摘要
近年来,国内经济学界颇为关注断点回归设计(RDD)方法,运用RDD的文章日益增多。首先概述Lee和Lemieux (2010)提出的运用RDD的规范,然后基于2011-2017年五大英文顶级经济学期刊发表的RDD应用研究论文,归纳出运用RDD的三个新动作:新的最优带宽确定方法、甜甜圈RDD和参数估计中最高只能使用二次多项式。以国外的RDD用法为参照,我们发现,国内熟悉Lee和Lemieux (2010)提出的规范,也在吸收国外文献中出现的新动作,但运用RDD时存在如下几个突出问题:不做适用性检验、不重视描述统计图和不交代清楚非参数估计的关键细节。建议国内运用RDD时需要增加如下动作:非参数估计应该同时尝试CV、IK和CCT三种带宽确定方法;在配置变量存在堆积现象或被操纵的可能时,使用甜甜圈RDD;尝试到四次多项式。
Recent years has witnessed increasing interest of China's economic scholars on Regression Discontinuity Design(RDD)and fast expansion of empirical papers using RDD.This paper summarizes the roadmap of using RDD advocated by Lee and Lemieux(2010)at first,and then extracts three advancements from the empirical papers using RDD published on the top five economic journals between 2011 and 2017:new methods of selecting optimal bandwidth,donut-hole RDD,and using up to second-order polynomials in parametric estimation.Compared to literature in English,we find that Chinese economic scholars are familiar with the roadmap advocated by Lee and Lemieux(2010)and some of them have used the advancements stated above in their research.However,generally speaking,Chinese papers are characterized by three obvious drawbacks:lack of validity test,neglect of descriptive figure,and ambiguity on the key details when using non-parametric estimation.Our suggestion for using RDD are as follows:try different methods such as CV,IK,and CCT to select optimal bandwidth when employing non-parametric estimation;use donut-hole RDD when the assignment variable is possibly heaped or precisely manipulated;try up to quartic order polynomials when employing parametric estimation.
作者
谢谦
薛仙玲
付明卫
XIE Qian;XUE Xianling;FU Mingwei(Institute of Economics,Chinese Academy of Social Sciences,Beijing 100836,China;Graduate School,Chinese Academy of Social Sciences,Beijing 102488,China)
出处
《经济与管理评论》
CSSCI
北大核心
2019年第2期69-79,共11页
Review of Economy and Management
基金
国家社会科学基金项目"我国医院行业市场机制有效性的实证研究"(17BGL170)
关键词
断点回归设计
参数估计
非参数估计
最优带宽
甜甜圈RDD
Regression discontinuity design
Parametric estimation
Non-parametric estimation
Optimal bandwidth
Donut-hole RDD
