Hello all! Thanks to Kit Baum, a new package rdcont is now downloadable from SSC! This program can be installed from SSC by typing ssc install rdcont in the Stata command window.

Description: A common practice in the regression discontinuity design (RDD) is to test the hypothesis that the running variable has a continuous density at the threshold. rdcont tests this hypothesis using an approximate sign test, as detailed in Bugni and Canay (2019). Relative to competing tests, the approximate sign test is asymptotically valid under mild conditions. The rdcont test is implemented by default using the data-dependent choice of “q” provided by Bugni and Canay (2019).

Example: The example below uses data from Lee (2008), which uses RDD to estimate the effect of the incumbency advantage in US elections, to test the assumption of continuity in the running variable, difference in vote share between parties.
Code:
use http://fmwww.bc.edu/repec/bocode/t/table_two_final.dta, clear
rdcont difdemshare if use==1
Happy coding,
Joe