st: Statistical significance when bootstrapping the -rd- command?

[Jen Zhen <jenzhen99@gmail.com>]

Dear listers,

When bootstrapping Austin Nichol's rd command:

bs, reps(100): rd outcome assignment, mbw(100) ,

I find that often the resulting P value tells me the estimate is not
statistically significant at the conventional levels, even when visual
inspection and more basic methods like simple OLS regressions on a
treatment dummy, assignment and assignment squared suggest huge
statistical significance.

That makes me wonder whether possibly this boot-strapping method might
somehow understate the true statistical significance of the effect in
question? Or can and should I fully trust these results and conclude
that the estimate is not statistically significant at the conventional
levels?

Thanks and best regards,
JZ
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