Université de Fribourg

Including Covariates in the Regression Discontinuity Design

Frölich, Markus ; Huber, Martin

In: Journal of Business and Economic Statistics, 2019, vol. 37, no. 4, p. 736-748

This article proposes a fully nonparametric kernel method to account for observed covariates in regression discontinuity designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates reduces the asymptotic variance and allows estimating the treatment effect at the rate of one- dimensional nonparametric regression, irrespective of the...

Consortium of Swiss Academic Libraries

Isotone additive latent variable models

Sardy, Sylvain ; Victoria-Feser, Maria-Pia

In: Statistics and Computing, 2012, vol. 22, no. 2, p. 647-659