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Re: st: St : Regression discontinuity with Dichotomous dependent variable
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: St : Regression discontinuity with Dichotomous dependent variable
Date
Tue, 3 Jan 2012 16:04:40 -0500
Ayman Farahat <[email protected]>:
-rd- can be switched to local mean smoothing (degree 0) if predictions
lie outside the unit interval (local polynomial regression of degree
zero instead of the default degree one cannot give predictions outside
the unit interval) but local linear regression has enough to recommend
it that you might want to adjust the bandwidth instead.
On Tue, Jan 3, 2012 at 3:41 PM, Ayman Farahat <[email protected]> wrote:
> 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 <[email protected]>
> To: "[email protected]" <[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 <[email protected]> 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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