Mainpulation testing based on Density Discontinuity
Project description
RDDENSITY
Density discontinuity testing (a.k.a. manipulation testing) is commonly employed in regression discontinuity designs and other program evaluation settings to detect perfect self-selection (manipulation) around a cutoff where treatment/policy assignment changes. This package implements manipulation testing procedures using the local polynomial density estimators: rddensity() to construct test statistics and p-values given a prespecified cutoff, rdbwdensity() to perform data-driven bandwidth selection, and rdplotdensity() to construct density plots.
This work was supported in part by the National Science Foundation through grants SES-1357561, SES-1459931, SES-1459967, SES-1947662, SES-1947805, and SES-2019432.
Authors
Matias D. Cattaneo (cattaneo@princeton.edu)
Xinwei Ma (x1ma@ucsd.edu)
Michael Jansson (mjansson@econ.berkeley.edu)
Rajita Chandak (maintainer) (rchandak@princeton.edu)
Website
https://rdpackages.github.io/rddensity
Queries and Requests
Please email: rdpackages@googlegroups.com
Implementation
To install/update in Python type:
pip install rddensity
- Help: PyPI, Documentation
- Replication: Python script
Usage
from lpdensity import lpdensity, lpbwdensity
Dependencies
- numpy
- pandas
- math
- scipy
- plotnine
References
For overviews and introductions, see rdpackages website.
Software and Implementation
-
Cattaneo, Jansson and Ma (2018): Manipulation Testing based on Density Discontinuity.
Stata Journal 18(1): 234-261. -
Cattaneo, Jansson and Ma (2022): lpdensity: Local Polynomial Density Estimation and Inference.
Journal of Statistical Software 101(2): 1-25.
Technical and Methodological
-
Cattaneo, Jansson and Ma (2020): Simple Local Polynomial Density Estimators.
Journal of the American Statistical Association 115(531): 1449-1455.
Supplemental appendix. -
Cattaneo, M. D., M. Jansson, and X. Ma (2023). Local Regression Distribution Estimators.
Journal of Econometrics, forthcoming.
Supplemental Appendix.
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