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Re: st: ddens option for McCrary density test in Nichols' rd command


From   Jen Zhen <jenzhen99@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ddens option for McCrary density test in Nichols' rd command
Date   Mon, 12 Sep 2011 15:57:08 +0200

Right, apologies for being imprecise on this. Remains the problem
though that it does not implement any other density test either.

On Mon, Sep 12, 2011 at 3:33 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> The help file for -rd- (SSC; please explain provenance!!!) says
>
> ddens requests a computation of a discontinuity in the density of Z.  This is
>    computed in a relatively ad hoc way, and should be redone using McCrary's
>    test described at http://www.econ.berkeley.edu/~jmccrary/DCdensity/.
>
> I read that as clearly stating that this option does not implement
> McCrary's test.
>
> Nick
>
> On Mon, Sep 12, 2011 at 2:24 PM, Jen Zhen <jenzhen99@gmail.com> wrote:
>> Dear Statalist members,
>>
>> when I use the -ddens- option with Austin Nichols' -rd- command, I
>> just get the same main estimates output as without that option,
>> instead of a computation of McCrary's density test. Is it possible
>> that this option is not working as it should, or is there anything
>> particular I need to take into account when using this?
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