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


From   Prashant <presearchwork@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: comparing regression discontinuity treatment effects for different subsamples
Date   Tue, 12 Oct 2010 21:19:19 +0800

Dear Austin and John,

Thank you so much for your kind advice. I am new to programming in
Stata and so would appreciate any further feedback on whether the
following example code correctly captures the idea:

capture program drop mycompare1
program mycompare1, eclass
	version 11.1
	syntax varlist(numeric)
	quietly rd `varlist' if female == 1, z0(fixed_bw1) mbw(100) bw(2) kernel(tri)
	matrix treat1 = e(b)
	quietly rd `varlist' if female == 0, z0(fixed_bw2) mbw(100) bw(2) kernel(tri)
	matrix treat2 = e(b)
	matrix diff = treat2 - treat1
	ereturn post diff
end	

bootstrap, reps(1000): mycompare1 yvar running_var

Many thanks again--best wishes,
Prashant

On Tue, Oct 12, 2010 at 9:34 AM, Austin Nichols <austinnichols@gmail.com> 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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