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st: RD with covariates: With Frisch-Waugh Theorem? What are the SEs?


From   Jen Zhen <jenzhen99@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: RD with covariates: With Frisch-Waugh Theorem? What are the SEs?
Date   Sat, 16 Apr 2011 12:05:03 +0200

Dear Statalist members,

I would like to implement a Regression Discontinuity Design in which I
control for additional covariates so as to reduce the amount of noise.
And I need to know the SEs of my estimate.

Imbens-Kalyanaraman's -rdob- does not give me SEs once I add
covariates, and Austin Nichol's -rd- does not seem to allow for
covariates.

So I'm wondering whether, following the Frisch-Waugh Theorem, I can
just first -reg- outcome and forcing variable on my set of additional
covariates, and then just do the -rd- or -rdob-using the residuals of
the two regressions? But will I then automatically get the correct
SEs, or do I need to make some adjustment?

Any advice on this would be much appreciated.

Best regards,
JZ
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