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From | Jen Zhen <jenzhen99@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Bootstrapping to get Standard Errors for Regression Discontinuity Estimators |
Date | Thu, 23 Sep 2010 12:51:51 +0200 |
Dear listers, When bootstrapping Austin Nichol's rd command: bs, reps(100): rd outcome assignment, mbw(100) , I find that often the resulting P value tells me the estimate is not statistically significant at the conventional levels, even when visual inspection and more basic methods like simple OLS regressions on a treatment dummy, assignment and assignment squared suggest huge statistical significance. That makes me wonder whether possibly this boot-strapping method might somehow understate the true statistical significance of the effect in question? Or can and should I fully trust these results and conclude that the estimate is not statistically significant at the conventional levels? Thanks and best regards, JZ * * 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/