Re: st: Re: comparing regression discontinuity treatment effects for different subsamples

[John Antonakis <john.antonakis@unil.ch>]

Hi Austin:

Using the "classical" RDD design, "group" is the treatment indicator; 
pretest is the "cutoff" measure for assignment to group.

Best,
J.

__________________________________________

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 12.10.2010 03:34, Austin Nichols wrote:
> 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
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