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 Results from rdrobust
getting estimated y vale for regressions on subsamples of a panel datasetDear Statalist, I need to have estimated value of an independent variable for a panel data set for …
Invalid name errorHi I am trying to run a quantile regression and then plot the ols and quantile regression coefficie…
How to create groups with an equal number of observations?Hi, I have a enormous data set and I would like to create ten groups (country) with an equal number…
Abadi's semi-parametric DiD Estimator - Sample characteristicsHi Statalist, I am currently working on dataset using a DiD approach to test the effect of a treatm…
Foreach Loop for CAPM regressionHey there, i am trying to do CAPM regressions with daily stock returns for every company over a per…
Subscribe to:
Post Comments (Atom)
0 Response to Strange Clustering Results from rdrobust
Post a Comment