Nonlinear and Nonseparable Structural Functions in Fuzzy Regression Discontinuity Designs
主讲人：解海天（加州大学圣地亚哥分校）
主持老师：（北大经院）王熙
参与老师：（北大经院）王一鸣、刘蕴霆
（北大国发院）沈艳、黄卓、张俊妮、孙振庭
（北大新结构）胡博
时间：2022年12月2日（周五） 10:00-11:30
地点（线上）：腾讯会议参会号码： 161-375-380
报告摘要：
Many empirical examples of regression discontinuity (RD) designs concern a continuous treatment variable, but the theoretical aspects of such models are less studied. This study examines the identification and estimation of the structural function in fuzzy RD designs with a continuous treatment variable. The structural function fully describes the causal impact of the treatment on the outcome. We show that the nonlinear and nonseparable structural function can be nonparametrically identified at the RD cutoff under shape restrictions, including monotonicity and smoothness conditions. Based on the nonparametric identification equation, we propose a three-step semiparametric estimation procedure and establish the asymptotic normality of the estimator. The semiparametric estimator achieves the same convergence rate as in the case of a binary treatment variable. As an application of the method, we estimate the causal effect of sleep time on health status by using the discontinuity in natural light timing at time zone boundaries
主讲人简介：
Haitian Xie is currently a PhD student at UCSD. His research fields are econometrics and economic theory. His studies focus on causal inference, personalized policy design, robust mechanism design, and data-based price discrimination. He has publication in Oxford Bulletin of Economics and Statistics .
