RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD)

Heng Chen, Harold Chiang and Yuya Sasaki

Statistical Software Components from Boston College Department of Economics

Abstract: rkqte executes estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) based on Chen, Chiang, and Sasaki (Econometric Theory, 2020). The command takes an outcome variable y, a binary treatment variable d, and a running variable or forcing variable x. The primary results consist of estimates and a uniform 95% confidence band of QTEs across multiple quantiles. In addition to these primary results, the command also conducts tests of: 1. the null hypothesis that the QTEs are zero for all the quantiles (i.e., uniformly null treatment effects); and 2. the null hypothesis that the QTEs are constant across all the quantiles (i.e., homogeneous treatment effects) against the alternative of heterogeneous treatment effects.

Language: Stata
Requires: Stata version 14.2
Keywords: quantile regression; treatment effects; regression kink designs (search for similar items in EconPapers)
Date: 2020-12-14, Revised 2021-12-08
Note: This module should be installed from within Stata by typing "ssc install rkqte". 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/r/rkqte.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rkqte.sthlp help file (text/plain)

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