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

[Prashant <presearchwork@gmail.com>]

Hi Austin,

Ah, I'm really very sorry, I made silly mistakes in writing up the
example. "2" in bw() was written to be a placeholder for the example--
in practice the bandwidths would be scalars fixed_bw1 and fixed_bw2
estimated using the Imbens and Kalyanaraman method for the female and
male subsamples respectively. And z0(fixed_bw1) and z0(fixed_bw2) is
just wrong -- I meant to put the common cutoff value in z0.

Many apologies again,
Prashant

On Wed, Oct 13, 2010 at 10:41 AM, Austin Nichols
<austinnichols@gmail.com> wrote:
> Prashant <presearchwork@gmail.com>:
> Yes, but what are fixed_bw1 and fixed_bw2 then?
> And the Imbens and Kalyanaraman approach gives an optimal bandwidth of 2 here?
>
> On Tue, Oct 12, 2010 at 9:14 PM, Prashant <presearchwork@gmail.com> wrote:
>> Dear Austin,
>>
>> Thank you so much again. The cutoff in the assignment for males and
>> females is the same. I was planning to use Imbens and Kalyanaraman
>> (2009)'s automatic bandwidth procedure (as also kindly suggested by
>> Juan) to first estimate bandwidths for male and female subpopulations
>> separately and then insert those fixed bandwidths into the wrapper
>> program. Is this okay?
>>
>> best,
>> Prashant
>>
>> References:
>> Guido Imbens,Karthik Kalyanaraman  (2009). Optimal Bandwidth Choice
>> for the Regression Discontinuity Estimator. NBER Working Paper No.
>> 14726.
>>
>> http://www.economics.harvard.edu/faculty/imbens/software_imbens
>>
>>
>>
>>
>> On Wed, Oct 13, 2010 at 4:12 AM, Austin Nichols <austinnichols@gmail.com> wrote:
>>> Prashant  <presearchwork@gmail.com>:
>>> 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 <presearchwork@gmail.com> 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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