Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Inconsistency between rdrobust and rdplot results

    Hi everyone,
    I use the rdrobust/rdplot package in stata to estimate a simple RD model with time as the running variable. But I found the results between rdrobust and rdplot are not consistent to each other.
    For example, a is my Y variable, runningvar is my time running variable.

    rdrobust a runningvar, p(1) masspoints(check)
    Above command shows the estimate coeefficient is -394.72***

    rdplot a runningvar, p(1) kernel(triangular) masspoints(check) nbins(200)
    figure generated by above command is as follows
    Click image for larger version

Name:	Graph lost none.jpg
Views:	1
Size:	50.0 KB
ID:	1646887


    the magnitude and sign of the coefficient around the cutoff is totally not consistent to the rdrobust result -394.72***.

    I tried to adjust kernel and nbins(##), but the results are not better. Could anyone give me some hints why such inconsistency exists between the rdrobust and rdplot commands?

    I have put the sample data and my stata dofile in the following link, feel free to use the data to help me fix this issue:
    https://drive.google.com/drive/folde...s3?usp=sharing

    Thank you so much!!!


















  • #2
    with -rdplot- you need to specify the bandwidth (also it should be -masspoints(adjust)-, not -masspoints(check)-),
    Code:
    rdrobust a runningvar, p(1) kernel(tri) masspoints(adjust)
    
    local b_l = e(b_l)
    local b_r = e(b_r)
    
    rdplot a runningvar, p(1) kernel(tri) masspoints(adjust) h(`b_l' `b_r')

    Comment


    • #3
      Hi Øyvind Snilsberg, I believe you mean
      Code:
      local h_l = e(h_l)
      local h_r = e(h_r)
      to get the bandwidths used to estimate the regression functions as opposed to the bias of the regression functions. Is that right?

      Comment

      Working...
      X