Rdrobust: Software for regression-discontinuity designs

Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell, Rocío Titiunik

Research output: Contribution to journalArticle

61 Citations (Scopus)

Abstract

We describe a major upgrade to the Stata (and R) rdrobust package, which provides a wide array of estimation, inference, and falsification methods for the analysis and interpretation of regression-discontinuity designs. The main new features of this upgraded version are as follows: i) covariate-adjusted bandwidth selection, point estimation, and robust bias-corrected inference, ii) cluster– robust bandwidth selection, point estimation, and robust bias-corrected inference, iii) weighted global polynomial fits and pointwise confidence bands in regressiondiscontinuity plots, and iv) several new bandwidth selection methods, including different bandwidths for control and treatment groups, coverage error-rate optimal bandwidths, and optimal bandwidths for fuzzy designs. In addition, the upgraded package has superior performance because of several numerical and implementation improvements. We also discuss issues of backward compatibility and provide a companion R package with the same syntax and capabilities.

Original languageEnglish (US)
Article numberst0366_1
Pages (from-to)372-404
Number of pages33
JournalStata Journal
Volume17
Issue number2
StatePublished - Jan 1 2017

Fingerprint

Bandwidth Selection
Optimal Bandwidth
Discontinuity
Point Estimation
Regression
Software
Confidence Bands
Compatibility
Error Rate
Covariates
Coverage
Bandwidth
Polynomial
Design

Keywords

  • Rdbwselect
  • Rdplot
  • Rdrobust
  • Regression discontinuity
  • st0366_1

ASJC Scopus subject areas

  • Mathematics (miscellaneous)

Cite this

Calonico, S., Cattaneo, M. D., Farrell, M. H., & Titiunik, R. (2017). Rdrobust: Software for regression-discontinuity designs. Stata Journal, 17(2), 372-404. [st0366_1].

Rdrobust : Software for regression-discontinuity designs. / Calonico, Sebastian; Cattaneo, Matias D.; Farrell, Max H.; Titiunik, Rocío.

In: Stata Journal, Vol. 17, No. 2, st0366_1, 01.01.2017, p. 372-404.

Research output: Contribution to journalArticle

Calonico, S, Cattaneo, MD, Farrell, MH & Titiunik, R 2017, 'Rdrobust: Software for regression-discontinuity designs', Stata Journal, vol. 17, no. 2, st0366_1, pp. 372-404.
Calonico S, Cattaneo MD, Farrell MH, Titiunik R. Rdrobust: Software for regression-discontinuity designs. Stata Journal. 2017 Jan 1;17(2):372-404. st0366_1.
Calonico, Sebastian ; Cattaneo, Matias D. ; Farrell, Max H. ; Titiunik, Rocío. / Rdrobust : Software for regression-discontinuity designs. In: Stata Journal. 2017 ; Vol. 17, No. 2. pp. 372-404.
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