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UPA Perpustakaan Universitas Jember

A Locally Linear Estimation of Regression Discontinuity

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In this paper, we propose a locally linear estimation of a regression dis-continuity model. The proposed estimator is applicable to evaluation of the effective-ness of the program treatment, and it improves upon the existing literature by pro-
viding not just the treatment effect at discontinuity but also insight of the treatment effect on those near discontinuity. Under some familiar conditions, we establish the consistency and asymptotic normality of the proposed estimator. We also provide an easy to compute consistent covariance matrix.

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