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添加377字节 、 2022年3月2日 (三) 14:49
无编辑摘要
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= = 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)。
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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 ===
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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:
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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:
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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>
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在RDD中最常见的非参数方法是局部线性回归。它的形式是:
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<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 ,
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</math>
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Y = \alpha + \tau D + \beta_{1}(X-c) + \beta_{2}D(X-c) + \varepsilon ,
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:
   
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 ,
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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。
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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.
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