Joint Inference for the Regression Discontinuity Effect and Its External Validity

Fuente: arXiv
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Main Author: Okamoto, Yuta
Format: Preprint
Published: 2025
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author Okamoto, Yuta
author_facet Okamoto, Yuta
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2509_26380
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Joint Inference for the Regression Discontinuity Effect and Its External Validity
Okamoto, Yuta
Econometrics
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.
title Joint Inference for the Regression Discontinuity Effect and Its External Validity
topic Econometrics
url https://arxiv.org/abs/2509.26380