PZMS: Stata module to implement the Placebo Zone optimal Model Selection algorithm for regression discontinuity and kink designs

Nathan Kettlewell and Peter Siminski

Statistical Software Components from Boston College Department of Economics

Abstract: pzms implements the placebo zone model selection algorithm for regression discontinuity (RDD) and kink (RKD) designs proposed in Kettlewell & Siminski (2022). It also reports regression estimates using the model specification selected by the algorithm. The pzms algorithm works by estimating treatment effects for candidate RDD or RKD specifications at various 'placebo thresholds'. These placebo thresholds are cut-off points along the range of the running variable where there is no actual discrete change in treatment (this region is described as the placebo zone). Treatment effects are assumed to be zero at these thresholds. Candidate models can vary by combinations of bandwidth, polynomial order, kernel weighting, analytical weighting and covariates. The candidate specification with the lowest root mean squared error of placebo estimates is selected as the preferred specification.

Language: Stata
Requires: Stata version 12.1
Keywords: placebo zone; regression discontinuity; treatment effects (search for similar items in EconPapers)
Date: 2022-04-27, Revised 2023-05-15
Note: This module may be installed from within Stata by typing "ssc install pzms". 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/p/pzms.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pzmsFile-URL:ht ... /bocode/_/custom.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/p/pzms.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pzms_example_data.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/k/kettlewell_siminski_pzms_paper.pdf documentation (application/pdf)

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