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  • Difference-in-discontinuity specification

    I am writing a paper whose main research design is a Regression Discontinuity (RD), which I ran both parametrically using the reg command and non-parametrically using the renown rdrobust package by Calonico et al.

    Now as a robustness check I’m asked to implement a Difference-in-Discontinuity approach as in Grembi et al (2016), which basically consists in taking the difference between two RD one before and one in the year of policy implementation. I found this specification as an example

    Y_dt = a(Post_t * RD_d)+ e_dt for d in a bandwidth {-D, D}

    where Post_t is a dummy for dates after the policy implementation and RD is the RD estimate.

    I found a package that might do the job but it’s user-written and I’m not completely sure of what is the econometrics behind it. Thus, I was thinking about a running a parametric specification using more standard commands. Does anyone have a suggestion on how to proceed?
    Last edited by Alessandro Sovera; 11 Mar 2021, 09:21.

  • #2
    Dear Alessandro Sovera,

    May I ask which package you were using? And what you went with in the end?

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    • #3
      Hey Maxence Morlet, there's no package yet that I'm aware of, but see my post here

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