PLRD: Partially Linear Regression Discontinuity Inference

Fuente: arXiv
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Autores principales: Ghosh, Aditya, Imbens, Guido, Wager, Stefan
Formato: Preprint
Publicado: 2025
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author Ghosh, Aditya
Imbens, Guido
Wager, Stefan
author_facet Ghosh, Aditya
Imbens, Guido
Wager, Stefan
contents Regression discontinuity designs have become one of the most popular research designs in empirical economics. We argue, however, that widely used approaches to building confidence intervals in regression discontinuity designs exhibit suboptimal behavior in practice: In a simulation study calibrated to high-profile applications of regression discontinuity designs, existing methods either have systematic under-coverage or have wider-than-necessary intervals. We propose a new approach, partially linear regression discontinuity inference (PLRD), and find it to address shortcomings of existing methods: Throughout our experiments, confidence intervals built using PLRD are both valid and short. We also provide large-sample guarantees for PLRD under smoothness assumptions.
format Preprint
id arxiv_https___arxiv_org_abs_2503_09907
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle PLRD: Partially Linear Regression Discontinuity Inference
Ghosh, Aditya
Imbens, Guido
Wager, Stefan
Econometrics
Methodology
Regression discontinuity designs have become one of the most popular research designs in empirical economics. We argue, however, that widely used approaches to building confidence intervals in regression discontinuity designs exhibit suboptimal behavior in practice: In a simulation study calibrated to high-profile applications of regression discontinuity designs, existing methods either have systematic under-coverage or have wider-than-necessary intervals. We propose a new approach, partially linear regression discontinuity inference (PLRD), and find it to address shortcomings of existing methods: Throughout our experiments, confidence intervals built using PLRD are both valid and short. We also provide large-sample guarantees for PLRD under smoothness assumptions.
title PLRD: Partially Linear Regression Discontinuity Inference
topic Econometrics
Methodology
url https://arxiv.org/abs/2503.09907