I have two questions related to running fuzzy rd in stata and hope someone can help.
- Is it possible to do pooled subgroup analysis with the command rdrobust (instead of running one regression for each gender for example)?
- I am having difficulties getting the same fuzzy rd estimates with rdrobust and ivregress. Here is the code and output (with stata 14). Maybe I am missing something obvious here.
ac_num is the number of college a student got accepted to.
Code:
gen above =(z>0)
gen uw=1/2*(abs(z)<=1) //uniform weight
gen zabove=z*above
rdrobust ac_num z, fuzzy(treated) h(0.208) kernel(uniform)
ivreg2 ac_num (treated=above) z zabove [pw=uw] if z>=-0.208 & z<=0.208
Output:
Code:
. rdrobust ac_num z, fuzzy(treated) h(0.208) kernel(uniform) Fuzzy RD estimates using local polynomial regression. Cutoff c = 0 | Left of c Right of c Number of obs = 115413 -------------------+---------------------- BW type = Manual Number of obs | 68603 46810 Kernel = Uniform Eff. Number of obs | 11247 13008 VCE method = NN Order est. (p) | 1 1 Order bias (q) | 2 2 BW est. (h) | 0.208 0.208 BW bias (b) | 0.208 0.208 rho (h/b) | 1.000 1.000 First-stage estimates. Outcome: treated. Running variable: z. -------------------------------------------------------------------------------- Method | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------------+------------------------------------------------------------ Conventional | .12829 .03517 3.6477 0.000 .05936 .19723 Robust | - - 2.3896 0.017 .023406 .236954 -------------------------------------------------------------------------------- Treatment effect estimates. Outcome: ac_num. Running variable: z. Treatment Status: treated. -------------------------------------------------------------------------------- Method | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------------+------------------------------------------------------------ Conventional | .06976 .1392 0.5012 0.616 -.203061 .342579 Robust | - - 0.1367 0.891 -.4409 .507025 -------------------------------------------------------------------------------- . ivreg2 ac_num (treated=above) z zabove [pw=uw] if z>=-0.208 & z<=0.208 (sum of wgt is 1.2128e+04) IV (2SLS) estimation -------------------- Estimates efficient for homoskedasticity only Statistics robust to heteroskedasticity Number of obs = 24255 F( 3, 24251) = 115.04 Prob > F = 0.0000 Total (centered) SS = 11836.76809 Centered R2 = -0.0999 Total (uncentered) SS = 14482 Uncentered R2 = 0.1010 Residual SS = 13019.64892 Root MSE = .7327 ------------------------------------------------------------------------------ | Robust ac_num | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- treated | -.1120709 .1809334 -0.62 0.536 -.4666938 .242552 z | .8990076 .3405309 2.64 0.008 .2315793 1.566436 zabove | .1783963 .2341688 0.76 0.446 -.280566 .6373587 _cons | .3866149 .0952684 4.06 0.000 .1998921 .5733376 ------------------------------------------------------------------------------ Underidentification test (Kleibergen-Paap rk LM statistic): 6.887 Chi-sq(1) P-val = 0.0087 ------------------------------------------------------------------------------ Weak identification test (Cragg-Donald Wald F statistic): 8.053 (Kleibergen-Paap rk Wald F statistic): 6.891 Stock-Yogo weak ID test critical values: 10% maximal IV size 16.38 15% maximal IV size 8.96 20% maximal IV size 6.66 25% maximal IV size 5.53 Source: Stock-Yogo (2005). Reproduced by permission. NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors. ------------------------------------------------------------------------------ Hansen J statistic (overidentification test of all instruments): 0.000 (equation exactly identified) ------------------------------------------------------------------------------ Instrumented: treated Included instruments: z zabove Excluded instruments: above ------------------------------------------------------------------------------
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