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RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD)

Author

Listed:
  • Harold D. Chiang

    (Vanderbilt University)

  • Yu-Chin Hsu

    (Academia Sinica)

  • Yuya Sasaki

    (Department of Economics, Vanderbilt University)

Programming Language

Stata

Abstract

This program executes estimation and robust inference for quantile treatment effects (QTE) in the sharp and fuzzy regression discontinuity designs (RDD) based on Chiang, Hsu, and Sasaki (J. Econometrics, 2019). The command takes an outcome variable y and a running variable or forcing variable x. In case of a fuzzy design, a binary treatment variable d is specified in the option fuzzy(varname). 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. The method is robust against large bandwidths and unknown functional forms.

Suggested Citation

  • Harold D. Chiang & Yu-Chin Hsu & Yuya Sasaki, 2020. "RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD)," Statistical Software Components S458789, Boston College Department of Economics, revised 18 Jan 2022.
    • Handle: RePEc:boc:bocode:s458789
    Note: This module should be installed from within Stata by typing "ssc install rdqte". 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

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/rdqte.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rdqte.sthlp
    File Function: help file
    Download Restriction: no
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