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Frontiers of Economics in China

Front Econ Chin    2011, Vol. 6 Issue (4) : 495-506     DOI: 10.1007/s11459-011-0144-2
research-article |
A Locally Linear Estimation of Regression Discontinuity
Chunrong Ai1(), Meixia Meng2
1. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai 200433, China; Department of Economics, University of Florida, Gainesville, FL 32611, USA; 2. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai 200433, China
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Abstract

In this paper, we propose a locally linear estimation of a regression discontinuity model. The proposed estimator is applicable to evaluation of the effectiveness of the program treatment, and it improves upon the existing literature by providing not just the treatment effect at discontinuity but also insight of the treatment effect on those near discontinuity. Under some familiar conditions, we establish the consistency and asymptotic normality of the proposed estimator. We also provide an easy to compute consistent covariance matrix.

Keywords Regression discontinuity      treatment effect      local linear      consistency      asymptotic normality     
Corresponding Authors: Chunrong Ai,Email:chunrongai@hotmail.com   
Issue Date: 05 December 2011
 Cite this article:   
Chunrong Ai,Meixia Meng. A Locally Linear Estimation of Regression Discontinuity[J]. Front Econ Chin, 2011, 6(4): 495-506.
 URL:  
http://journal.hep.com.cn/fec/EN/10.1007/s11459-011-0144-2
http://journal.hep.com.cn/fec/EN/Y2011/V6/I4/495
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