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


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: comparing regression discontinuity treatment effects for different subsamples
Date   Mon, 11 Oct 2010 21:34:30 -0400

John --
I don't understand your advice here at all--is group supposed to be a
treatment indicator?  Is pretest an assignment variable or a control
variable?
Prashant --
One can of course write a wrapper -program- containing several
estimators and -bootstrap- the whole thing, which then allows testing
across estimators--the -rd- package on SSC is no exception to that
general rule, but make sure you set the bandwidth exogenously if you
are using local linear regression as -rd- does.  Also -findit ivqte-
for one approach to quantile TE, and note that RD can be seen as a
version of IV; see refs cited in -help rd-.

On Mon, Oct 11, 2010 at 3:04 AM, John Antonakis <john.antonakis@unil.ch> wrote:
> 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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