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QRKD: Stata module to estimate and produce robust inference for heterogeneous causal effects of a continuous treatment in quantile regression kink designs

Author

Listed:
  • Harold D. Chiang

    (Vanderbilt University)

  • Yuya Sasaki

    (Department of Economics, Vanderbilt University)

Programming Language

Stata

Abstract

qrkd executes estimation and robust inference for heterogeneous causal effects of a continuous treatment in the quantile regression kink designs (QRKD) based on Chiang and Sasaki (J. Econometrics, 2019).

Suggested Citation

  • Harold D. Chiang & Yuya Sasaki, 2020. "QRKD: Stata module to estimate and produce robust inference for heterogeneous causal effects of a continuous treatment in quantile regression kink designs," Statistical Software Components S458783, Boston College Department of Economics, revised 28 Feb 2022.
  • Handle: RePEc:boc:bocode:s458783
    Note: This module should be installed from within Stata by typing "ssc install qrkd". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/q/qrkd.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/q/qrkd.sthlp
    File Function: help file
    Download Restriction: no
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