A Locally Linear Estimation of Regression Discontinuity

Chunrong Ai; Meixia Meng

doi:10.1007/s11459-011-0144-2

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Front. Econ. China ›› 2011, Vol. 6 ›› Issue (4) : 495-506. DOI: 10.1007/s11459-011-0144-2

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A Locally Linear Estimation of Regression Discontinuity

Chunrong Ai¹ ,
Meixia Meng²

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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

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Chunrong Ai, Meixia Meng. A Locally Linear Estimation of Regression Discontinuity. Front Econ Chin, 2011, 6(4): 495‒506 https://doi.org/10.1007/s11459-011-0144-2