第36行: |
第36行: |
| | | |
| = = 方法 = = 使用 RDD 进行估计的两种最常见的方法是非参数和参数(通常是多项式回归)。 | | = = 方法 = = 使用 RDD 进行估计的两种最常见的方法是非参数和参数(通常是多项式回归)。 |
| + | |
| + | 编辑后:= = 方法 = = 使用RDD进行估计的两种最常见的方法是参数方法和非参数方法(通常是多项式回归)。 |
| | | |
| === Non-parametric estimation === | | === Non-parametric estimation === |
第47行: |
第49行: |
| The most common non-parametric method used in the RDD context is a local linear regression. This is of the form: | | The most common non-parametric method used in the RDD context is a local linear regression. This is of the form: |
| | | |
− | 在 RDD 上下文中使用的最常见的非参数方法是局部线性回归。下面是这样的形式:
| + | 在RDD上下文中使用的最常见的非参数方法是局部线性回归。下面是这样的形式: |
| | | |
| : <math> | | : <math> |
| Y = \alpha + \tau D + \beta_{1}(X-c) + \beta_{2}D(X-c) + \varepsilon , | | Y = \alpha + \tau D + \beta_{1}(X-c) + \beta_{2}D(X-c) + \varepsilon , |
| </math> | | </math> |
| + | 编辑后: |
| | | |
− | : | + | 在RDD中最常见的非参数方法是局部线性回归。它的形式是: |
| + | |
| + | <math> |
| Y = \alpha + \tau D + \beta_{1}(X-c) + \beta_{2}D(X-c) + \varepsilon , | | Y = \alpha + \tau D + \beta_{1}(X-c) + \beta_{2}D(X-c) + \varepsilon , |
| + | </math> |
| | | |
| + | Y = \alpha + \tau D + \beta_{1}(X-c) + \beta_{2}D(X-c) + \varepsilon , |
| | | |
− | :
| |
| Y = \alpha + \tau D + \beta_{1}(X-c) + \beta_{2}D(X-c) + \varepsilon , | | Y = \alpha + \tau D + \beta_{1}(X-c) + \beta_{2}D(X-c) + \varepsilon , |
| | | |
第65行: |
第71行: |
| | | |
| 其中 c 是处理截止值,d 是一个二进制变量,如果 x ge c 是一个二进制变量,如果 h 是所用数据的带宽,我们有 c-h le x le c + h。不同的斜坡和拦截符合截止线两侧的数据。通常使用矩形核心(不加权)或三角形核心。研究倾向于三角形核,而矩形核有更直接的解释。 | | 其中 c 是处理截止值,d 是一个二进制变量,如果 x ge c 是一个二进制变量,如果 h 是所用数据的带宽,我们有 c-h le x le c + h。不同的斜坡和拦截符合截止线两侧的数据。通常使用矩形核心(不加权)或三角形核心。研究倾向于三角形核,而矩形核有更直接的解释。 |
| + | |
| + | 编辑后: |
| + | |
| + | 其中c是处理临界值,D是一个二值变量, |
| | | |
| The major benefit of using non-parametric methods in an RDD is that they provide estimates based on data closer to the cut-off, which is intuitively appealing. This reduces some bias that can result from using data farther away from the cutoff to estimate the discontinuity at the cutoff.<ref name="Lee and Lemieux 2010" /> More formally, local linear regressions are preferred because they have better bias properties<ref name="Fan and Gijbels 1996"/> and have better convergence.<ref name="Porter 2003">{{cite journal |last=Porter |title=Estimation in the Regression Discontinuity Model |year=2003 |journal=Unpublished Manuscript |url=http://www.ssc.wisc.edu/~jrporter/reg_discont_2003.pdf }}</ref> However, the use of both types of estimation, if feasible, is a useful way to argue that the estimated results do not rely too heavily on the particular approach taken. | | The major benefit of using non-parametric methods in an RDD is that they provide estimates based on data closer to the cut-off, which is intuitively appealing. This reduces some bias that can result from using data farther away from the cutoff to estimate the discontinuity at the cutoff.<ref name="Lee and Lemieux 2010" /> More formally, local linear regressions are preferred because they have better bias properties<ref name="Fan and Gijbels 1996"/> and have better convergence.<ref name="Porter 2003">{{cite journal |last=Porter |title=Estimation in the Regression Discontinuity Model |year=2003 |journal=Unpublished Manuscript |url=http://www.ssc.wisc.edu/~jrporter/reg_discont_2003.pdf }}</ref> However, the use of both types of estimation, if feasible, is a useful way to argue that the estimated results do not rely too heavily on the particular approach taken. |