Manipulation testing based on density discontinuity
Abstract. In this article, we introduce two community-contributed commands,
rddensity and rdbwdensity, that implement automatic manipulation
tests based on density discontinuity and are constructed using the results for
local-polynomial density estimators in Cattaneo, Jansson, and Ma (2017b, Simple
local polynomial density estimators, Working paper, University of Michigan).
These new tests exhibit better size properties (and more power under additional
assumptions) than other conventional approaches currently available in the
literature. The first command, rddensity, implements manipulation tests
based on a novel local-polynomial density estimation technique that avoids
prebinning of the data (improving size properties) and allows for restrictions
on other features of the model (improving power properties). The second
command, rdbwdensity, implements several bandwidth selectors
specifically tailored for the manipulation tests discussed herein. We also
provide a companion R package with the same syntax and capabilities as
rddensity and rdbwdensity.
View all articles by these authors:
Matias D. Cattaneo, Michael Jansson, Xinwei Ma
View all articles with these keywords:
rddensity, rdbwdensity, falsification test, manipulation test, regression discontinuity
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