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st: SEs after -rdob- with covariates, & use of covariates in -rd-?


From   Jen Zhen <jenzhen99@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: SEs after -rdob- with covariates, & use of covariates in -rd-?
Date   Fri, 15 Apr 2011 11:37:03 +0200

Dear Statalist members,

I am trying to implement a Regression Discontinuity Design using
Imbens&Kalyanaraman's -rdob- and Austin Nichols' -rd-. I have a number
of difficulties and would be most grateful for any advice about these:

(1)
When, to choose the optimal bandwidth according Imbens&Kalyanaraman, I
use -rdob- without covariates, -rdob outcome runningvar, c(0)-,
the chosen bandwidth is so small that my estimates are no more
statistically significant at the conventional levels.

So I would like to see whether I increase statistical precision by
controlling for some pre-determined covariates. However, whenever I
include covariates, -rdob outcome runningvar covariate, c(0)-, -rdob-
does not give me standard errors any more. Nor does -rdob- seem
bootstrappable (for reasons unknown to me).

So I considered bootstrapping instead the -rd- command, using the
bandwidth obtained through -rdob-. However, from what I understand
-rd- does not allow for inclusion of covariates?

Is there a ensible way around this?

(2)
Another "convenience" issue I have is that when I use Ben Jann's
-esttab- to easily export the results of many -rdob- regressions into
Excel,
what I get in Excel does no more correspond to the (think correct)
output displayed directly after each -rdob- regression. Does that mean
that I cannot use these two commands together, or does anyone know a
way around this? I used:
-rdob outcome1 runningvar covariate, c(0)-
eststo est1
-rdob outcome2 runningvar covariate, c(0)-
eststo est2
esttab est_* using output.csv, options

Thanks a lot,
JZ
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