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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   Wed, 13 Oct 2010 09:14:05 +0800

Dear Austin,

Thank you so much again. The cutoff in the assignment for males and
females is the same. I was planning to use Imbens and Kalyanaraman
(2009)'s automatic bandwidth procedure (as also kindly suggested by
Juan) to first estimate bandwidths for male and female subpopulations
separately and then insert those fixed bandwidths into the wrapper
program. Is this okay?

best,
Prashant

References:
Guido Imbens,Karthik Kalyanaraman  (2009). Optimal Bandwidth Choice
for the Regression Discontinuity Estimator. NBER Working Paper No.
14726.

http://www.economics.harvard.edu/faculty/imbens/software_imbens




On Wed, Oct 13, 2010 at 4:12 AM, Austin Nichols <austinnichols@gmail.com> wrote:
> Prashant  <presearchwork@gmail.com>:
> That looks like a good start, but what are you supplying to option z0?
> Do males and females have different cutoffs in the assignment variable
> (AKA running variable)?
>
> On Tue, Oct 12, 2010 at 9:19 AM, Prashant <presearchwork@gmail.com> wrote:
>> 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
>
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