Regression Discontinuity

ECON526

Paul Schrimpf

University of British Columbia

Introduction

\[ \def\indep{\perp\!\!\!\perp} % \def\idp{\perp\kern-5pt\perp} \def\Er{\mathrm{E}} \def\var{\mathrm{Var}} \def\cov{\mathrm{Cov}} \def\R{\mathbb{R}} \def\En{{\mathbb{E}_n}} \def\Pr{\mathrm{P}} \newcommand{\norm}[1]{\left\Vert {#1} \right\Vert} \newcommand{\abs}[1]{\left\vert {#1} \right\vert} \def\inprob{{\,{\buildrel p \over \rightarrow}\,}} \def\indist{\,{\buildrel d \over \rightarrow}\,} \DeclareMathOperator*{\plim}{plim} \DeclareMathOperator*{\argmax}{arg\,max} \DeclareMathOperator*{\argmin}{arg\,min} \]

Sources and Further Reading

  • Facure (2022) chapter 16
  • Chernozhukov et al. (2024) chapter 17
  • Cattaneo, Idrobo, and Titiunik (2019) and Cattaneo, Idrobo, and Titiunik (2024)
  • https://rdpackages.github.io/

References

Cattaneo, Matias D., Nicolas Idrobo, and Rocío Titiunik. 2024. A Practical Introduction to Regression Discontinuity Designs: Extensions. Cambridge University Press. https://doi.org/10.1017/9781009441896.
Cattaneo, Matias D., Nicolás Idrobo, and Rocío Titiunik. 2019. A Practical Introduction to Regression Discontinuity Designs: Foundations. Cambridge University Press. https://doi.org/10.1017/9781108684606.
Chernozhukov, V., C. Hansen, N. Kallus, M. Spindler, and V. Syrgkanis. 2024. Applied Causal Inference Powered by ML and AI. https://causalml-book.org/.
Facure, Matheus. 2022. Causal Inference for the Brave and True. https://matheusfacure.github.io/python-causality-handbook/landing-page.html.