Rdrobust: Software for regression-discontinuity designs

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

Research output: Contribution to journalArticlepeer-review

99 Scopus citations

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
DOIs
StatePublished - 2017
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Mathematics (miscellaneous)

Keywords

  • Rdbwselect
  • Rdplot
  • Rdrobust
  • Regression discontinuity
  • st0366_1

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