论文标题
回归不连续设计的统一测试
A unified test for regression discontinuity designs
论文作者
论文摘要
回归不连续设计的诊断测试面临大小控制问题。我们记录了前五名经济学期刊中经验研究中对诊断限制的大规模拒绝。在59项研究中，至少有19项诊断测试被拒绝，而在收集的787个测试中，只有不到5％拒绝了无效的假设。换句话说，三分之一的研究拒绝了至少一项诊断测试，而它们的基本识别限制似乎是合理的。多次测试会导致此问题，因为每项研究的中位测试中位数高达12个。因此，我们提供统一的测试来克服大小控制问题。我们的程序基于局部多项式均值和密度估计的新的关节渐近正态性。在模拟研究中，我们的统一测试的表现优于Bonferroni校正。我们将该过程作为r软件包rdtest实施，其中有两个经验示例。
Diagnostic tests for regression discontinuity design face a size-control problem. We document a massive over-rejection of the diagnostic restriction among empirical studies in the top five economics journals. At least one diagnostic test was rejected for 19 out of 59 studies, whereas less than 5% of the collected 787 tests rejected the null hypotheses. In other words, one-third of the studies rejected at least one of their diagnostic tests, whereas their underlying identifying restrictions appear plausible. Multiple testing causes this problem because the median number of tests per study was as high as 12. Therefore, we offer unified tests to overcome the size-control problem. Our procedure is based on the new joint asymptotic normality of local polynomial mean and density estimates. In simulation studies, our unified tests outperformed the Bonferroni correction. We implement the procedure as an R package rdtest with two empirical examples in its vignettes.
