stata最新命定--- next

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Title

    next -- Regression discontinuity (RD) estimator

Syntax

        next outcomevar assignmentvar [if] [in] , [options]

    options               Description
    ---------------------------------------------------------------------------
    Model
      regtype(string)      regression type
      threshold(real)      threshold
      data_min(int)        minimum number of data points that must be used to
                            predict the next value
      p1(int)              minimum order of the polynomial
      p2(int)              maximum order of the polynomial
      base(real)           base weight for the weighting scheme
      mspe_min(int)        minimum number of MSPEs that are allowed to be
                            included in a weighted average of MSPE
      confidence(real)     confidence interval
      bin_left(int)        number of bins used set by the user
      bin_right(int)       number of bins used set by the user

    Reporting
      details              print details

    ---------------------------------------------------------------------------


Description

    next simultaneously selects the polynomial specification and bandwidth that
        minimizes the predicted mean squared error at the threshold of a
        discontinuity.  It achieves this selection by evaluating the
        combinations of specification and bandwidth that perform best in
        estimating the next point in the oberved sequence on each side of the
        discontinuity. For more information on the model, see Next: An Improved
        Method for Identifying Impacts in Regression Discontinuity Design.

Options
        +-------+
    ----+ Model +--------------------------------------------------------------

    regtype(string) sets the regression type. Values can be regress, probit, or
        logit. If not specified by user, regression type is regress.

    threshold(real) sets the threshold of the discontinuity. If not specified
        by the user, the threshold is assumed to be 0. Note that if X=T, the
        observation is assumed to be to the right of the threshold.

    data_min(int) sets the minimum number of data points that must be used to
        predict the next value in the series. Note that value should be in the
        range of 1 to min(number of distinct values of X on left of
        threshold-1, number of distinct values of X on right of threshold-1).
        If data_min>1, then random walk specification is skipped. If the user
        does not specify, the minimum number of data points is set at 5.

    p1(int), p2(int) sets the minimum(maximum) order of the polynomial to be
        tested.  If the user does not specify, the minimum is an order of 0 and
        the maximum is an order of 5.

    base(real) sets the base weight for the weighting scheme and should lie in
        the interval of 1 (uniform weight) to infinity. If the user does not
        specify, the base weight is set at 1000.

    mspe_min(int) sets the minimum number of MSPEs that are allowed to be
        included in a weighted average of MSPE. Must be >=2. If the user does
        not specify, the minimum number of MSPEs is 5.

    confidence(real) sets the confidence interval and can be between 0 and 100.
        If the user does not specify, the confidence interval is set at 80.

    bin_left(int), bin_right(int) sets the number of bins used on each side of
        the discontinuity.  If set by the user, then bin_left and bin_right is
        set equal to Min(user set bin size, Min(matsize,maxvar)/(number of
        specifications used)-2) on each side of the discontinuity. If not set
        by the user, then the bins on each side of discontinuity is set equal
        to Min(100, number of distinct values on that side of the
        discontinuity).


        +-----------+
    ----+ Reporting +----------------------------------------------------------

    details prints the details of each sepcification tested by the model.

Examples

    Setup (data from Jacob et al., 2012, with simulated treatment effect of -10
    at threshold=215)
         import excel using http://www.mdrc.org/sites/default/files/img/RDD_Guide
> _Dataset_0.xls, firstrow sheet("Data")

    Run regression discontinuity analysis with default settings, except
    threshold set at 215 (as in Jacob et al., 2012)
         next posttest pretest, t(215)

Author

    Mark C. Long, University of Washington (corresponding author)
         Email marklong@uw.edu

    Jordan Rooklyn, University of Washington

References

    Long, M., and J. Rooklyn. 2016.  Next: An Improved Method for Identifying
        Impacts in Regression Discontinuity Design..  Working paper.

    Jacob, R.T., P. Zhu, M.A. Somers, and H. Bloom. 2012.  A Practical Guide to
        Regression Discontinuity.  New York: MDRC.

See Also
rd (if installed)     ssc install rd (to install this command)
(remote file ends)
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关键词：Stata Next tata ext Combinations minimum number points

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