Understanding the McCrary Density Test

[Tessa May]

Hi,

I am using the McCrary Density Test but am having trouble understanding the outcome of the test. I use the command DCdensity, and the results I am getting are the scalars r(theta) and r(se). How can I get the pvalue to know if the running variable I am analyzing passes the manipulation test?

DCdensity running, breakpoint(0) generate(Xj Yj r0 fhat se_fhat) b(1) h(5)

Thanks,

Tessa

[George Ford]

Perhaps:

.

scalar pval = 2*(1-normal(abs(r(theta)/r(se))))
display "P-value = " pval