Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: St : Regression discontinuity with Dichotomous dependent variable


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: St : Regression discontinuity with Dichotomous dependent variable
Date   Tue, 3 Jan 2012 16:04:40 -0500

Ayman Farahat <ayman.farahat@yahoo.com>:
-rd- can be switched to local mean smoothing (degree 0) if predictions
lie outside the unit interval (local polynomial regression of degree
zero instead of the default degree one cannot give predictions outside
the unit interval) but local linear regression has enough to recommend
it that you might want to adjust the bandwidth instead.

On Tue, Jan 3, 2012 at 3:41 PM, Ayman Farahat <ayman.farahat@yahoo.com> wrote:
> HI Nick
> This is exactly correct. I am not sure about the polynomial.
>
> Also, while it is possible to model a 0/1 as a continuous with OLS, there is the risk that i would get values outside the 0/1 range.
> Thanks
> Ayman
>
>
>
>
> ________________________________
> From: Nick Sanders <sandersn@stanford.edu>
> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
> Sent: Tuesday, January 3, 2012 11:19 AM
> Subject: Re: st: St : Regression discontinuity with Dichotomous dependent variable
>
> Hello Ayman,
>
> If I understand, you have a 0,1 variable as your outcome and a continuous running variable. You can do this with standard OLS and it is the classic RD setup. Perhaps your concern is the polynomial choice in the running variable (independent)?
>
> On Jan 3, 2012, at 1:10 PM, Ayman Farahat <ayman.farahat@yahoo.com> wrote:
>
>> Hello;
>>
>> I am working on evaluating a treatment effect. The treatment assignment is based on a regression model that assigns a continuous score. Subjects that have a score greater than the cutoff are treated while those below are not treated. So it fits the RD design framework.
>>
>> However, the dependent variable is not a continuous response but rather a dichotomous variable; did the subject perform a certain action. I am using Austin Nichol's excellent RD package. However, the package assumes that the dependent variable is continuous and uses a polynomial to fit a local regression.
>>
>> Is there a way to extend RD to include dichotomous dependent variables?
>> Thanks
>> Ayman
>> *

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index