多维RDD操作测试

IF 3.1 3区 经济学 Q2 ECONOMICS
Federico Crippa
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引用次数: 0

摘要

回归不连续设计(RDD)的因果推理模型依赖于赋值(运行)变量密度具有连续性的假设。这一含义的测试通常被称为操作测试,在应用研究中经常被报道,以加强设计的效度。多维RDD (MRDD)将RDD扩展到处理分配依赖于几个运行变量的上下文中。本文介绍了MRDD的操作测试。首先,本文建立了一个基于MRDD的因果推理理论模型,该模型用于推导运行变量的条件边际密度的可检验含义。然后,它基于对每个边缘密度分别计算的统计向量的二次形式构建对含义的检验。最后,将提出的测试与应用研究中常用的替代程序进行了比较。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Manipulation Test for Multidimensional RDD

Manipulation Test for Multidimensional RDD

The causal inference model for the regression discontinuity design (RDD) relies on assumptions that imply the continuity of the density of the assignment (running) variable. The test for this implication is commonly referred to as the manipulation test and is regularly reported in applied research to strengthen the design's validity. The multidimensional RDD (MRDD) extends the RDD to contexts where treatment assignment depends on several running variables. This paper introduces a manipulation test for the MRDD. First, it develops a theoretical model for causal inference with the MRDD, which is used to derive a testable implication on the conditional marginal densities of the running variables. Then, it constructs the test for the implication based on a quadratic form of a vector of statistics separately computed for each marginal density. Finally, the proposed test is compared with alternative procedures commonly employed in applied research.

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来源期刊
CiteScore
3.70
自引率
4.80%
发文量
63
期刊介绍: The Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed. A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers. The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.
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