st: gsample

[Marcello Pagano <pagano@hsph.harvard.edu>]

Hello,
I would like to use gsample sampling command for cross validation of my 
regression discontinuity as suggested bu Austin Nichols in “Causal 
inference with observational data”.
The idea is to randomly choose placebo cut off points and test 
continuity of the forcing variable and the outcome variable. Now Nichols 
suggests generating random samples from the data. When using the gsample 
command stata suggests that mm_sample() is required asks me to install 
moremata. Having installed moremata the same problems occurs again. What 
could be the problem. I’m using stata 10.0 and my code looks as follows:

ssc install gsample, replace
gsample 100, wor gen(pick)
levelsof x2co if pick==1, loc(p)
foreach val of local p {
cap drop newz
g newz=x2co-‘val’
bootstrap r(d), reps(1000): discont y znew
bootstrap r(d), reps(1000): discont x2co znew}

Does anyone have an idea what goes wrong with using gsample?
Thank You in advance,
Torsten Santavirta
Helsinki School of Economics
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