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st: RD and binary outcomes


From   D-Ta <altruist81@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: RD and binary outcomes
Date   Tue, 18 Oct 2011 15:41:52 +0200

Dear Stata-Users,

I am currently working with the RD command provided by Austin Nichols. I investigate continous as well as binary outcome variables. I use cubic and quartic parametric models as benchmarks to compare the RD results against.

In the case of continous variables the RD command does fine (i.e. very close to the parametric model with even smaller standard errors). However, when looking at binary outcomes, the RD procedure produces much wider standard errors and the point estimates differ a lot from the parametric (probit) specifications.

I assume that this is due to the underlying local linear model used by RD. (Perhaps it would be better to use a local logit(?))

Am I right that -in its current format- the RD command is not the right tool to use in case of binary outcome variables?

Many thanks

Darjusch
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