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st: Standard errors in Regression Discontinuity design


From   "Silviya Nikolova" <nikolova@email.unc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Standard errors in Regression Discontinuity design
Date   Fri, 28 Jul 2006 00:24:02 -0400

Dear Statalist,

I am running a weighted regression around some cutoff level . The regression is Regression Discontinuity design. I am adopting the following exponential weighting scheme:

weight = (exp(((-(faminc-cutoff)^2)/2)*alpha))

where
faminc=family income
cutoff=cutoff level between two consecutive income groups
alpha=decay parameter

My question is: how to compute the standard errors in this case?

Many thanks in advance!

Silviya

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