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Title: Local Polynomial Order in Regression Discontinuity Designs
Authors: Pei, Zhuan
Lee, David S.
Card, David
Weber, Andrea
Keywords: Regression Discontinuity Design
Regression Kink Design
Local Polynomial Estimation
Polynomial Order
Issue Date: Aug-2018
Series/Report no.: 622
Abstract: It has become standard practice to use local linear regressions in regression discontinuity designs. This paper highlights that the same theoretical arguments used to justify local linear regression suggest that alternative local polynomials could be preferred. We show in simulations that the local linear estimator is often dominated by alternative polynomial specifications. Additionally, we provide guidance on the selection of the polynomial order. The Monte Carlo evidence shows that the order-selection procedure (which is also readily adapted to fuzzy regression discontinuity and regression kink designs) performs well, particularly with large sample sizes typically found in empirical applications.
Appears in Collections:IRS Working Papers

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