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Re: st: Local Linear Regression for Regression Discontinuity Designs


From   andreas nordset <andreas.nordset@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Local Linear Regression for Regression Discontinuity Designs
Date   Wed, 25 May 2011 09:56:19 +0200

Thanks a lot, Alex and Austin!!!

I had not realized the impact of different kernel choices for this,
but have now been able to verify also on two other datasets that
-rd outcome z, z0(0) bwidth(z,-B,B) mbw(100) kernel(rectangle)- does
indeed give me the same estimate as
- reg outcome D0 z D0_z if inrange(z,-B,B)-.

(I still had an older version of -rd- anyway, where use of the
rectangular kernel was no problem, but it's also great to know that
this will now also work again with the most recent version when I
download that!



On Mon, May 23, 2011 at 9:37 PM, Alex Olssen <alex.olssen@gmail.com> wrote:
> Cool,
>
> Thanks Austin.
>
> On 24 May 2011 05:21, Austin Nichols <austinnichols@gmail.com> wrote:
>> Alex Olssen <alex.olssen@gmail.com>:
>>
>> Since Kit may be out of touch the next few weeks, I have also put a
>> revision of -rd- at
>> net from http://www-personal.umich.edu/~nicholsa/stata
>>
>> On Mon, May 23, 2011 at 11:00 AM, Austin Nichols
>> <austinnichols@gmail.com> wrote:
>>> Alex Olssen <alex.olssen@gmail.com>:
>>>
>>> You are right that I removed the kernel option from the new -rd- dated 20 March
>>> (update renamed the previous version to rd_obs and defined a new rd command)
>>> and introduced a bug.
>>>
>> ...
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