{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,5]],"date-time":"2025-10-05T04:18:53Z","timestamp":1759637933233},"reference-count":29,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2017,5,9]],"date-time":"2017-05-09T00:00:00Z","timestamp":1494288000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":["www.cambridge.org"],"crossmark-restriction":true},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2018,6]]},"abstract":"<jats:p>This paper studies the validity of nonparametric tests used in the regression discontinuity design. The null hypothesis of interest is that the average treatment effect at the threshold in the so-called sharp design equals a pre-specified value. We first show that, under assumptions used in the majority of the literature, for <jats:italic>any<\/jats:italic> test the power against any alternative is bounded above by its size. This result implies that, under these assumptions, any test with nontrivial power will exhibit size distortions. We next provide a sufficient strengthening of the standard assumptions under which we show that a version of a test suggested in Calonico, Cattaneo, and Titiunik (2014) can control limiting size.<\/jats:p>","DOI":"10.1017\/s0266466617000196","type":"journal-article","created":{"date-parts":[[2017,5,9]],"date-time":"2017-05-09T08:07:57Z","timestamp":1494317277000},"page":"694-703","update-policy":"http:\/\/dx.doi.org\/10.1017\/policypage","source":"Crossref","is-referenced-by-count":9,"title":["ON NONPARAMETRIC INFERENCE IN THE REGRESSION DISCONTINUITY DESIGN"],"prefix":"10.1017","volume":"34","author":[{"given":"Vishal","family":"Kamat","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2017,5,9]]},"reference":[{"key":"S0266466617000196_ref11","doi-asserted-by":"crossref","first-page":"382","DOI":"10.1016\/j.jeconom.2012.02.004","article-title":"Quantile treatment effects in the regression discontinuity design","volume":"168","author":"Frandsen","year":"2012","journal-title":"Journal of Econometrics"},{"key":"S0266466617000196_ref27","doi-asserted-by":"crossref","first-page":"567","DOI":"10.1111\/j.1467-9469.2004.00407.x","article-title":"On non-parametric testing, the uniform behaviour of the t-test, and related problems","volume":"31","author":"Romano","year":"2004","journal-title":"Scandinavian Journal of Statistics"},{"key":"S0266466617000196_ref22","doi-asserted-by":"crossref","first-page":"1411","DOI":"10.1111\/j.1468-0262.2007.00798.x","article-title":"Uniform inference in autoregressive models","volume":"75","author":"Mikusheva","year":"2007","journal-title":"Econometrica"},{"key":"S0266466617000196_ref7","doi-asserted-by":"crossref","first-page":"2535","DOI":"10.3982\/ECTA10851","article-title":"On the testability of identification in some non-parametric models with endogeneity","volume":"81","author":"Canay","year":"2013","journal-title":"Econometrica"},{"key":"S0266466617000196_ref15","doi-asserted-by":"crossref","first-page":"933","DOI":"10.1093\/restud\/rdr043","article-title":"Optimal bandwidth choice for the regression discontinuity estimator","volume":"79","author":"Imbens","year":"2012","journal-title":"The Review of Economic Studies"},{"key":"S0266466617000196_ref17","doi-asserted-by":"crossref","first-page":"281","DOI":"10.1257\/jel.48.2.281","article-title":"Regression discontinuity designs in economics","volume":"48","author":"Lee","year":"2010","journal-title":"Journal of Economic Literature"},{"key":"S0266466617000196_ref6","doi-asserted-by":"crossref","first-page":"2295","DOI":"10.3982\/ECTA11757","article-title":"Robust nonparametric confidence intervals for regression-discontinuity designs","volume":"82","author":"Calonico","year":"2014","journal-title":"Econometrica"},{"key":"S0266466617000196_ref20","first-page":"177","article-title":"Pointwise versus uniform robustness of some large-sample tests and confidence intervals","volume":"17","author":"Lehmann","year":"1990","journal-title":"Scandinavian Journal of Statistics"},{"key":"S0266466617000196_ref12","doi-asserted-by":"crossref","first-page":"369","DOI":"10.1017\/S0266466609100026","article-title":"The impact of a Hausman pretest on the asymptotic size of a hypothesis test","volume":"26","author":"Guggenberger","year":"2010a","journal-title":"Econometric Theory"},{"key":"S0266466617000196_ref8","doi-asserted-by":"crossref","first-page":"2453","DOI":"10.3982\/ECTA11224","article-title":"Inference on causal effects in a generalized regression kink design","volume":"83","author":"Card","year":"2015","journal-title":"Econometrica"},{"key":"S0266466617000196_ref10","doi-asserted-by":"crossref","first-page":"767","DOI":"10.1111\/1540-5982.t01-3-00001","article-title":"Identification, weak instruments, and statistical inference in econometrics","volume":"36","author":"Dufour","year":"2003","journal-title":"Canadian Journal of Economics\/Revue canadienne d\u2019conomique"},{"key":"S0266466617000196_ref16","doi-asserted-by":"crossref","first-page":"615","DOI":"10.1016\/j.jeconom.2007.05.001","article-title":"Regression discontinuity designs: A guide to practice","volume":"142","author":"Imbens","year":"2008","journal-title":"Journal of Econometrics"},{"key":"S0266466617000196_ref19","doi-asserted-by":"crossref","first-page":"338","DOI":"10.1017\/S0266466608080158","article-title":"Can one estimate the unconditional distribution of post-model-selection estimators?","volume":"24","author":"Leeb","year":"2008","journal-title":"Econometric Theory"},{"key":"S0266466617000196_ref4","doi-asserted-by":"crossref","first-page":"1115","DOI":"10.1214\/aoms\/1177728077","article-title":"The nonexistence of certain statistical procedures in nonparametric problems","volume":"27","author":"Bahadur","year":"1956","journal-title":"Annals of Mathematical Statistics"},{"key":"S0266466617000196_ref13","doi-asserted-by":"crossref","first-page":"337","DOI":"10.1016\/j.jeconom.2009.11.003","article-title":"The impact of a Hausman pretest on the size of a hypothesis test: The panel data case","volume":"156","author":"Guggenberger","year":"2010b","journal-title":"Journal of Econometrics"},{"key":"S0266466617000196_ref5","unstructured":"Calonico, S. , Cattaneo, M.D. , & Farrell, M.H. (2016) Coverage error optimal confidence intervals for regression discontinuity designs. Manuscript."},{"key":"S0266466617000196_ref14","doi-asserted-by":"crossref","first-page":"201","DOI":"10.1111\/1468-0262.00183","article-title":"Identification and estimation of treatment effects with a regression-discontinuity design","volume":"69","author":"Hahn","year":"2001","journal-title":"Econometrica"},{"key":"S0266466617000196_ref24","doi-asserted-by":"crossref","first-page":"173","DOI":"10.3982\/ECTA9371","article-title":"One-dimensional inference in autoregressive models with the potential presence of a unit root","volume":"80","author":"Mikusheva","year":"2012","journal-title":"Econometrica"},{"key":"S0266466617000196_ref21","doi-asserted-by":"crossref","first-page":"698","DOI":"10.1016\/j.jeconom.2007.05.005","article-title":"Manipulation of the running variable in the regression discontinuity design: A density test","volume":"142","author":"McCrary","year":"2008","journal-title":"Journal of Econometrics"},{"key":"S0266466617000196_ref29","doi-asserted-by":"crossref","unstructured":"van der Vaart, A.W . (1998) Asymptotic Statistics. Cambridge University Press.","DOI":"10.1017\/CBO9780511802256"},{"key":"S0266466617000196_ref1","doi-asserted-by":"crossref","first-page":"19","DOI":"10.1016\/j.jeconom.2009.02.001","article-title":"Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators","volume":"152","author":"Andrews","year":"2009a","journal-title":"Journal of Econometrics"},{"key":"S0266466617000196_ref18","doi-asserted-by":"crossref","first-page":"21","DOI":"10.1017\/S0266466605050036","article-title":"Model selection and inference: Facts and fiction","volume":"21","author":"Leeb","year":"2005","journal-title":"Econometric Theory"},{"key":"S0266466617000196_ref26","doi-asserted-by":"crossref","first-page":"94","DOI":"10.1016\/j.jeconom.2014.04.023","article-title":"Empirical likelihood for regression discontinuity design","volume":"186","author":"Otsu","year":"2015","journal-title":"Journal of Econometrics"},{"key":"S0266466617000196_ref25","doi-asserted-by":"crossref","first-page":"616","DOI":"10.1017\/S0266466608080250","article-title":"The impossibility of consistent discrimination between i(0) and i(1) processes","volume":"24","author":"M\u00fcller","year":"2008","journal-title":"Econometric Theory"},{"key":"S0266466617000196_ref9","doi-asserted-by":"crossref","first-page":"1365","DOI":"10.2307\/2171740","article-title":"Some impossibility theorems in econometrics with applications to structural and dynamic models","volume":"65","author":"Dufour","year":"1997","journal-title":"Econometrica"},{"key":"S0266466617000196_ref23","doi-asserted-by":"crossref","first-page":"236","DOI":"10.1016\/j.jeconom.2009.12.003","article-title":"Robust confidence sets in the presence of weak instruments","volume":"157","author":"Mikusheva","year":"2010","journal-title":"Journal of Econometrics"},{"key":"S0266466617000196_ref3","doi-asserted-by":"crossref","unstructured":"Armstrong, T. & Kolesar, M. (2016) Optimal inference in a class of regression models. Manuscript.","DOI":"10.2139\/ssrn.2998236"},{"key":"S0266466617000196_ref28","doi-asserted-by":"crossref","first-page":"2786","DOI":"10.1016\/j.jspi.2008.03.015","article-title":"Inference for identifiable parameters in partially identified econometric models","volume":"138","author":"Romano","year":"2008","journal-title":"Journal of Statistical Planning and Inference"},{"key":"S0266466617000196_ref2","doi-asserted-by":"crossref","first-page":"669","DOI":"10.1017\/S0266466608090257","article-title":"Validity of subsampling and plug-in asymptotic inference for parameters defined by moment inequalities","volume":"25","author":"Andrews","year":"2009b","journal-title":"Econometric Theory"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466617000196","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,12,12]],"date-time":"2020-12-12T01:00:22Z","timestamp":1607734822000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466617000196\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,5,9]]},"references-count":29,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2018,6]]}},"alternative-id":["S0266466617000196"],"URL":"https:\/\/doi.org\/10.1017\/s0266466617000196","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,5,9]]},"assertion":[{"value":"Copyright \u00a9 Cambridge University Press 2017\u00a0","name":"license","label":"License","group":{"name":"copyright_and_licensing","label":"Copyright and Licensing"}}]}}