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Contribution to Book
Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs
Regression Discontinuity Designs: Theory and Applications
  • Otávio Bartalotti, Iowa State University
  • Gray Calhoun, Iowa State University
  • Yang He, Iowa State University
Document Type
Book Chapter
Disciplines
Publication Version
Submitted Manuscript
Publication Date
1-1-2017
Editors
Matias D. Cattaneo, Juan Carlos Escanciano
Publisher
Emerald Publishing Limited
Place of Publication
United Kingdom
Abstract

This chapter develops a novel bootstrap procedure to obtain robust bias-corrected confidence intervals in regression discontinuity (RD) designs. The procedure uses a wild bootstrap from a second-order local polynomial to estimate the bias of the local linear RD estimator; the bias is then subtracted from the original estimator. The bias-corrected estimator is then bootstrapped itself to generate valid confidence intervals (CIs). The CIs generated by this procedure are valid under conditions similar to Calonico, Cattaneo, and Titiunik’s (2014) analytical correction – that is, when the bias of the naive RD estimator would otherwise prevent valid inference. This chapter also provides simulation evidence that our method is as accurate as the analytical corrections and we demonstrate its use through a reanalysis of Ludwig and Miller’s (2007) Head Start dataset.

Comments

This is a working paper of a chapter from Otávio Bartalotti, Gray Calhoun, Yang He, (2017), Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs, in Matias D. Cattaneo and Juan Carlos Escanciano (ed.) Regression Discontinuity Designs (Advances in Econometrics, Volume 38) Emerald Publishing Limited, pp.421 - 453. Posted with permission.

Copyright Owner
Emerald Publishing Limited
Language
en
File Format
application/pdf
Citation Information
Otávio Bartalotti, Gray Calhoun and Yang He. "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs" Regression Discontinuity Designs: Theory and Applications (2017) p. 421 - 453
Available at: http://works.bepress.com/otavio-bartalotti/10/