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


From   "Villa Lora, Juan Miguel" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: Re: comparing regression discontinuity treatment effects for different subsamples
Date   Tue, 12 Oct 2010 16:53:09 -0400

Hello,
I'd recommend Prof. Imbens's program on RD found at http://www.economics.harvard.edu/faculty/imbens/software_imbens with the built-in optimal choice of the bandwidth MSE explained at http://www.economics.harvard.edu/faculty/imbens/files/rd_09feb3.pdf
Rgards, 
Juan.
________________________________________
From: [email protected] [[email protected]] On Behalf Of Austin Nichols [[email protected]]
Sent: Tuesday, October 12, 2010 4:12 PM
To: [email protected]
Subject: Re: st: Re: comparing regression discontinuity treatment effects for different subsamples

Prashant  <[email protected]>:
That looks like a good start, but what are you supplying to option z0?
Do males and females have different cutoffs in the assignment variable
(AKA running variable)?

On Tue, Oct 12, 2010 at 9:19 AM, Prashant <[email protected]> wrote:
> Dear Austin and John,
>
> Thank you so much for your kind advice. I am new to programming in
> Stata and so would appreciate any further feedback on whether the
> following example code correctly captures the idea:
>
> capture program drop mycompare1
> program mycompare1, eclass
>        version 11.1
>        syntax varlist(numeric)
>        quietly rd `varlist' if female == 1, z0(fixed_bw1) mbw(100) bw(2) kernel(tri)
>        matrix treat1 = e(b)
>        quietly rd `varlist' if female == 0, z0(fixed_bw2) mbw(100) bw(2) kernel(tri)
>        matrix treat2 = e(b)
>        matrix diff = treat2 - treat1
>        ereturn post diff
> end
>
> bootstrap, reps(1000): mycompare1 yvar running_var
>
> Many thanks again--best wishes,
> Prashant

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