A Locally Linear Estimation of Regression Discontinuity

被引：4
作者：
Ai, Chunrong [1 ,2 ]
Meng, Meixia [1 ]
机构：
[1] Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
[2] Univ Florida, Dept Econ, Gainesville, FL 32611 USA
来源：
FRONTIERS OF ECONOMICS IN CHINA | 2011年 / 6卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Regression discontinuity; treatment effect; local linear; consistency; asymptotic normality;
D O I：
10.1007/s11459-011-0144-2
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper, we propose a locally linear estimation of a regression discontinuity model. The proposed estimator is applicable to evaluation of the effectiveness of the program treatment, and it improves upon the existing literature by providing not just the treatment effect at discontinuity but also insight of the treatment effect on those near discontinuity. Under some familiar conditions, we establish the consistency and asymptotic normality of the proposed estimator. We also provide an easy to compute consistent covariance matrix.
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页码：495 / 506
页数：12
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