External Validity in Fuzzy Regression Discontinuity Designs

The "rdexo" command produces relevant estimates for testing the external validity of LATE to other compliance groups at the threshold in fuzzy regression discontinuity designs, according to the paper by M. Bertanha and G. Imbens. The package includes the "ikbw" command, which is used by "rdexo" to compute optimal bandwidths following Imbens and Kalyanaraman (2012).

STATA - automatic installation

1. type "ssc describe rdexo" in STATA for a description of the package
2. type "ssc install rdexo" for automatic installation
3. type "help rdexo" for help

STATA - manual installation

1. download and unzip the file "stata_rdexo.zip" : rdexo.ado, rdexo.sthlp, ikbw.ado, ikbw.sthlp
2. copy the contents of the unzipped folder to your personal-ado directory. To find out the location of such directory, type "sysdir" in STATA and look for "personal":
   • MAC users: typically ~/Documents/Stata/ado or ~/Library/Application Support/Stata/ado depending on the version of STATA
   • Windows users: typically C:\Program Files\Stata16\ado or C:\ado\personal depending on the version of STATA
3. after installing the files, type "help rdexo" or "help ikbw" for help

MATLAB

1. download and unzip the file "matlab_rdexo.zip" : rdexo.m and ikbw.m
2. these MATLAB functions contain commented text in their code that explains how to use them

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