Regression discontinuity limited dependent variables christopher f baum ec 823. In statistics, econometrics, political science, epidemiology, and related disciplines, a regression discontinuity design rdd is a quasiexperimental pretestposttest design that elicits the causal effects of interventions by assigning a cutoff or threshold above or below which an intervention is assigned. Regression discontinuity in practice 2 the usual practice is. Variancepxq erpx i xqpx i xs epx i 2q x 2 we subtract off x2 just for scaling purposes. Age changes the probability of having health insurance fuzzy design. In this guide for practitioners, we discuss several features of this \ regression discontinuity in time rdit framework that di er from the more standard. This work was supported by the national science foundation. It is one of the most credible quasiexperimental research designs for identi. Regression discontinuity and practical applications. It presents the basic theory behind the research design, details when rd is likely to be valid or invalid given economic incentives. Graphs in regression discontinuity design in stata. This video explains how economists use regression discontinuity to establish causality.
How to do regression discontinuity and interpret results. There will be units with the same values of the controls matches but with di. Rd relies on regression, yet rd identication is distinct. So for a given row if the the date variable has a date of 10mar2018 and the time var has a value of 12.
Propensity score matching regression discontinuity limited. We introduce the \textttstata and \textttr package \textttrdmulti, which includes three commands \textttrdmc, \textttrdmcplot. Data analysis with stata 12 tutorial university of texas. Understanding society 20092018 for ghq and sf12 mental health. Introduction to regression discontinuity designs in economics thomas lemieux, ubc spring course in labor econometrics university of coimbra, march 18 2011. A practical guide to regression discontinuity mdrc. By comparing observations lying closely on either side of the threshold, it is possible. However,unliketrueexperiments,thedatausedinnaturalexperiments comefromnaturally. Regression discontinuity designs in economics david s.
Is there a way in stata to export just a regression with the margin tests beneath it, or is there another. Regression discontinuity designs in stata matias d. Analysis of regression discontinuity designs with multiple cutoffs. The stata journal analysis of regression discontinuity. It can be obtained using the lowess command in stata. This is one of the books available for loan from academic technology services see statistics books for loan for other such books, and details about borrowing. Graphs in regression discontinuity design in stata or r. The data should look something like this in stata we can think about estimating the end of the red line and the. Regression discontinuity design rdd in the rdd the assignment to treatment is not random, but determined at least partly by the value of an observed covariate. Regression discontinuity design university of colorado denver. Local linear regression is used to construct point estimates. Sharp regression discontinuity srd design report provides a graphical depiction of the data using the average value or weighted average value, using, for example, kernel weights of the outcome variable within bins defined by ranges of the forcing variable. Stata code and data for all examples will be available on chalk. Stata module for regression discontinuity estimation rd.
Regression discontinuity world bank sief aphrc impact. Regression discontinuity design page center for effective global action university of california, berkeley 6 this provides a good example of the usefulness of loops in stata code. In regression matching we hope that treatment is as good as randomly assigned after conditioning on controls. Stores the last performed regression as one of the model specifications spec1 to be displayed in the table. We use elections data in which a large number of ties in vote counts between candidates are resolved via a lottery to study the personal incumbency advantage. The basic idea of regression discontinuity design rdd is the following. Figure 2 is identical to figure 1 except that all points to the left of the cutoff i. Regression discontinuity practical applications basic intuition ii we see these institutional rules all the time cannot get medicaid unless income is below 150 percent of the poverty line must have a gpa of 3. Manipulation of the running variable in the regression discontinuity design.
A practical introduction to regression discontinuity designs. Notes for matlab and stata regression discontinuity software. How to do regression discontinuity and interpret results in stata 16 oct 2017, 17. Heapinginduced bias in regressiondiscontinuity designs alan i. Stata module for regression discontinuity estimation.
How imprecise control over ratings affects the distribution of. C14 abstract we investigate the problem of optimal choice of the smoothing parameter bandwidth for the regression discontinuity. Manipulation of the running variable in the regression. Stata module for regression discontinuity estimation request. Joe wadding presented this 50minute talk at the university of kentucky on regression discontinuity, the first presentation in the fall 2017 applied quantitative and. Polynomials should not be used in regression discontinuity designs \we argue that estimators for causal e. Ceo regression discontinuity design rdd checklist study. Manipulation of the running variable in the regression discontinuity. See where to buy books for tips on different places you can buy these books. An r package for robust nonparametric inference in regressiondiscontinuity designs.
Regression discontinuity rd analysis is a rigorous nonexperimental1 approach that can be. In this element and its accompanying element, matias d. Regression discontinuity design rdd in brief this method was developed to estimate treatment e. Openingsaving a stata datafile quick way of finding variables subsetting using conditional if stata color coding system from spsssas to stata example of a dataset in excel from excel to stata copyandpaste. If there are thresholds whereby some observations receive the treatment above it, other those below it do not, and those immediately above or below that threshold are similar, we can use the difference of the outcome between those just above and those just below the threshold to estimate the causal effect of the treatment. Regression discontinuity d esign in stata part 1 posted on 16 december 2015 by mitch abdon there has been a growing use of regression discontinuity design rdd, introduced by thistlewaite and campbell 1960, in evaluating impacts of development programs. The rdrobust package provides stata and r implementations of statistical inference and graphical procedures for regression discontinuity designs employing local polynomial and partitioning methods. Stata is a software package popular in the social sciences for manipulating and summarizing data and. Regression discontinuity design rdd is a quasiexperimental evaluation option that measures the impact of an intervention, or treatment, by applying a treatment assignment mechanism based on a continuous eligibility index which is a variable with a continuous distribution.
Optimal bandwidth choice for the regression discontinuity estimator guido imbens and karthik kalyanaraman nber working paper no. Lee and thomas lemieux this paper provides an introduction and user guide to regression discontinuity rd designs for empirical researchers. Regression discontinuity world bank sief aphrc impact evaluation training 2015 owen ozier development research group the world bank 6 may 2015 owen ozier the world bank regression discontinuity 6 may 2015 1 9. Regression discontinuity designs in economics, lee and lemiux, jel 2010. Regression discontinuity design in stata part 1 stata. Introduction given a running variable x, a threshold c, a treatment indicator t, and an outcome y, regression discontinuity rd models identify. Multidimensional regression discontinuity and regression. C14,c21,i12 abstract this study uses monte carlo simulations to demonstrate that regression discontinuity designs arrive.
Regressiondiscontinuity design with tenpoint treatment effect. The important part is epx2 i q often, x 0 in which case varpxq epx2 i q. It provides point estimators, confidence intervals estimators, bandwidth selectors, automatic rd plots, and other related features. Heapinginduced bias in regressiondiscontinuity designs. We are grateful to professors murname and willett for granting us permission to distribute the data files from his book via our web site as well as providing. Optimal bandwidth choice for the regression discontinuity. Default is sharp rd design and hence this option is not used. Justin mccrary university of michigan december 2006 abstract standard su. The regression discontinuity rd design is widely used in applied work. Sharp regression discontinuity design examples incumbency advantage j.
Identification and estimation of treatment effects with a. Plan of the three lectures on regression discontinuity designs. Regression discontinuity \rd stata section we will use a new dataset. There has been a growing use of regression discontinuity design rdd, introduced by thistlewaite and campbell 1960, in evaluating impacts of development programs. Propensity score matching basic mechanics of matching to estimate the propensity score, a logit or probit model is usually employed.
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