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From |
Jen Zhen <jenzhen99@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Fwd: st: Local Linear Regression for Regression Discontinuity Designs |

Date |
Tue, 7 Jun 2011 16:10:34 +0200 |

I noticed one related point, which might (!) potentially be helpful in detecting the problem (?): When I use -rd- (instead of -rd_obs- as below), then -scalar bandwidth=e(w)- and then -disp bandwidth-, I always get a missing value. So maybe there is a common problem with the e(.) outputs? ---------- Forwarded message ---------- From: Jen Zhen <jenzhen99@gmail.com> Date: Tue, Jun 7, 2011 at 2:26 PM Subject: Re: st: Local Linear Regression for Regression Discontinuity Designs To: statalist@hsphsun2.harvard.edu Andreas, Alex and Austin, I came across this "triple A" post and tried Austin's suggestions myself, i.e. I obtained the latest version of -rd- and -rd_obs- with -net from (the UMichigan website given my Austin)- and then used the following code: sysuse auto, clear ren price y gen x = length - 193 gen z = (x >= 0) gen z_x = z*x reg y z x z_x if inrange(x,-10,10) mbw(10) rd_obs y x, bw(10) kernel(rectangle). Following the suggestions in this thread, I expected to get the same result with both commands, but in practice the first gave me -7002.956 and the second gave me -7109.5027. Would Austin or one of the others by any chance be able to see why this is? Sidenote 1: the latter command also returns the error message "esample() invalid", albeit only after giving me the estimation results. Sidenote 2: When, after use of -rd_obs-, I type -scalar obs=e(N)- and then -disp obs-, I always get 74, regardless of which bandwidth I specify in the respective rd_obs option, and that 74 is also larger than the 22 observations used when I do the regression manually with -reg-. So I'm wondering whether possibly the -bw- option is not working properly (or I'm misusing it)? Thanks a lot and all best, JZ On Wed, May 25, 2011 at 9:56 AM, andreas nordset <andreas.nordset@gmail.com> wrote: > > 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. > >>> > >> ... > >> * > >> * For searches and help try: > >> * http://www.stata.com/help.cgi?search > >> * http://www.stata.com/support/statalist/faq > >> * http://www.ats.ucla.edu/stat/stata/ > >> > > > > * > > * For searches and help try: > > * http://www.stata.com/help.cgi?search > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Local Linear Regression for Regression Discontinuity Designs***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**Re: st: Local Linear Regression for Regression Discontinuity Designs***From:*Jen Zhen <jenzhen99@gmail.com>

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