RDMSE: Stata module to estimate the mean squared error of a local polynomial regression discontinuity or regression kink estimator

Zhuan Pei

Statistical Software Components from Boston College Department of Economics

Abstract: This program computes the (asymptotic) mean squared error (MSE) of a local polynomial regression discontinuity or regression kink estimator as proposed by Pei, Lee, Card, Weber (2022), "Local Polynomial Order in Regression Discontinuity Designs." It displays and returns the estimated MSE for the conventional estimator and its bias-corrected counterpart as defined by Calonico, Cattaneo, Titiunik (2014), "Robust Nonparametric Confidence Intervals for Regression Discontinuity Designs." The program builds on the 2014 version of the Stata command --rdrobust-- by Sebastian Calonico, Matias Cattaneo and Rocío Titiunik.

Language: Stata
Requires: Stata version 15
Keywords: MSE; local polynomial; regression discontinuity; regression kink (search for similar items in EconPapers)
Date: 2023-03-24, Revised 2023-05-16
Note: This module should be installed from within Stata by typing "ssc install rdmse". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rdmse.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rdmse.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/altfrdbwselect.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/altrdbwselect.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/altrdvce.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kconst.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rdmsef.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rdmsesFile-URL: ... bocode/_/cct2014.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/r/rdmses.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rdmses2s.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rdmses2s.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/altrdvce.mo object library (application/octet-stream)
http://fmwww.bc.edu/repec/bocode/k/kweight.mo object library (application/octet-stream)
http://fmwww.bc.edu/repec/bocode/r/rdvce.mo object library (application/octet-stream)
http://fmwww.bc.edu/repec/bocode/r/regconst.mo object library (application/octet-stream)
http://fmwww.bc.edu/repec/bocode/r/rdrobust_senate.dta sample data file (application/x-stata)

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