Abstract Details
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Activity Number:
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503
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Type:
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Invited
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Date/Time:
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Wednesday, August 7, 2013 : 10:30 AM to 12:20 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #307431 |
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Title:
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A Bayesian Nonparametric Approach for Regression Discontinuity Designs
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Author(s):
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Siddhartha Chib*+ and Edward Greenberg
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Companies:
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Olin Business School, Washington University in St. Louis and Olin Business School, Washington University in St. Louis
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Keywords:
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Bayesian ;
nonparametrics ;
spline ;
regression discontinuity design
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Abstract:
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This talk details an approach for the Bayesian analysis of regression discontinuity (RD) designs in which cubic splines are used to nonparameterically model the effect of the variables in the outcome distribution. We show how the size of the jump at the discontinuity, and its credibility interval, can be estimated in this context. The basic method is extended to the case of fuzzy RD designs and the efficacy of the methods is illustrated with examples discussed in the literature.
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Authors who are presenting talks have a * after their name.
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