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]
st: SEs after -rdob- with covariates, & use of covariates in -rd-?
From
Jen Zhen <[email protected]>
To
[email protected]
Subject
st: SEs after -rdob- with covariates, & use of covariates in -rd-?
Date
Fri, 15 Apr 2011 11:37:03 +0200
Dear Statalist members,
I am trying to implement a Regression Discontinuity Design using
Imbens&Kalyanaraman's -rdob- and Austin Nichols' -rd-. I have a number
of difficulties and would be most grateful for any advice about these:
(1)
When, to choose the optimal bandwidth according Imbens&Kalyanaraman, I
use -rdob- without covariates, -rdob outcome runningvar, c(0)-,
the chosen bandwidth is so small that my estimates are no more
statistically significant at the conventional levels.
So I would like to see whether I increase statistical precision by
controlling for some pre-determined covariates. However, whenever I
include covariates, -rdob outcome runningvar covariate, c(0)-, -rdob-
does not give me standard errors any more. Nor does -rdob- seem
bootstrappable (for reasons unknown to me).
So I considered bootstrapping instead the -rd- command, using the
bandwidth obtained through -rdob-. However, from what I understand
-rd- does not allow for inclusion of covariates?
Is there a ensible way around this?
(2)
Another "convenience" issue I have is that when I use Ben Jann's
-esttab- to easily export the results of many -rdob- regressions into
Excel,
what I get in Excel does no more correspond to the (think correct)
output displayed directly after each -rdob- regression. Does that mean
that I cannot use these two commands together, or does anyone know a
way around this? I used:
-rdob outcome1 runningvar covariate, c(0)-
eststo est1
-rdob outcome2 runningvar covariate, c(0)-
eststo est2
esttab est_* using output.csv, options
Thanks a lot,
JZ
*
* 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/