IDEAS home Printed from https://ideas.repec.org/p/arx/papers/2411.07978.html
   My bibliography  Save this paper

A Note on Doubly Robust Estimator in Regression Continuity Designs

Author

Listed:
  • Masahiro Kato

Abstract

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running variable surpasses a predefined cutoff. A common approach in RD estimation is the use of nonparametric regression methods, such as local linear regression. However, the validity of these methods still relies on the consistency of the nonparametric estimators. In this study, we propose the DR-RD estimator, which combines two distinct estimators for the conditional expected outcomes. The primary advantage of the DR-RD estimator lies in its ability to ensure the consistency of the treatment effect estimation as long as at least one of the two estimators is consistent. Consequently, our DR-RD estimator enhances robustness of treatment effect estimators in RD designs.

Suggested Citation

  • Masahiro Kato, 2024. "A Note on Doubly Robust Estimator in Regression Continuity Designs," Papers 2411.07978, arXiv.org, revised Dec 2024.
  • Handle: RePEc:arx:papers:2411.07978
    as

    Download full text from publisher

    File URL: http://arxiv.org/pdf/2411.07978
    File Function: Latest version
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Sandra E. Black, 1999. "Do Better Schools Matter? Parental Valuation of Elementary Education," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 114(2), pages 577-599.
    2. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2018. "Double/debiased machine learning for treatment and structural parameters," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 1-68, February.
    3. Imbens, Guido W. & Lemieux, Thomas, 2008. "Regression discontinuity designs: A guide to practice," Journal of Econometrics, Elsevier, vol. 142(2), pages 615-635, February.
    4. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
    5. Heejung Bang & James M. Robins, 2005. "Doubly Robust Estimation in Missing Data and Causal Inference Models," Biometrics, The International Biometric Society, vol. 61(4), pages 962-973, December.
    6. Lee, David S., 2008. "Randomized experiments from non-random selection in U.S. House elections," Journal of Econometrics, Elsevier, vol. 142(2), pages 675-697, February.
    7. Joshua D. Angrist & Victor Lavy, 1999. "Using Maimonides' Rule to Estimate the Effect of Class Size on Scholastic Achievement," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 114(2), pages 533-575.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bauer, Thomas K. & Bender, Stefan & Paloyo, Alfredo R. & Schmidt, Christoph M., 2012. "Evaluating the labor-market effects of compulsory military service," European Economic Review, Elsevier, vol. 56(4), pages 814-829.
    2. Susan Athey & Guido W. Imbens, 2017. "The State of Applied Econometrics: Causality and Policy Evaluation," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 3-32, Spring.
    3. David S. Lee & Thomas Lemieux, 2010. "Regression Discontinuity Designs in Economics," Journal of Economic Literature, American Economic Association, vol. 48(2), pages 281-355, June.
    4. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
    5. Mauricio Villamizar‐Villegas & Freddy A. Pinzon‐Puerto & Maria Alejandra Ruiz‐Sanchez, 2022. "A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
    6. Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben, 2012. "The impact of naked short selling on the securities lending and equity market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 81-107.
    7. Marcos Chamon & João Manoel Pinho de Mello & Sergio Firpo, 2008. "Electoral rules, political competition and fiscal spending : regression discontinuity evidence from Brazilian municipalities," Textos para discussão 559, Department of Economics PUC-Rio (Brazil).
    8. Barone, Guglielmo & de Blasio, Guido, 2013. "Electoral rules and voter turnout," International Review of Law and Economics, Elsevier, vol. 36(C), pages 25-35.
    9. Blaise Melly & Rafael Lalive, 2020. "Estimation, Inference, and Interpretation in the Regression Discontinuity Design," Diskussionsschriften dp2016, Universitaet Bern, Departement Volkswirtschaft.
    10. Huber, Martin, 2019. "An introduction to flexible methods for policy evaluation," FSES Working Papers 504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    11. DesJardins, Stephen L. & McCall, Brian P., 2014. "The impact of the Gates Millennium Scholars Program on college and post-college related choices of high ability, low-income minority students," Economics of Education Review, Elsevier, vol. 38(C), pages 124-138.
    12. Marcos Chamon & Sergio Firpo & João M. P. de Mello & Renan Pieri, 2019. "Electoral Rules, Political Competition and Fiscal Expenditures: Regression Discontinuity Evidence from Brazilian Municipalities," Journal of Development Studies, Taylor & Francis Journals, vol. 55(1), pages 19-38, January.
    13. Wesley Hartmann & Harikesh S. Nair & Sridhar Narayanan, 2011. "Identifying Causal Marketing Mix Effects Using a Regression Discontinuity Design," Marketing Science, INFORMS, vol. 30(6), pages 1079-1097, November.
    14. repec:wiw:wiwrsa:ersa13p303 is not listed on IDEAS
    15. Raffaello Bronzini & Eleonora Iachini, 2014. "Are Incentives for R&D Effective? Evidence from a Regression Discontinuity Approach," American Economic Journal: Economic Policy, American Economic Association, vol. 6(4), pages 100-134, November.
    16. Bertanha, Marinho & Moreira, Marcelo J., 2020. "Impossible inference in econometrics: Theory and applications," Journal of Econometrics, Elsevier, vol. 218(2), pages 247-270.
    17. Marinho Bertanha & Guido W. Imbens, 2020. "External Validity in Fuzzy Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 593-612, July.
    18. Deng, Taotao & Hu, Yukun & Ma, Mulan, 2019. "Regional policy and tourism: A quasi-natural experiment," Annals of Tourism Research, Elsevier, vol. 74(C), pages 1-16.
    19. Guido de Blasio & Samuele Poy, 2014. "The impact of local minimum wages on employment: evidence from Italy in the 1950s," Temi di discussione (Economic working papers) 953, Bank of Italy, Economic Research and International Relations Area.
    20. Castro, Marcelo Araújo & Mattos, Enlinson & Patriota, Fernanda, 2016. "Spatial spillovers and political coordination in public health provision," Textos para discussão 417, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    21. Guido De Blasio & Guglielmo Barone, 2011. "Local electoral rules and political participation," ERSA conference papers ersa11p418, European Regional Science Association.

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2411.07978. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.