I notice that when I use the package rdrobust, I can easily replicate the resulting point estimate by using a local linear regression with the given bandwidth. Moreover, with robust standard errors in rdrobust and robust standard errors in the local linear regression, I get the same standard errors. However, when I cluster, the standard errors from the two methods are very different. Is this a bug? Or is there econometric reasoning why this would be the case?
If an example is required, I'd be happy to share mine, although I expect that this is a general result.
Related Posts with Strange Clustering Result from rdrobust
How to split?Dear All, I have this data set, Code: * Example generated by -dataex-. To install: ssc install data…
Is ROC curve for 3x3 table possible?Dear All, I have a confusing doubt in my mind. ROC curve for 3x3 or 2X3 table is possible? If so, 1.…
panel data with three variablesHi everybody. I have a panel data with three variables: year, country, product. I want to run a log…
inquire foreach listI find that Code: foreach x in Gold Platinum_upgrade Platinum_upgrade_merit { in fact, there is no…
inquire about capture commandI see a data code that starts: Code: clear * capture cd "~/Dropbox/Projects/The Demand for Status/…
Subscribe to:
Post Comments (Atom)
0 Response to Strange Clustering Result from rdrobust
Post a Comment