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- Sebastian Calonico
- University of Miami Miami, FL
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- Matias D. Cattaneo
- University of Michigan Ann Arbor, MI
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- Max H. Farrell
- University of Chicago Chicago, IL
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- Rocío Titiunik
- University of Michigan Ann Arbor, MI
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説明
<jats:p> We describe a major upgrade to the Stata (and R) rdrobust package, which provides a wide array of estimation, inference, and falsification methods for the analysis and interpretation of regression-discontinuity designs. The main new features of this upgraded version are as follows: i) covariate-adjusted bandwidth selection, point estimation, and robust bias-corrected inference, ii) cluster–robust bandwidth selection, point estimation, and robust bias-corrected inference, iii) weighted global polynomial fits and pointwise confidence bands in regression-discontinuity plots, and iv) several new bandwidth selection methods, including different bandwidths for control and treatment groups, coverage error-rate optimal bandwidths, and optimal bandwidths for fuzzy designs. In addition, the upgraded package has superior performance because of several numerical and implementation improvements. We also discuss issues of backward compatibility and provide a companion R package with the same syntax and capabilities. </jats:p>
収録刊行物
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- The Stata Journal: Promoting communications on statistics and Stata
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The Stata Journal: Promoting communications on statistics and Stata 17 (2), 372-404, 2017-06
SAGE Publications