Return to search

Regression Discontinuity Design with Covariates

This thesis studies regression discontinuity designs with the use of additional covariates for estimation of the average treatment effect. We prove asymptotic normality of the covariate-adjusted estimator under sufficient regularity conditions. In the case of a high-dimensional setting with a large number of covariates depending on the number of observations, we discuss a Lasso-based selection approach as well as alternatives based on calculated correlation thresholds. We present simulation results on those alternative selection strategies.:1. Introduction
2. Preliminaries
3. Regression Discontinuity Designs
4. Setup and Notation
5. Computing the Bias
6. Asymptotic Behavior
7. Asymptotic Normality of the Estimator
8. Including Potentially Many Covariates
9. Simulations
10. Conclusion

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:87909
Date07 November 2023
CreatorsKramer, Patrick
ContributorsKreiß, Alexander, Universität Leipzig
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/acceptedVersion, doc-type:masterThesis, info:eu-repo/semantics/masterThesis, doc-type:Text
Rightsinfo:eu-repo/semantics/openAccess

Page generated in 0.0023 seconds