6 papers · 1 filter
Evaluating Threshold Policies in Randomized Threshold Designs: A Cautionary Tale for Regression Discontinuity Designs
Shunsuke Imai, Koshi Nishida, Yuta Okamoto
Many policies assign treatment according to whether a score crosses a cutoff. Regression discontinuity (RD) designs identify the effect of treatment assignment, but the threshold p…
Uniform Confidence Bands for Infinite-Dimensional Partially Identified Parameters
Shunsuke Imai, Yuta Okamoto
Infinite-dimensional parameters are ubiquitous in empirical economics. This paper develops an Imbens--Manski--Stoye type confidence band for infinite-dimensional partially identifi…
Joint Inference for the Regression Discontinuity Effect and Its External Validity
Yuta Okamoto
The external validity of regression discontinuity designs is crucial for informing policy but is rarely examined in applied work. To advance empirical practice, we propose a joint…
Bounds on Extrapolated Treatment Effects in Regression Discontinuity Designs
Yuta Okamoto, Yuuki Ozaki
External validity is a central concern in regression discontinuity (RD) designs. To assess treatment effect heterogeneity and the representativeness of the conventional RD estimand…
Robustify and Tighten the Lee Bounds: A Sample Selection Model under Stochastic Monotonicity and Symmetry Assumptions
Yuta Okamoto
In the presence of sample selection, Lee's (2009) nonparametric bounds are a popular tool for estimating a treatment effect. However, the Lee bounds rely on the monotonicity assump…
Kernel Choice Matters for Local Polynomial Density Estimators at Boundaries
Shunsuke Imai, Yuta Okamoto
Local polynomial density (LPD) estimators are widely used for inference on boundary features of the density function. Contrary to conventional wisdom, we show that kernel choice su…