Re: st: Re: comparing regression discontinuity treatment effects for different subsamples

[John Antonakis <john.antonakis@unil.ch>]

Hi:

You could use -suest-.  For example, suppose you have the following 
basic specification (where pretest is mean-centered, to set the 
intercept to the cut-off value):

y = b0 + b1*pretest + b2*group + e

Estimate the model for each group, e.g.,

reg y pretest group if boys==1
est store boys
reg y pretest group if boys==0
est store girls
suest boys girls

Now you can do cross-equation tests, e.g.,

test [boys_mean]group = [girls_mean]group

Hope this helps.
John.

__________________________________________

Prof. John Antonakis, Associate Dean
Faculty of Business and Economics (HEC)
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Home page:
http://www.hec.unil.ch/people/jantonakis
__________________________________________


On 11.10.2010 04:17, Prashant wrote:
> Hi,
>
> I was wondering how one could test if the difference in the average
> treatment effects for two different sample subgroups (say male and
> female) is statistically different from zero in a sharp regression
> discontinuity design. Could -rd- from SSC be used to do this?
>
> Similarly, how could this be done for quantile treatment effects?
>
> Any advice on how to go about doing this would be much appreciated.
>
> Thank you,
> Prashant
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