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DTSTART;TZID=UTC+1:20190312T121500
DTEND;TZID=UTC+1:20190312T133000
DTSTAMP:20190717T071628
CREATED:20190108T142522Z
LAST-MODIFIED:20190227T130255Z
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SUMMARY:ROTHE Christoph (University of Mannheim) - "Bias-Aware Inference in Fuzzy Regression Discontinuity Designs "
DESCRIPTION:\nThe Microeconometrics Seminar: Every Tuesday at 12:15 pm. \nTime: 12:15 pm – 1:30 pm\nDate: 12 th of March 2019\nPlace: Room 3001 \nROTHE Christoph (University of Mannheim) – “Bias-Aware Inference in Fuzzy Regression Discontinuity Designs ” \nAbstract: \nWe 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. (joint with Claudia Noack) \nOrganizers:\n \nLaurent DAVEZIES (Laboratoire de Microéconométrie-CREST) \nBenoît SCHMUTZ (Laboratoire de Microéconométrie-CREST) \nArne UHLENDORFF (Laboratoire de Microéconométrie-CREST) \nSponsors:\nCREST \n \n\n
URL:http://crest.science/event/toru-kitagawa-university-college-london-equality-minded-treatment-choice-2-3-2-2-2-2-2-2-3-4-2
CATEGORIES:Economics,The Microeconometrics Seminars
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