Isotonic regression discontinuity designs
Article Type
Research Article
Publication Title
Journal of Econometrics
Abstract
This paper studies the estimation and inference for the isotonic regression at the boundary point, an object that is particularly interesting and required in the analysis of monotone regression discontinuity designs. We show that the isotonic regression is inconsistent in this setting and derive the asymptotic distributions of boundary corrected estimators. Interestingly, the boundary corrected estimators can be bootstrapped without subsampling or additional nonparametric smoothing which is not the case for the interior point. The Monte Carlo experiments indicate that shape restrictions can improve dramatically the finite-sample performance of unrestricted estimators. Lastly, we estimate the causal effect of incumbency in U.S. House elections via the isotonic regression discontinuity design.
First Page
371
Last Page
393
DOI
https://10.1016/j.jeconom.2021.01.008
Publication Date
6-1-2023
Recommended Citation
Babii, Andrii and Kumar, Rohit, "Isotonic regression discontinuity designs" (2023). Journal Articles. 3726.
https://digitalcommons.isical.ac.in/journal-articles/3726
Comments
Open Access, Green