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: RD and binary outcomes
From
D-Ta <[email protected]>
To
[email protected]
Subject
st: RD and binary outcomes
Date
Tue, 18 Oct 2011 15:41:52 +0200
Dear Stata-Users,
I am currently working with the RD command provided by Austin Nichols.
I investigate continous as well as binary outcome variables. I use cubic
and quartic parametric models as benchmarks to compare the RD results
against.
In the case of continous variables the RD command does fine (i.e. very
close to the parametric model with even smaller standard errors).
However, when looking at binary outcomes, the RD procedure produces much
wider standard errors and the point estimates differ a lot from the
parametric (probit) specifications.
I assume that this is due to the underlying local linear model used by
RD. (Perhaps it would be better to use a local logit(?))
Am I right that -in its current format- the RD command is not the right
tool to use in case of binary outcome variables?
Many thanks
Darjusch
*
* 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/