P033-N006 Major
The reanalysis shows that standardized standard errors become larger and absolute -statistics smaller on average; it does not establish that the original studies used inappropriate inference, or that more than half of them did.
Results, p. 7 (PDF p. 7), right column, paragraph on panel 3(c); abstract, p. 1 (PDF p. 1); introduction, p. 2 (PDF p. 2); Concluding remarks, p. 10 (PDF p. 10)
See also under Formal statements (Lean): P033-T1, P033-T2, P033-T16
I disputed this classification, but as a rule, deferred to the models’ final judgment: see my comment and the history of this entry.
As printed
Abstract, p. 1: “However, researchers tend to use inappropriate methods for inference, rendering standard errors artificially small.”
Results, p. 7, on panel 3(c): “Here, we see a clear shift to the left, indicating that these studies have systematically overestimated the accuracy of their estimates.”
Concluding remarks, p. 10: “More than half of the studies in our sample do not properly estimate the accuracy of their estimates, leading to the associated hypothesis tests and confidence intervals being misleading.”
The problem
The three sentences state a diagnosis of the original studies: their methods of inference were inappropriate, their standard errors were too small, and this holds for more than half of the 45 studies in the sample. The paper supports the diagnosis with a comparison. It estimates 39 effects from 25 studies again with the default settings of rdrobust, and it compares the new standard errors and -statistics with the published ones. The robust standard error of the reanalysis exceeds the original standard error for 27 of the 39 estimates, the absolute -statistic is smaller for 28, and the number of estimates above falls from 30 to 18.
This comparison is between two estimators. To assess whether an original interval was appropriate for the RD argument, I need to assess its bias and sampling distribution, reported standard error and critical value under the maintained smoothness assumptions and any additional justified restrictions. Exact coverage at linear conditional means does not establish validity under those broader assumptions. The reanalysis changes the estimator and the bandwidth, adds a bias correction whose noise enters the standard error, and uses no covariates. These changes affect sampling variance. The finite example below has exact coverage at affine means and illustrates that variance comparison; it does not show validity across the smoothness class. Correct undersmoothing, which the paper explicitly accepts, can provide such validity without exact linearity, and a bias-corrected replacement may still have a larger standard error. The same comparison can also arise when the original interval almost never covers the effect. The comparison alone does not distinguish the two cases. This does not vindicate a method that lacks its claimed coverage guarantee under the maintained model; the paper need not establish actual curvature to criticize such a method. Its general warning about nonnegligible smoothing bias is sound. What still requires a connection to the original procedures is the empirical diagnosis and its stated prevalence.
The sentence on p. 10 needs a count. “More than half” of 45 studies means at least 23 studies with inappropriate inference. The paper does not classify the 45 studies by whether their inference is valid, and it does not say which count the sentence rests on. The relevant counts from the paper, the supplement and the replication files are listed in the second table below; none classifies inference validity. On pp. 3–4 the paper names three valid approaches: undersmoothing with conventional inference, bias correction with a standard error that accounts for it, and a worst-case adjustment for bias. If a study chose its bandwidth without an automated rule, or did not use rdrobust, it does not follow that its inference is inappropriate. Note that exactly 23 studies are coded with a non-automated bandwidth. The paper does not present this count as the basis of the sentence, and by the criteria of pp. 3–4 it does not count inappropriate inference.
The diagnosis is not shown to be false. The wording of p. 7 is evidential (“indicating”), rather than a claim that every increase in a replacement standard error proves original undercoverage. The theory and reanalysis support concern about inference that neglects smoothing bias. The descriptions of the original methods and the replacement comparisons do not establish how many original studies failed the relevant bias-control conditions, particularly the asserted majority of 45. The more limited empirical conclusion is that the reanalysis is consistent with understated uncertainty.
Evidence a derivation
The evidence is a derivation with exact examples, a comparison under bounded curvature and undersmoothing, a recalculation of the counts from the results saved in the replication files, and a check of the pages.
For the example, let the running variable be uniform on with a sharp cutoff at , and let and , where the errors are independent , independent of the scores, and their variance is known. The RD effect is . I condition on eight observations with scores and compare three estimators. Each is the difference between a fitted intercept on the right and a fitted intercept on the left. The estimator fits a line to the four points on each side. The estimator is local linear with the triangular kernel and bandwidth . The estimator subtracts from an estimate of its bias from a quadratic fit with the same kernel and bandwidth. With the points on one side ordered by their distance from the cutoff, the intercept weights of , and are
Each vector of weights sums to and has first moment , which implies that each estimator is unbiased for . Since the errors are independent with variance , I have
Each estimator is a linear combination of independent normal errors. I conclude that , and are standard normal. For each of the three, the interval that extends standard errors on either side of the estimate covers the effect with probability exactly at these specified affine conditional means and conditional on the eight scores. The standard error rises from to to , with pointwise coverage unchanged. For the outcomes with errors on each side, all three estimates equal , and the squared -statistics are , and . Since , the first estimate is significant at and the two replacements are not.
| Estimator | Variance | Standard error | Coverage | Squared |
|---|---|---|---|---|
| : linear fit on each side | ||||
| : local linear, bandwidth | ||||
| : with bias correction | ||||
| Threshold |
For the opposite case, I define . This polynomial vanishes at the eight scores, and . Let the mean of be instead. The effect is now , and the distribution of the eight outcomes is unchanged, so that the three estimates, their standard errors and the comparison between them are unchanged. The interval covers only if . By Chebyshev’s inequality, this event has probability at most . The comparison is the same in the two cases. Coverage is exactly at the first, affine pair of means and at most at the second pair. These pointwise calculations show different actual coverage, not a coverage guarantee over a common smoothness class. Even a small quadratic perturbation, with , biases by . At its conditional coverage is about , although the curvature is only . Exact coverage at the affine means therefore cannot rebut the paper’s smoothness-based criticism.
A further example concerns covariates. Suppose that observed covariates , independent across observations and of the scores and errors, enter both potential outcomes with known coefficient . Then the estimator applied to has variance , and applied to it has variance . Both intervals have exact coverage at the stipulated covariate and affine data-generating process, and omitting the adjustment doubles the standard error. This does not establish validity for an original study under its maintained assumptions. The main call to rdrobust in the replication files passes no covariates, and the original estimate of Gerber and Hopkins (2011) is coded there as adjusted for covariates.
There is also a comparison with valid inference over a smoothness class. Take scores and , , independent errors of known variance, and twice differentiable conditional means with for a fixed finite . Put and . Let be the local linear difference at the cutoff, using the first observations on each side with triangular weights . Let subtract its estimated quadratic Taylor bias using the same bandwidth and kernel. The weighted normal equations make the difference of the local quadratic intercepts.
For , the limiting intercept weight functions are
Their squared integrals are and . Both fits reproduce constants and lines and have bounded sums of absolute intercept weights, so Taylor’s theorem bounds each effect estimator’s bias by a constant times . Their variances are asymptotic to and . Thus the absolute bias divided by its standard deviation is , uniformly over the stated mean class. The centered noise is exactly normal, so both conventional intervals have coverage tending uniformly to . Yet and the ratio of standard errors tends to ; for a fixed nonzero effect, the ratio of absolute test statistics for and tends in probability to . This establishes the paper’s undersmoothing exception without exact linearity. It does not reproduce any sampled study or the automatic bandwidths of rdrobust.
| Item | Count | Basis |
|---|---|---|
| Studies coded with the CCT bandwidth | 12 of 45 | a choice of bandwidth |
| Studies coded with an IK or cross-validated bandwidth | 10 of 45 | a choice of bandwidth |
| Studies coded with a non-automated bandwidth | 23 of 45 | a choice of bandwidth |
| Studies in the main reanalysis | 25 of 45 | data available, not coded CCT |
| Estimates with a larger robust standard error | 27 of 39 | estimates, not studies |
| Estimates with a smaller absolute -statistic | 28 of 39 | estimates, not studies |
| Studies with a larger robust standard error | 16 of 25 | one main estimate per study |
| Estimates above : original, reanalysis | 30, 18 of 39 | two estimators compared |
The 10 studies of the second row are 7 with an IK bandwidth and 3 with a cross-validated one, and the 23 studies of the third row include 4 with a global polynomial specification. Weighting each study equally, the mean standardized standard error rises from to and the mean absolute -statistic falls from to . The count of 16 studies holds for the main estimate of each study and for the mean ratio within a study, with different sets of 16. With the conventional standard error at the same bandwidth, the counts are 21 of 39 estimates and 12 of 25 studies.
The examples do not represent any study in the sample or the data-driven defaults of rdrobust. I did not examine the original articles or their code. The pointwise affine calculations do not validate the original methods under the paper’s smoothness assumptions, and the undersmoothing derivation does not show that the sampled studies used suitable bandwidths. The replacement comparison does not identify which original procedures failed their claimed coverage conditions or establish the asserted majority.
What survives
The descriptive comparison of the saved results stands: the counts 27 of 39 and 28 of 39, the fall from 30 to 18 estimates above , and the larger standardized standard errors on average. The reading that this pattern is consistent with understated uncertainty survives. The general warning about nonnegligible smoothing bias on pp. 3–4 remains sound, as do the three valid routes to inference described there. The bunching of -statistics, the caliper tests and the power analysis do not use the disputed prevalence claim. What changes is the empirical diagnosis in the abstract: it is qualified as a concern supported by the theory and the comparison, and the undocumented share “more than half” is withdrawn. The counts above use the saved values, including the erroneous Broockman and Ryan standard error addressed in P033-N011.
Corrected
Abstract, p. 1: “However, conventional RD inference that neglects nonnegligible smoothing bias can be misleading under the usual smoothness assumptions. A standardized reanalysis often produces larger estimated standard errors and smaller absolute test statistics than the original analyses. This pattern is consistent with understated uncertainty in the original findings, but it does not by itself establish that the original inference was inappropriate.”
Results, p. 7: “Here, we see a clear shift to the left. This pattern is consistent with understated uncertainty in the original studies, but changes in the estimator, the bandwidth and the precision of the bias estimate also affect it; the comparison alone does not establish that the original analyses were miscalibrated.”
Concluding remarks, p. 10: “In our standardized reanalysis of 25 studies, the robust standard error exceeds the original standard error for 27 of 39 estimates, and the absolute test statistic is smaller for 28 of 39. Standardized standard errors are larger and absolute test statistics smaller on average. This pattern is consistent with understated uncertainty in the original studies, but the comparison alone does not establish inappropriate original inference or the fraction of studies with misleading hypothesis tests and confidence intervals.”
The sentence of the introduction that draws the same inference (p. 2, “This indicates that the body of published RD studies tends to systematically overestimate the accuracy of their findings”) takes the same qualification: “This is consistent with a tendency of the body of published RD studies to systematically overestimate the accuracy of their findings, but does not establish it.”
P033-N011.






























My comment and the history of this entry
Suggested classification: clarity note.
My position My comment above; I suggested a clarity note.
The models’ position Smoothness also permits valid undersmoothing, and comparing standard errors does not establish which procedures the original studies used, or that a majority of the 45 articles used inference inappropriate under that standard. The diagnosis is central to the paper: Major.