Inference in Regression Discontinuity Designs under Local Randomization

Matias D. Cattaneo, Rocío Titiunik, Gonzalo Vazquez-Bare

Research output: Contribution to journalArticle

23 Scopus citations

Abstract

We introduce the rdlocrand package, which contains four commands to conduct finite-sample inference in regression discontinuity (RD) designs under a local randomization assumption, following the framework and methods proposed in Cattaneo, Frandsen, and Titiunik (2015, Journal of Causal Inference 3: 1–24) and Cattaneo, Titiunik, and Vazquez-Bare (2016, Working Paper, University of Michigan, http://www-personal.umich.edu/∼titiunik/papers/ CattaneoTitiunikVazquezBare2015_wp.pdf). Assuming a known assignment mechanism for units close to the RD cutoff, these functions implement a variety of procedures based on randomization inference techniques. First, the rdrandinf command uses randomization methods to conduct point estimation, hypothesis testing, and confidence interval estimation under different assumptions. Second, the rdwinselect command uses finite-sample methods to select a window near the cutoff where the assumption of randomized treatment assignment is most plausible. Third, the rdsensitivity command uses randomization techniques to conduct a sequence of hypothesis tests for different windows around the RD cutoff, which can be used to assess the sensitivity of the methods and to construct confidence intervals by inversion. Finally, the rdrbounds command implements Rosenbaum (2002, Observational Studies [Springer]) sensitivity bounds for the context of RD designs under local randomization. Companion R functions with the same syntax and capabilities are also provided.

Original languageEnglish (US)
Pages (from-to)331-367
Number of pages37
JournalStata Journal
Volume16
Issue number2
DOIs
StatePublished - Jun 1 2016
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Mathematics (miscellaneous)

Keywords

  • Fisher's exact p-values
  • Neyman's repeated sampling approach
  • causal inference
  • finite-sample methods
  • quasi-experimental techniques
  • randomization inference
  • rdrandinf
  • rdrbounds
  • rdsensitivity
  • rdwinselect
  • regression discontinuity designs
  • st0435

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