NEXT: Stata module to perform regression discontinuity

Mark Long and Jordan Rooklyn
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Jordan Rooklyn: University of Washington

Statistical Software Components from Boston College Department of Economics

Abstract: This program, which is designed to estimate a local average treatment effect in the context of a strict regression discontinuity design, uses a data-driven algorithm that simultaneously selects the polynomial specification and bandwidth combination that minimizes the predicted mean squared error at the threshold of a discontinuity. It achieves this selection by evaluating the combinations of specification and bandwidth that perform best in estimating the next point in the observed sequence on each side of the discontinuity.

Language: Stata
Requires: Stata version 13
Keywords: regression discontinuity; bandwidth; threshold (search for similar items in EconPapers)
Date: 2016-09-16, Revised 2020-10-13
Note: This module should be installed from within Stata by typing "ssc install next". 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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