Local Polynomial Order in Regression Discontinuity Designs
断点回归设计中的局部多项式阶数选择
Treatment effect estimates in regression discontinuity (RD) designs are often sensitive to the choice of bandwidth and polynomial order, the two important ingredients of widely used local regression methods. While Imbens and Kalyanaraman and Calonico, Cattaneo, and Titiunik provided guidance on bandwidth, the sensitivity to polynomial order still poses a conundrum to RD practitioners. It is understood in the econometric literature that applying the argument of bias reduction…