Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: Bootstrapping to get Standard Errors for Regression Discontinuity Estimators


From   nshephard <nshephard@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Bootstrapping to get Standard Errors for Regression Discontinuity Estimators
Date   Thu, 23 Sep 2010 04:21:26 -0700 (PDT)

Jen Zhen wrote:
> 
> Dear listers,
> 
> When bootstrapping Austin Nichol's rd command:
> 
> bs, reps(100): rd outcome assignment, mbw(100) ,
> 
> I find that often the resulting P value tells me the estimate is not
> statistically significant at the conventional levels, even when visual
> inspection and more basic methods like simple OLS regressions on a
> treatment dummy, assignment and assignment squared suggest huge
> statistical significance.
> 
> That makes me wonder whether possibly this boot-strapping method might
> somehow understate the true statistical significance of the effect in
> question? Or can and should I fully trust these results and conclude
> that the estimate is not statistically significant at the conventional
> levels?"

What do you mean by "conventional levels [of significance]"?

You should set your threshold for declaring statistical significance in the
context of your study.  Using p < 0.05 to declare something statistically
significant is often inappropriate.

Often of greater interest is an estimate of the effect size (and associated
CI's), what do these tell you?

see e.g. Gardner & Altman (1986)
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1339793/pdf/bmjcred00225-0036.pdf 


Try more replications for your bootstrapping too, 100 isn't that many
really, try at least 1000.

Neil
-- 
View this message in context: http://statalist.1588530.n2.nabble.com/Bootstrapping-to-get-Standard-Errors-for-Regression-Discontinuity-Estimators-tp5562576p5562596.html
Sent from the Statalist mailing list archive at Nabble.com.
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index