Automated local regression discontinuity design discovery

William Herlands, Andrew Gordon Wilson, Edward McFowland, Daniel B. Neill

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Scopus citations

Abstract

Inferring causal relationships in observational data is crucial for understanding scientific and social processes. We develop the first statistical machine learning approach for automatically discovering regression discontinuity designs (RDDs), a quasi-experimental setup often used in econometrics. Our method identifies interpretable, localized RDDs in arbitrary dimensional data and can seamlessly compute treatment effects without expert supervision. By applying the technique to a variety of synthetic and real datasets, we demonstrate robust performance under adverse conditions including unobserved variables, substantial noise, and model misspecification.

Original languageEnglish (US)
Title of host publicationKDD 2018 - Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining
PublisherAssociation for Computing Machinery
Pages1512-1520
Number of pages9
ISBN (Print)9781450355520
DOIs
StatePublished - Jul 19 2018
Event24th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, KDD 2018 - London, United Kingdom
Duration: Aug 19 2018Aug 23 2018

Publication series

NameProceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining

Other

Other24th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, KDD 2018
Country/TerritoryUnited Kingdom
CityLondon
Period8/19/188/23/18

Bibliographical note

Publisher Copyright:
© 2018 Copyright held by the owner/author(s). Publication rights licensed to Association for Computing Machinery.

Keywords

  • Natural experiments
  • Pattern detection
  • Regression discontinuity

Fingerprint

Dive into the research topics of 'Automated local regression discontinuity design discovery'. Together they form a unique fingerprint.

Cite this