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RE: st: St : Regression discontinuity with Dichotomous dependent variable
From
Cameron McIntosh <[email protected]>
To
STATA LIST <[email protected]>
Subject
RE: st: St : Regression discontinuity with Dichotomous dependent variable
Date
Tue, 3 Jan 2012 15:52:05 -0500
I think this deck might be helpful:
Nichols, A. (July 14, 2011). Causal inference for binary regression. http://www.stata.com/meeting/chicago11/materials/chi11_nichols.pdf
Cam
----------------------------------------
> Date: Tue, 3 Jan 2012 12:41:32 -0800
> From: [email protected]
> Subject: Re: st: St : Regression discontinuity with Dichotomous dependent variable
> To: [email protected]
>
> HI Nick
> This is exactly correct. I am not sure about the polynomial.
>
> Also, while it is possible to model a 0/1 as a continuous with OLS, there is the risk that i would get values outside the 0/1 range.
> Thanks
> Ayman
>
>
>
>
> ________________________________
> From: Nick Sanders
> To: "[email protected]"
> Sent: Tuesday, January 3, 2012 11:19 AM
> Subject: Re: st: St : Regression discontinuity with Dichotomous dependent variable
>
> Hello Ayman,
>
> If I understand, you have a 0,1 variable as your outcome and a continuous running variable. You can do this with standard OLS and it is the classic RD setup. Perhaps your concern is the polynomial choice in the running variable (independent)?
>
> On Jan 3, 2012, at 1:10 PM, Ayman Farahat wrote:
>
> > Hello;
> >
> > I am working on evaluating a treatment effect. The treatment assignment is based on a regression model that assigns a continuous score. Subjects that have a score greater than the cutoff are treated while those below are not treated. So it fits the RD design framework.
> >
> > However, the dependent variable is not a continuous response but rather a dichotomous variable; did the subject perform a certain action. I am using Austin Nichol's excellent RD package. However, the package assumes that the dependent variable is continuous and uses a polynomial to fit a local regression.
> >
> > Is there a way to extend RD to include dichotomous dependent variables?
> > Thanks
> > Ayman
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