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st: Combine weak RD estimators through Minimum Distance / Asymptotic Least Squares


From   Jen Zhen <jenzhen99@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Combine weak RD estimators through Minimum Distance / Asymptotic Least Squares
Date   Thu, 10 Dec 2009 11:18:29 -0500

Hi there,

I have a set of Regression Discontinuity estimators none of which by
itself has enough power to give me statistically significant results
(because firstly most of the discontinuities are of limited size and
secondly my number of observations around each discontinuity is
limited). However, I suspect that if I could efficiently combine the
information from all (around 35-50) RD estimators, then the result
might actually have enough power.

So I have been considering whether I could combine them using a
Minimum Distance or Asymptotic Least Squares estimator.

However, I have not yet found out whether there is a good way to do
this in Stata. I am also not yet fully sure whether this method is
sensible in general, so any views on that would probably also be most
helpful.

Thank you very much indeed and best regards,
JZ
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