Bootstrap confidence intervals for sharp regression discontinuity designs

Otávio Bartalotti, Gray Calhoun, Yang He

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

9 Citations (Scopus)

Abstract

This chapter develops a novel bootstrap procedure to obtain robust biascorrected 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.

Original languageEnglish
Title of host publicationRegression Discontinuity Designs
Subtitle of host publicationTheory and Application
EditorsMatias D. Cattaneo, Juan Carlos Escanciano
Place of PublicationBingley UK
PublisherEmerald Group Publishing Limited
Pages421-453
Number of pages33
Edition1st
ISBN (Electronic)9781787147294, 9781787143890
ISBN (Print)9781787143906
DOIs
Publication statusPublished - 2017
Externally publishedYes

Publication series

NameAdvances in Econometrics
Volume38
ISSN (Print)0731-9053

Keywords

  • Bias correction
  • Iterated bootstrap
  • Regression discontinuity
  • Wild bootstrap

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