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


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Combine weak RD estimators through Minimum Distance / Asymptotic Least Squares
Date   Thu, 10 Dec 2009 12:26:39 -0500

Jen Zhen <jenzhen99@gmail.com> :
What is the assignment variable for each?  Is it the same in each
case, with breaks at different points, similar to

Estimating the Effect of Financial Aid Offers on College Enrollment: A
Regression-Discontinuity Approach
International Economic Review, Vol 43(4), November 2002

and are you using the same data for each?

Are you willing to assume that the "true" local avg treatment effect
is the same at every point?

On Thu, Dec 10, 2009 at 11:18 AM, Jen Zhen <jenzhen99@gmail.com> wrote:
> 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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