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| From | Austin Nichols <austinnichols@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Re: comparing regression discontinuity treatment effects for different subsamples |
| Date | Mon, 11 Oct 2010 21:34:30 -0400 |
John -- I don't understand your advice here at all--is group supposed to be a treatment indicator? Is pretest an assignment variable or a control variable? Prashant -- One can of course write a wrapper -program- containing several estimators and -bootstrap- the whole thing, which then allows testing across estimators--the -rd- package on SSC is no exception to that general rule, but make sure you set the bandwidth exogenously if you are using local linear regression as -rd- does. Also -findit ivqte- for one approach to quantile TE, and note that RD can be seen as a version of IV; see refs cited in -help rd-. On Mon, Oct 11, 2010 at 3:04 AM, John Antonakis <john.antonakis@unil.ch> wrote: > Hi: > > You could use -suest-. For example, suppose you have the following basic > specification (where pretest is mean-centered, to set the intercept to the > cut-off value): > > y = b0 + b1*pretest + b2*group + e > > Estimate the model for each group, e.g., > > reg y pretest group if boys==1 > est store boys > reg y pretest group if boys==0 > est store girls > suest boys girls > > Now you can do cross-equation tests, e.g., > > test [boys_mean]group = [girls_mean]group > > Hope this helps. > John. > > __________________________________________ > > Prof. John Antonakis, Associate Dean > Faculty of Business and Economics (HEC) > Department of Organizational Behavior > University of Lausanne > Internef #618 > CH-1015 Lausanne-Dorigny > Switzerland > > Tel ++41 (0)21 692-3438 > Fax ++41 (0)21 692-3305 > > Home page: > http://www.hec.unil.ch/people/jantonakis > __________________________________________ > > > On 11.10.2010 04:17, Prashant wrote: >> >> Hi, >> >> I was wondering how one could test if the difference in the average >> treatment effects for two different sample subgroups (say male and >> female) is statistically different from zero in a sharp regression >> discontinuity design. Could -rd- from SSC be used to do this? >> >> Similarly, how could this be done for quantile treatment effects? >> >> Any advice on how to go about doing this would be much appreciated. >> >> Thank you, >> Prashant * * 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/