效应。本文进一步讨论了一个一般模型,利用跳跃,扭结或两者兼而有之的识别,并表明,无论治疗概率有跳跃,扭结,或两者兼而有之,可以使用一个本地两阶段最小二乘(2SLS)估计。提供了一个经验应用。
Standard Regression Discontinuity (RD) designs exploit a discontinuity (a jump) in the treatment probability to identify a local average treatment effect (LATE). RD identification fails or is weak when there is no jump or the jump is small. Unlike regression kink design (RKD), which requires a continuous treatment, this paper considers a binary treatment. This paper shows that without a jump, one can still identify a treatment effect utilizing a slope change (a kink) in the treatment probability. This paper provides weak and easily testable behavioral assumptions for identification based on a kink to be valid. While the standard RD model identifies a LATE for compliers, the kink identifies a limit form of the RD LATE, which can be viewed as a marginal treatment effect (MTE) or an average effect for marginal compliers. This paper further discusses a general model that utilizes either a jump, a kink or both for identification, and shows that a local two stage least squares (2SLS) estimator can be used regardless whether the treatment probability has a jump, a kink, or both. An empirical application is provided.
DOI: 10.3386/w15211
发表时间: --
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作者:
Carneiro P
通讯作者: Carneiro P