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


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: comparing regression discontinuity treatment effects for different subsamples
Date   Tue, 12 Oct 2010 14:50:31 +0200

Hi Austin:

Using the "classical" RDD design, "group" is the treatment indicator; pretest is the "cutoff" measure for assignment to group.

Best,
J.

__________________________________________

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 12.10.2010 03:34, Austin Nichols wrote:
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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