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  • Working with RDROBUST function and obtaining robust standard error and effective number of observations.

    Hi all,

    I am working with regression discontinuity design and using "rdrobust" and also trying to produce the result in latex table using "esttab".

    My main regression is

    rdrobust roa votemargin , kernel(triangular) p(1) bwselect(mserd) masspoints(off) vce(nncluster firm)

    The independent variable is roa, running variable is votemargin and I cluster standard errors by firm.


    Click image for larger version

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    I produce the result in latex using the following code:

    esttab using "roa.tex", replace ///
    b(3) t(3) star(* 0.10 ** 0.05 *** 0.01) ///
    keep(RD_Estimate)


    The result/table is shown below.

    Click image for larger version

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    However, I would like to do 2 things differently.
    (1) Record the robust t-stat/robust standard error(-0.4121) (instead of the conventional t stat of -0.461)
    (2) Record the total effective number of observations i.e (161+146 = 307) instead of 763.

    How do I adjust my code?
    Thanks in advance.

    Regards,
    Yitodoo
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