论文标题

单调性下回归不连续设计的推断

Inference in Regression Discontinuity Designs under Monotonicity

论文作者

Kwon, Koohyun, Kwon, Soonwoo

论文摘要

我们为单调性提供了尖锐的回归不连续性设计(RDD)的推理过程,并可能具有多个运行变量。具体而言,我们考虑了真正的回归函数相对于(全部或某些)运行变量单调并假定位于Lipschitz平滑度类别的情况。在许多经验背景下,这种单调性条件是自然的,Lipschitz常数具有直观的解释。我们提出了最小的双面置信区间(CI)和自适应单侧CI。对于双面CI,需要研究人员选择一个Lipschitz常数,她认为这是真正的回归函数。这是唯一的调谐参数,并且由此产生的CI具有统一的覆盖范围并获得了最小值最佳长度。可以构建单方面的CI以保持所有单调函数的覆盖范围,从而在Lipschitz常数的选择方面提供了最大的可信度。此外,单调性使CI的(过剩)长度适应未知回归函数的真实Lipschitz常数。总体而言,提出的程序使得在基础回归函数的哪些条件下可以轻松查看给定估计值显着,这可以增加使用RDD方法的研究透明度。

We provide an inference procedure for the sharp regression discontinuity design (RDD) under monotonicity, with possibly multiple running variables. Specifically, we consider the case where the true regression function is monotone with respect to (all or some of) the running variables and assumed to lie in a Lipschitz smoothness class. Such a monotonicity condition is natural in many empirical contexts, and the Lipschitz constant has an intuitive interpretation. We propose a minimax two-sided confidence interval (CI) and an adaptive one-sided CI. For the two-sided CI, the researcher is required to choose a Lipschitz constant where she believes the true regression function to lie in. This is the only tuning parameter, and the resulting CI has uniform coverage and obtains the minimax optimal length. The one-sided CI can be constructed to maintain coverage over all monotone functions, providing maximum credibility in terms of the choice of the Lipschitz constant. Moreover, the monotonicity makes it possible for the (excess) length of the CI to adapt to the true Lipschitz constant of the unknown regression function. Overall, the proposed procedures make it easy to see under what conditions on the underlying regression function the given estimates are significant, which can add more transparency to research using RDD methods.

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