Density discontinuity test (a.k.a. manipulation test) is commonly employed in regression discontinuity designs and other treatment effect settings to detect whether there is evidence suggesting perfect self-selection (manipulation) around a cutoff where a treatment/policy assignment changes.
This package provides tools for conducting the aforementioned statistical
test: rddensity to construct local polynomial based density
discontinuity test given a prespecified cutoff, rdbwdensity to
perform data-driven bandwidth selection, and rdplotdensity to construct density plot near the cutoff.
For a review on manipulation testing see McCrary (2008).
For more details, and related Stata and R packages
useful for analysis of RD designs, visit https://sites.google.com/site/rdpackages.
M.D. Cattaneo, B. Frandsen, and R. Titiunik. (2015). Randomization Inference in the Regression Discontinuity Design: An Application to the Study of Party Advantages in the U.S. Senate. Journal of Causal Inference 3(1): 1-24.
M. D. Cattaneo, M. Jansson and X. Ma. (2017a). Simple Local Polynomial Density Estimators. Working Paper, University of Michigan.
M. D. Cattaneo, M. Jansson and X. Ma. (2017b). rddensity: Manipulation Testing based on Density Discontinuity. Working Paper, University of Michigan.
J. McCrary. (2008). Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test. Journal of Econometrics 142(2): 698-714.