Showing 1 - 9 of 9
This paper proposes an asymptotically valid permutation test for a testable implication of the identification assumption in the regression discontinuity design (RDD). Here, by testable implication, we mean the requirement that the distribution of observed baseline covariates should not change...
Persistent link: https://www.econbiz.de/10011282791
In the regression discontinuity design, it is common practice to asses the credibility of the design by testing whether the means of baseline covariates do not change at the cutoff (or threshold) of the running variable. This practice is partly motivated by the stronger implication derived by...
Persistent link: https://www.econbiz.de/10011522382
We show that the Anderson-Rubin (AR) statistic is the sum of two independent piv-otal statistics. One statistic is a score statistic that tests location and the other statistictests misspecification. The chi-squared distribution of the location statistic has a degreesof freedom parameter that is...
Persistent link: https://www.econbiz.de/10011326948
Persistent link: https://www.econbiz.de/10011923477
In the regression discontinuity design (RDD), it is common practice to asses the credibility of the design by testing whether the means of baseline covariates do not change at the cutoff (or threshold) of the running variable. This practice is partly motivated by the stronger implication derived...
Persistent link: https://www.econbiz.de/10011645890
This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. Each marginal independence model corresponds to a particular factorization of the cell probabilities and a conjugate analysis based on Dirichlet prior can be performed. We...
Persistent link: https://www.econbiz.de/10010343831
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