TED: Stata module to test Stability of Regression Discontinuity Models

Giovanni Cerulli

Statistical Software Components from Boston College Department of Economics

Abstract: ted estimates the "local average treatment effect" (LATE), the "compliers' probabilty discontinuity" (CPD), and "treatment effect derivative" (TED) for either sharp or fuzzy Regression Discontinuity (RD) models. Estimation and inference for TED are especially useful for testing the stability of LATE estimates in RD models when infinitesimal changes of the threshold value are allowed. According to Dong and Lewbel (2015) and Cerulli, et al. (2016), a TED which is significantly different from zero signals that LATE estimate is instable any time very small changes of the threshold value are considered, thus questioning the validity of RD results. In the fuzzy case, standard errors for LATE, CPD, and TED are estimated using the delta method. ted provides also a graphical representation of LATE and TED, by jointly plotting the potential outcome functions and their tangents at threshold.

Language: Stata
Requires: Stata version 13
Keywords: Regression Discontinuity; LATE; treatment effect derivative; TED (search for similar items in EconPapers)
Date: 2016-07-20, Revised 2016-11-06
Note: This module should be installed from within Stata by typing "ssc install ted". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/t/ted.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/ted.sthlp help file (text/plain)

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