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. tab z
=1 if x >=
5
Freq.
Percent
Cum.
0
1
1,000
1,000
50.00
50.00
50.00
100.00
Total
2,000
100.00
The above result shows 50% of observations (i.e 1000 observations) have x>5.
b) What is the fraction of units that are in the treated group (that is, have w= 1)?
. tab w z
=1 if
treated
=1 if x >= 5
0
Total
0
1
727
273
111
889
838
1,162
Total
1,000
1,000
2,000
This table shows that 58.10% units are in the treated group, that is 1162 people out of total 2,000
observations.
How does the proportion of people treated below and above the cut-off point?
89% of people in group who had x over 5 received treatment, compared to 27,3% of group who
had x below 5.
c) Estimate a separate linear probability models for x < 5 and x>5, and obtain the predicted values
at the cut-off point and graph the functions.
. reg w x if z==0
Source
SS
df
MS
Model
Residual
17.5177744
180.953226
1
998
17.5177744
.181315857
Total
198.471
999
.19866967
Coef.
x
_cons
.0916522
.043984
Number of obs
F( 1,
998)
Prob > F
R-squared
Adj R-squared
Root MSE
Std. Err.
P>|t|
.0093244
.0269105
9.83
1.63
0.000
0.102
=
=
=
=
=
=
1000
96.61
0.0000
0.0883
0.0874
.42581
.1099499
.0967917
. predict what0
(option xb assumed; fitted values)
. reg w x if z==1
Source
SS
df
MS
Model
Residual
4.4914493
94.1875507
1
998
4.4914493
.094376303
Total
98.679
999
.098777778
Coef.
x
_cons
.0464084
.5408787
Std. Err.
.0067272
.0513891
t
6.90
10.53
Number of obs
F( 1,
998)
Prob > F
R-squared
Adj R-squared
Root MSE
1000
47.59
0.0000
0.0455
0.0446
.30721
P>|t|
0.000
0.000
.0332073
.4400356
. predict what1
(option xb assumed; fitted values)
. gen what= what0 if ~z
(1000 missing values generated)
=
=
=
=
=
=
.0596095
.6417218
.6
.4
.2
0
linear prob
.8
4
6
forcing variable
10
. probit w x if ~z
Iteration
Iteration
Iteration
Iteration
Iteration
0:
1:
2:
3:
4:
log
log
log
log
log
likelihood
likelihood
likelihood
likelihood
likelihood
=
=
=
=
=
-586.21993
-540.8212
-540.49983
-540.49975
-540.49975
Probit regression
Number of obs
LR chi2(1)
Prob > chi2
Pseudo R2
Coef.
x
_cons
.292854
-1.38944
Std. Err.
.0315516
.0981431
P>|z|
9.28
-14.16
0.000
0.000
=
=
=
=
1000
91.44
0.0000
0.0780
.354694
-1.197083
.
. predict phat0
(option pr assumed; Pr(w))
. probit w x if z
Iteration
Iteration
Iteration
Iteration
Iteration
0:
1:
2:
3:
4:
log
log
log
log
log
likelihood
likelihood
likelihood
likelihood
likelihood
=
=
=
=
=
-348.60098
-324.97189
-324.44263
-324.44168
-324.44168
Probit regression
Number of obs
LR chi2(1)
Prob > chi2
Pseudo R2
Coef.
x
_cons
.2706787
-.7171781
.
. predict phat1
(option pr assumed; Pr(w))
Std. Err.
.040865
.2895344
z
6.62
-2.48
P>|z|
0.000
0.013
=
=
=
=
1000
48.32
0.0000
0.0693
.3507726
-.1497012
.2
.4
.6
.8
4
6
forcing variable
linear prob
10
probit
. reg y x_5 if z
Source
SS
df
MS
Model
Residual
230.759468
742.020178
1
998
230.759468
.743507193
Total
972.779646
999
.973753399
Coef.
x_5
_cons
.3326468
3.814271
Std. Err.
.0188819
.0545347
t
17.62
69.94
Number of obs
F( 1,
998)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
1000
310.37
0.0000
0.2372
0.2365
.86227
P>|t|
0.000
0.000
.295594
3.707255
.3696997
3.921287
. reg y x_5 if ~z
Source
SS
df
MS
Model
Residual
409.736839
1109.52773
1
998
409.736839
1.11175123
Total
1519.26457
999
1.52078535
Coef.
x_5
_cons
.4432575
3.282887
Std. Err.
.0230891
.0666859
t
19.20
49.23
Number of obs
F( 1,
998)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
1000
368.55
0.0000
0.2697
0.2690
1.0544
P>|t|
0.000
0.000
.3979488
3.152026
.4885663
3.413747
The coefficient of cons in the first regression is 3.58 and in the second regression is 3.28 and the
difference is 0.53
. reg w x_5 if z
Source
SS
df
MS
Model
Residual
4.4914493
94.1875507
1
998
4.4914493
.094376303
Total
98.679
999
.098777778
Coef.
x_5
_cons
.0464084
.7729209
Std. Err.
.0067272
.0194295
t
6.90
39.78
Number of obs
F( 1,
998)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
1000
47.59
0.0000
0.0455
0.0446
.30721
P>|t|
0.000
0.000
.0332073
.7347935
.0596095
.8110482
. reg w x_5 if ~z
Source
SS
df
MS
Model
Residual
17.5177745
180.953226
1
998
17.5177745
.181315857
Total
198.471
999
.19866967
Coef.
x_5
_cons
.0916522
.5022452
Std. Err.
.0093244
.0269307
t
9.83
18.65
Number of obs
F( 1,
998)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
1000
96.61
0.0000
0.0883
0.0874
.42581
P>|t|
0.000
0.000
.0733545
.4493979
.1099499
.5550926
Coef.
w
x
zx_5
_cons
1.963177
.263328
-.0217891
.9802505
Instrumented:
Instruments:
Number of obs
F( 3, 1996)
Prob > F
R-squared
Root MSE
Robust
Std. Err.
.2046892
.0295197
.0214587
.0363406
t
9.59
8.92
-1.02
26.97
P>|t|
0.000
0.000
0.310
0.000
=
2000
= 3588.42
= 0.0000
= 0.8722
=
.5959
2.364604
.3212206
.0202947
1.05152
w
x zx_5 z
Coef.
w
x
zx_5
_cons
1.775465
.3471895
-.0991082
.7060606
Instrumented:
Instruments:
w
x zx_5 z
Robust
Std. Err.
.3267695
.0726118
.0772654
.1912344
Number of obs
F( 3,
796)
Prob > F
R-squared
Root MSE
t
5.43
4.78
-1.28
3.69
P>|t|
0.000
0.000
0.200
0.000
=
=
=
=
=
800
351.50
0.0000
0.7662
.61919
2.416897
.4897226
.0525599
1.081444
Note that now number of obs = 800 instead of 2000, which was the case before.
W = 1.77, which is clearly different from 1.96 obtained before.
Standard error increases over 1.5 times from 0.2 to 0.33
=1 if treated
Bandwidth 1.68758681936383
.2
.4
.6
.8
response variable
Bandwidth 1.68758681936383
-5
0
Centered forcing variable
-5
y=50
0
Centered forcing var
w = 50
response variable
Bandwidth 3.375173638727659
.2
.4
.6
.8
=1 if treated
Bandwidth 3.375173638727659
-5
-5
y=100 (standard)
w = 100 (standard)
response variable
Bandwidth 6.750347277455318
.2
.4
.6
.8
=1 if treated
Bandwidth 6.750347277455318
-5
y = 200
-5
w = 200
. rd y w x_5, gr
Three variables specified; jump in treatment
at Z=0 will be estimated. Local Wald Estimate
is the ratio of jump in outcome to jump in treatment.
Assignment variable Z is x_5
Treatment variable X_T is w
Outcome variable y is y
Command used for graph: lpoly; Kernel used: triangle (default)
Bandwidth: 3.3751736; loc Wald Estimate: 1.877531
Bandwidth: 1.6875868; loc Wald Estimate: 1.6518071
Bandwidth: 6.7503473; loc Wald Estimate: 1.9487988
Estimating for bandwidth 3.375173638727659
Estimating for bandwidth 1.68758681936383
Estimating for bandwidth 6.750347277455318
Coef.
numer
denom
lwald
numer50
denom50
lwald50
numer200
denom200
lwald200
.4655039
.2479341
1.877531
.4717397
.28559
1.651807
.5050617
.2591657
1.948799
Std. Err.
P>|z|
.1319549
.0539299
.3075553
.1853561
.0764943
.3825489
.100234
.0407388
.2229953
3.53
4.60
6.10
2.55
3.73
4.32
5.04
6.36
8.74
0.000
0.000
0.000
0.011
0.000
0.000
0.000
0.000
0.000
.2068771
.1422334
1.274734
.1084484
.135664
.9020252
.3086066
.179319
1.511736
.7241307
.3536347
2.480328
.8350309
.4355161
2.401589
.7015168
.3390123
2.385862