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


From   Austin Nichols <austinnichols@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 10:32:35 -0400

Jen Zhen <jenzhen99@gmail.com> :
I guess I should just remove that option to clear up the confusion.
-ddens- was an ad hoc placeholder to remind people to do McCrary's
test, which the help file has always linked to.  The code to compute a
difference in kernel densities is largely untested and does not
provide SEs, and was intended only for bootstrapping, for which there
is no proof of consistency, so it is unsuited to the newer versions of
-rd-.

On Mon, Sep 12, 2011 at 9:57 AM, Jen Zhen <jenzhen99@gmail.com> wrote:
> 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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