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st: Regression Discontinuity Duration Analysis

From   Jen Zhen <>
Subject   st: Regression Discontinuity Duration Analysis
Date   Thu, 29 Jul 2010 15:21:34 +0200

Dear Listers,

I would like to estimate a Regression Discontinuity equation, where
the outcome is a duration.
So it seems that I can't simply use Austin Nichols' -rd- command, but
should better use some version of a Cox Proportional Hazard model,
using -stcox-.

So right now I am estimating a Cox model, using as regressors just the
dummy for being above the threshold and the forcing variable, but this
seems somewhat restrictive in that I have to assume that the effect of
the forcing variable on the duration outcome is linear. So I am
wondering how I could best incorporate a less parametric control
function into the -stcox- command?

Thank you for your suggestions and best regards,
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