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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Thu, 10 Dec 2009 16:46:42 -0000 |

I guess you already know most of the answers to this one. Informally, if several different methods give you similar answers, that's helpful. Formally, you'd be pushed to interpret that in statistical inference terms when presumably even different methods are hardly independent. You've got to penalise yourself for firing a shotgun. The problem is surely compounded if you are simultaneously on the lookout for several discontinuities at once. If discontinuities can all be tiny ones, what next? I'd be happy to be called primitive, but my prejudice is that genuine discontinuities are obvious on a well-chosen graph and are independently supported by substantive evidence. Nick n.j.cox@durham.ac.uk Jen Zhen 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. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Combine weak RD estimators through Minimum Distance / Asymptotic Least Squares***From:*Jen Zhen <jenzhen99@gmail.com>

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