A Permutation Test for the Regression Kink Design
回归折点设计的置换检验
The regression kink (RK) design is an increasingly popular empirical method for estimating causal effects of policies, such as the effect of unemployment benefits on unemployment duration. Using simulation studies based on data from existing RK designs, we empirically document that the statistical significance of RK estimators based on conventional standard errors can be spurious. In the simulations, false positives arise as a consequence of nonlinearities in the underlying…