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st: RD design using -probit- and -margins-

Subject   st: RD design using -probit- and -margins-
Date   Fri, 25 May 2012 15:07:29 +0200

Dear Stata Users,

I follow a regression discontinuity design (RD) where I have
y=outcome [0,1]
t=treatment [0,1]
z=running variable [-12, -11, ... , 11, 12]

and t=1 if z>=0.

I fit several models of varying flexibility, i.e.

-probit y i.t##c.z- 


-probit y i.t##c.z##c.z-


-probit y i.t##c.z##c.z##c.z-

I want to use -margins- to give me an interpretable estimate of the local treatment effect, i.e. the effect of t switching from 0 to 1 on y at z=0.

My questions:
1. how do i have to specify -margins- ?

2. I have different outcomes of interest. In some cases 8more so with the more flexible models, -margins- would tell me the efect is not estimable. What does this suggest and is there any way around the problem?

Many Thanks!

P.S. I am aware of -rd- , but prefer a parametric approach in this setting.

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