RDPERMUTE: Stata module to perform a permutation test for the Regression Kink (RK) and Regression Discontinuity (RD) Design

Simon Jäger and Peter Ganong

Statistical Software Components from Boston College Department of Economics

Abstract: rdpermute implements a permutation test for the Regression Kink (RK) and Regression Discontinuity (RD) Design for the one dimensional case of one Outcome Variable (y) and one Assignment Variable (x). By analyzing a set of user defined placebo estimates (placebo_disconts) in and outside the region of a suspected policy kink defined by its position on the x-Axis (true_discont), it tests for the sharp null hypothesis of no effect of the policy on the outcome. The printed results describe the calculated bandwidth at the suspected policy kink, the coefficient of the treatment effect, the classical p-Value for asymptotic inference analysis and the p-Value for our recently proposed randomization test. A list of all calculated information for each placebo estimate is stored in the return value. See Ganong, P. & Jäger, S. (2018), "A Permutation Test for the Regression Kink Design", Journal of the American Statistical Association, 113:522, 494-504.

Language: Stata
Requires: Stata version 13, rdrobust and rd from SSC (q.v.)
Keywords: regression kink; regression discontinuity; randomization test (search for similar items in EconPapers)
Date: 2018-09-28, Revised 2018-12-25
Note: This module should be installed from within Stata by typing "ssc install rdpermute". 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rdpermute.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rdpermute.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lee_election.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/sim1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/sim2.dta sample data file (application/x-stata)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458536

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().