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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Cmogram, rdob, mccrary |

Date |
Thu, 7 Jun 2012 08:41:41 -0700 |

1) For rdob: Based on inspection of the code, if the possible discontinuity is c, the running variable is x, and the bandwidth is h then it's [x-h,c)[c,x+h]. Here is a piece of the code which suggests this: quietly count if (`c'-`h1')<=`x' & `x'<`c' local Nh1n = r(N) quietly count if `c'<=`x' & `x'<=(`c'+`h1') local Nh1p = r(N) So x=c corresponds to the treatment group. 2) For DCdensity, I reached a similar conclusion based on inspection of the ado file. -- Patrick Button Ph.D. Candidate Department of Economics University of California, Irvine https://sites.google.com/site/patrickbutton/ > Thank you very much for your helpful comments! > Still there is something I am not sure about: > When one specifies the breakpoint in these commands (rdob and DCdensity), > to which group does the breakpoint belong to? > i.e. if the breakpoint is zero, the guys for which the running variable > equals zero are assigned to the control group or to the treatment one? > So when you tell Stata that the breakpoint is zero, does it > take (x,0)[0,x) or (x,0](0,x)? > > Thanks, > > Andreu > > > > > > ________________________________ > From: Patrick Button <pbutton@uci.edu> > To: statalist@hsphsun2.harvard.edu > Re: st: Cmogram, rdob, mccrary > > Hi Antoine, > > Here are responses to some of your questions. > > 1) The syntax for the Imbens and Kalyanaraman (2011) algorithm to compute > the bandwidth is: > > syntax anything [if] [in] [,uniform detail c(real 0) fuzzy(varname)] > > Based on inspection of the code, it seems like you can specify any real > number to be the value of the proposed discontinuity. Although it is > suggested that you change the running variable so that the possible > discontinuity is at 0, this is not required. If the possible discontinuity > is at 10, then you just need to specify c(10). > > If x is your running/assignment variable, and the proposed discontinuity > is at c, then you can shift x so the discontinuity is at c simply by: > > replace x = x - c > > > 2) The syntax for the McCrary (2008) density test in Stata is as follows: > > syntax varname(numeric) [if/] [in/], breakpoint(real) GENerate(string) > /// > [ b(real 0) h(real 0) at(string) graphname(string) noGRaph] > > Notice the breakpoint(real). The breakpoint here refers to the point where > there is thought to be a discontinuity. > > Example: > > DCdensity Z, breakpoint(10) generate(Xj Yj r0 fhat se_fhat) > graphname(DCdensity_example.eps) > > 3) From my understanding after reading the McCrary (2008) paper, local > linear regression is used in the test (one of the keywords for the paper > is "Local linear density estimator"). > > Local linear regression doesn't really work with discrete data. Lee and > Card (2007) discuss this and how a parametric functional form is > necessary. Basically, there is no way under a non-parametric approach to > shrink the bandwidth to zero. Some sort of parametric functional form > assumption is necessary. For this reason, I don't think you can really use > the McCrary (2008) density test code with discrete data. > > If you were to go ahead and run the test anyways with discrete data, I am > not sure what result you would get. It would be questionable, since > non-parametric methods don't really make sense here, but you might get > some sort of output. > > As an alternative, you could do a standard RD analysis using polynomials. > Your Y variable would be the frequency in each discrete cell of your > running variable, X. When you run the polynomial regression, make sure you > cluster on X as per advice in Lee and Card (2007). > > 4) I've never used cmogram so i'm not help here. > > Anyways I hope that's helpful. > > -- > Patrick Button > > Ph.D. Candidate > Department of Economics > University of California, Irvine > https://sites.google.com/site/patrickbutton/ > >> >> Dear statalist members, >> >> I am working on a Fuzzy RDD, and I have the following questions with >> respect to the following commands which are commonly used in Regression >> Discontinuity >> Designs and can be found in the following websites: >> 1) rdob: http://www.economics.harvard.edu/faculty/imbens/software_imbens >> (concretely the file is in >> http://www.economics.harvard.edu/faculty/imbens/files/rdob.ado) >> >> 2) DCdensity (McCrary test) : >> http://emlab.berkeley.edu/~jmccrary/DCdensity/ >> 3) cmogram: >> http://ideas.repec.org/c/boc/bocode/s457162.html >> >> >> -The first question is, when using rdob to compute the optimal >> bandwidth, >> i.e. >> rdob outcome running_variable, c(0) >> Is rdob assuming that the treatment starts with positive values of the >> running variable (so when the running variable is zero, there is no >> treatment), or is it assuming that when the running variable is 0, >> treatment is assigned? >> >> -The second question is exactly the same one but for the Mccrary test >> (DCdensity command) >> >> -The third question is about the support of the running variable: >> whenever >> it is discrete, should the bin-sizes for the McCrary test be integers >> /discrete as well? >> >> >> -The fourth and last question is whether is it possible to use cmogram >> selecting the bin size and avoiding the bins on the boundary to include >> data points from both sides (i.e. define the bin size "x" and imposing >> that the bins around the boundary are [-x,0), [0,x ) >> >> >> Thanks for your attention, >> >> Antoine >> >> * >> * 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/ > > * > * 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: Cmogram, rdob, mccrary***From:*Antoine Clamaran <antoineclamaran509@yahoo.com>

**Re: st: Cmogram, rdob, mccrary***From:*"Patrick Button" <pbutton@uci.edu>

**Re: st: Cmogram, rdob, mccrary***From:*Antoine Clamaran <antoineclamaran509@yahoo.com>

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