Minimum distance estimator for sharp regression discontinuity with multiple running variables

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 162
Issue: C
Pages: 10-14

Authors (2)

Choi, Jin-young (not in RePEc) Lee, Myoung-jae (Korea University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In typical regression discontinuity, a running variable (or ‘score’) crosses a cutoff to determine a treatment. There are, however, many regression discontinuity cases where multiple scores have to cross all of their cutoffs to get treated. One approach to deal with these cases is one-dimensional localization using a single score on the subpopulation with all the other scores already crossing the cutoffs (“conditional one-dimensional localization approach, CON”), which is, however, inconsistent when partial effects are present which occur when some, but not all, scores cross their cutoffs. Another approach is multi-dimensional localization explicitly allowing for partial effects, which is, however, less efficient than CON due to more localizations than in CON. We propose a minimum distance estimator that is at least as efficient as CON, yet consistent even when partial effects are present. A simulation study demonstrates these characteristics of the minimum distance estimator.

Technical Details

RePEc Handle
repec:eee:ecolet:v:162:y:2018:i:c:p:10-14
Journal Field
General
Author Count
2
Added to Database
2026-01-25