We investigate the consequences of discreteness in the assignment variable in regression-discontinuity designs for cases where the outcome variable is itself discrete. We find that constructing confidence intervals that have the correct level of coverage in these cases is sensitive to the...

We investigate the consequences of discreteness in the assignment variable in regression-discontinuity designs for cases where the outcome variable is itself discrete. When the assignment variable is discrete, standard confidence intervals do not have the nominal level of coverage, but...

In a fuzzy regression discontinuity (RD) design, the probability of treatment jumps when a running variable (R) passes a threshold (R0). Fuzzy RD estimates are obtained via a procedure analogous to two-stage least squares (2SLS), where an indicator I(R R0) plays the role of the instrument....

There exists a useful framework for jointly implementing Durbin-Wu-Hausman exogeneity and Sargan-Hansen overidenti cation tests, as a single arti cial regression. This note sets out the framework for linear models and discusses its extension to non-linear models. It also provides an empirical...