Distributional Tests for Regression Discontinuity: Theory and Empirical Examples

• 成果类型: Article
• 署名作者: Shen, Shu; Zhang, Xiaohan
• 署名单位: University of California System; University of California Davis; California State University System; California State University Los Angeles
• 刊物名称: REVIEW OF ECONOMICS AND STATISTICS
• ISSN/ISSBN: 0034-6535
• DOI: 10.1162/REST_a_00595
• 发表日期: 2016-10
• 页码: 685-700
• 关键词: retirement-consumption puzzle; stochastic-dominance; RULE

摘要

This paper proposes consistent testing methods for examining the effect of a policy treatment on the whole distribution of a response outcome within the setting of a regression discontinuity design. These methods are particularly useful when a policy is expected to produce treatment effects that are heterogeneous along some unobserved characteristics. The test statistics are Kolmogorov-Smirnov-type and are asymptotically distribution free when the data are i.i.d. The proposed tests are applied to three seminal RD studies (Pop-Eleches & Urquiola, 2013; Abdulkadiroglu, Angrist, & Pathak, 2014; and Battistin et al., 2009).