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

Author

Listed:
  • Simon Jäger

    (MIT)

  • Peter Ganong

    (University of Chicago)

Programming Language

Stata

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.

Suggested Citation

  • Simon Jäger & Peter Ganong, 2018. "RDPERMUTE: Stata module to perform a permutation test for the Regression Kink (RK) and Regression Discontinuity (RD) Design," Statistical Software Components S458536, Boston College Department of Economics, revised 25 Dec 2018.
    • Handle: RePEc:boc:bocode:s458536
    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.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/r/rdpermute.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/r/rdpermute.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lee_election.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/sim1.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/sim2.dta
    File Function: sample data file
    Download Restriction: no
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