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STICERD Econometrics Seminar Series

Bias-aware inference in fuzzy regression discontinuity designs

Christoph Rothe (University of Mannheim), joint with Claudia Noack

Thursday 14 March 2019 14:00 - 15:30

Many of our seminars and public events this year will continue as in person or as hybrid (online and in person) events. Please check our website listings and Twitter feed @STICERD_LSE for updates.

Unless otherwise specified, in-person seminars are open to the public.

Those unable to join the seminars in-person are welcome to participate via zoom if the event is hybrid.

About this event

We consider the problem of constructing honest, or uniformly valid, confidence sets for treatment effects in fuzzy regression discontinuity designs based on local linear regression. We show that confidence sets based on conventional t-statistics cannot be honest under certain conditions commonly encountered in practice, such as weak identification or a discrete running variable. We therefore propose confidence sets based on an Anderson-Rubin-type approach. The confidence sets explicitly takes into account the finite-sample bias of the estimators from which they are constructed, and are honest under both strong and weak identification, as well as with both a discrete and a continuously distributed running variable. We illustrate our method through simulations and an empirical application.

STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, ONLINE, unless specified otherwise.

Seminar organisers: Professor Tai Otsu and Dr. Vassilis Hajivassiliou.

For further information please contact Lubala Chibwe, either by email:

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