Manipulation Testing Based on Density Discontinuity

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Manipulation Testing Based on Density Discontinuity. / Cattaneo, Matias D.; Jansson, Michael; Ma, Xinwei.

I: The Stata Journal, Bind 18, Nr. 1, 2018, s. 234-261.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

Harvard

Cattaneo, MD, Jansson, M & Ma, X 2018, 'Manipulation Testing Based on Density Discontinuity', The Stata Journal, bind 18, nr. 1, s. 234-261. https://doi.org/10.1177/1536867X1801800115

APA

Cattaneo, M. D., Jansson, M., & Ma, X. (2018). Manipulation Testing Based on Density Discontinuity. The Stata Journal, 18(1), 234-261. https://doi.org/10.1177/1536867X1801800115

CBE

MLA

Cattaneo, Matias D., Michael Jansson og Xinwei Ma. "Manipulation Testing Based on Density Discontinuity". The Stata Journal. 2018, 18(1). 234-261. https://doi.org/10.1177/1536867X1801800115

Vancouver

Author

Cattaneo, Matias D. ; Jansson, Michael ; Ma, Xinwei. / Manipulation Testing Based on Density Discontinuity. I: The Stata Journal. 2018 ; Bind 18, Nr. 1. s. 234-261.

Bibtex

@article{f3b1c0d95a874bbfa05b51b936d04d3d,
title = "Manipulation Testing Based on Density Discontinuity",
abstract = "In this article, we introduce two community-contributed commands, rddensity and rdbwdensity, that implement automatic manipulation tests based on density discontinuity and are constructed using the results for local-polynomial density estimators in Cattaneo, Jansson, and Ma (2017b, Simple local polynomial density estimators, Working paper, University of Michigan). These new tests exhibit better size properties (and more power under additional assumptions) than other conventional approaches currently available in the literature. The first command, rddensity, implements manipulation tests based on a novel local-polynomial density estimation technique that avoids prebinning of the data (improving size properties) and allows for restrictions on other features of the model (improving power properties). The second command, rdbwdensity, implements several bandwidth selectors specifically tailored for the manipulation tests discussed herein. We also provide a companion R package with the same syntax and capabilities as rddensity and rdbwdensity.",
author = "Cattaneo, {Matias D.} and Michael Jansson and Xinwei Ma",
year = "2018",
doi = "10.1177/1536867X1801800115",
language = "English",
volume = "18",
pages = "234--261",
journal = "Stata Journal",
issn = "1536-867X",
publisher = "Stata Press",
number = "1",

}

RIS

TY - JOUR

T1 - Manipulation Testing Based on Density Discontinuity

AU - Cattaneo, Matias D.

AU - Jansson, Michael

AU - Ma, Xinwei

PY - 2018

Y1 - 2018

N2 - In this article, we introduce two community-contributed commands, rddensity and rdbwdensity, that implement automatic manipulation tests based on density discontinuity and are constructed using the results for local-polynomial density estimators in Cattaneo, Jansson, and Ma (2017b, Simple local polynomial density estimators, Working paper, University of Michigan). These new tests exhibit better size properties (and more power under additional assumptions) than other conventional approaches currently available in the literature. The first command, rddensity, implements manipulation tests based on a novel local-polynomial density estimation technique that avoids prebinning of the data (improving size properties) and allows for restrictions on other features of the model (improving power properties). The second command, rdbwdensity, implements several bandwidth selectors specifically tailored for the manipulation tests discussed herein. We also provide a companion R package with the same syntax and capabilities as rddensity and rdbwdensity.

AB - In this article, we introduce two community-contributed commands, rddensity and rdbwdensity, that implement automatic manipulation tests based on density discontinuity and are constructed using the results for local-polynomial density estimators in Cattaneo, Jansson, and Ma (2017b, Simple local polynomial density estimators, Working paper, University of Michigan). These new tests exhibit better size properties (and more power under additional assumptions) than other conventional approaches currently available in the literature. The first command, rddensity, implements manipulation tests based on a novel local-polynomial density estimation technique that avoids prebinning of the data (improving size properties) and allows for restrictions on other features of the model (improving power properties). The second command, rdbwdensity, implements several bandwidth selectors specifically tailored for the manipulation tests discussed herein. We also provide a companion R package with the same syntax and capabilities as rddensity and rdbwdensity.

U2 - 10.1177/1536867X1801800115

DO - 10.1177/1536867X1801800115

M3 - Journal article

VL - 18

SP - 234

EP - 261

JO - Stata Journal

JF - Stata Journal

SN - 1536-867X

IS - 1

ER -