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Testing monotonicity of conditional treatment effects under regression discontinuity designs
Journal of Applied Econometrics  ( IF 2.3 ) Pub Date : 2020-12-07 , DOI: 10.1002/jae.2805
Yu‐Chin Hsu 1, 2, 3, 4 , Shu Shen
Affiliation  

Researchers are often interested in the relationship between treatment effects and observed individual heterogeneity. This paper proposes the first nonparametric monotonicity test for conditional treatment effects under the popular regression discontinuity framework. The proposed test examines whether the average treatment effect or the local average treatment effect has a monotonic relationship with some of the observed individual characteristics. We show consistency and asymptotic uniform size control of the proposed test, and apply the test to study treatment effect heterogeneity in two empirical settings.

中文翻译:

在回归不连续设计下测试条件治疗效果的单调性

研究人员通常对治疗效果和观察到的个体异质性之间的关系感兴趣。本文提出了第一个非参数单调性检验,用于在流行的回归不连续性框架下进行条件治疗效果。建议的测试检查平均治疗效果或局部平均治疗效果是否与某些观察到的个体特征具有单调关系。我们展示了拟议测试的一致性和渐近统一大小控制,并将该测试应用于研究两种经验设置下的治疗效果异质性。
更新日期:2020-12-07
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