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From |
"Patrick Button" <pbutton@uci.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RD |

Date |
Thu, 26 Apr 2012 11:48:42 -0700 |

Hi Ana, Are you referring to the RD program that was created by Austin Nichols? If so, the coefficient estimates are easy to get. Here is an example using some code that I have from Lee, Moretti, and Bulter (2004) (data is here: http://emlab.berkeley.edu/~moretti/data3.html) ***** set memory 500m use c:\~\enricoall2.dta, clear *The running/assignment variable is the Democratic Share of the two party vote *which is called demvoteshare. I am centering the variable so that the cut-off *occurs at zero. This just makes the interpretation of results easier gen z = demvoteshare - 0.5 *My outcome variable is ADA score *Running the RD program to get local linear estimates (using a triangular kernel) rd ada_vs z, kernel(tri) Two variables specified; treatment is assumed to jump from zero to one at Z=0. Assignment variable Z is z Treatment variable X_T unspecified Outcome variable y is ada_vs (11606 missing values generated) (11606 missing values generated) (11606 missing values generated) Estimating for bandwidth .1905888865693358 Estimating for bandwidth .0952944432846679 Estimating for bandwidth .3811777731386716 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lwald | 52.10493 1.332489 39.10 0.000 49.4933 54.71656 lwald50 | 51.75824 1.888753 27.40 0.000 48.05635 55.46013 lwald200 | 51.77842 1.05434 49.11 0.000 49.71195 53.84489 ------------------------------------------------------------------------------ ***** The coefficient of interest is in the row with lwald (so 52.10). This is the estimate under the bandwidth that's selected using the Imbens and Kalyanaraman (2009) procedure. The other coefficients are estimates with different bandwidths. lwald50 is half this optimal bandwidth. lwald200 is twice. You'll see above that the optimal bandwidth was calculated as 0.1906. If you want to retrieve this coefficient estimate, it should be available from e(b). The program saves coefficient results in this vector. Try this: matrix coeffs = e(b) gen maincoeff = coeffs[1,1] That will store the coefficient of interest in a variable for you, or you could modify that code to save it into a particular cell of a matrix. Hope that helps -- Patrick Button PhD Candidate Department of Economics University of California, Irvine http://sites.google.com/site/patrickbutton > Dear all, > > How can I retrieve the estimated coefficient for the covariates when using > rd command in stata? > > Thanks in advance for help. > Ana. > * > * 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/

**References**:**st: RD***From:*Ana <analunhb@gmail.com>

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