Nonlinear Binscatter Methods Article Swipe
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2407.15276
Binned scatter plots are a powerful statistical tool for empirical work in the social, behavioral, and biomedical sciences. Available methods rely on a quantile-based partitioning estimator of the conditional mean regression function to primarily construct flexible yet interpretable visualization methods, but they can also be used to estimate treatment effects, assess uncertainty, and test substantive domain-specific hypotheses. This paper introduces novel binscatter methods based on nonlinear, possibly nonsmooth M-estimation methods, covering generalized linear, robust, and quantile regression models. We provide a host of theoretical results and practical tools for local constant estimation along with piecewise polynomial and spline approximations, including (i) optimal tuning parameter (number of bins) selection, (ii) confidence bands, and (iii) formal statistical tests regarding functional form or shape restrictions. Our main results rely on novel strong approximations for general partitioning-based estimators covering random, data-driven partitions, which may be of independent interest. We demonstrate our methods with an empirical application studying the relation between the percentage of individuals without health insurance and per capita income at the zip-code level. We provide general-purpose software packages implementing our methods in Python, R, and Stata.
Related Topics
- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2407.15276
- https://arxiv.org/pdf/2407.15276
- OA Status
- green
- Cited By
- 1
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4406072893
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4406072893Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.2407.15276Digital Object Identifier
- Title
-
Nonlinear Binscatter MethodsWork title
- Type
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preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2024Year of publication
- Publication date
-
2024-07-21Full publication date if available
- Authors
-
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, Yingjie FengList of authors in order
- Landing page
-
https://arxiv.org/abs/2407.15276Publisher landing page
- PDF URL
-
https://arxiv.org/pdf/2407.15276Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
-
https://arxiv.org/pdf/2407.15276Direct OA link when available
- Concepts
-
Nonlinear system, Computer science, Physics, Quantum mechanicsTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
1Total citation count in OpenAlex
- Citations by year (recent)
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2025: 1Per-year citation counts (last 5 years)
- Related works (count)
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10Other works algorithmically related by OpenAlex
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