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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 7 Jun 2011 10:38:50 -0400 |

Jen Zhen <jenzhen99@gmail.com>: Part of the question is easy; compare: 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 x>=-10&x<=10 reg y z x z_x if x>-10&x<10 rd_obs y x, bw(10) kernel(rectangle) mbw(100) rd_obs y x, bw(10) kernel(rectangle) mbw(100) First, the rectangular kernel used by -lpoly- does not use the endpoints of the interval. Second, note that the first time through, Stata refuses to post the results, but a second run does not choke on e(sample). Not sure why yet. Third, -rd_obs- always reports the total number of obs in sample (meeting -if- and -in- restrictions) in the returned e(N) since it is designed to work with multiple bandwidths (meaning one could in theory have ten or a hundred different N values for different reported estimates). On Tue, Jun 7, 2011 at 8:26 AM, Jen Zhen <jenzhen99@gmail.com> wrote: > 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 > * * 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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