控制 R 中回归不连续性的固定效应 [英] Conrolling for Fixed Effects in Regression Discontinuity in R
问题描述
我正在使用 Rdrobust 软件包来估计国家政策对县级结果的影响.在我的协变量中,我包含了指示状态的虚拟变量,以控制状态级别的固定效应.但是,当我们运行代码时,我收到以下错误消息:
I am using the Rdrobust package to estimate the effect of a national policy on county level outcomes. In my covariates I have included dummies indicating states to control for state level fixed effect. However, when we run the code, I get following error message:
chol.default(ZWZ) 中的错误:
Error in chol.default(ZWZ) :
33 阶的前导辅音不是正定的.
the leading minor of order 33 is not positive definite.
其中 Z 是包含我的协变量的矩阵,第 33 个变量是状态 1 的虚拟变量.
Where Z is the matrix containing my covaraites and the 33-th variable is the dummy for state 1.
我的代码是:
out = rdrobust(y, x, covs=z, kernel = "triangular", p=2, bwselect="mserd",
cluster= cluster)
我不知道如何消除这个错误信息.更重要的是,我想知道是否还有其他方法可以控制 Rdrobust 包中的固定效果(例如州级).
I am not sure how to get rid of this error message. More importantly, I am wondering if there is any other way to control for fixed effects (e.g. state-level) in Rdrobust package.
预先感谢您的帮助
推荐答案
最近的 rdrobust 版本 1.0.1 应该处理这个错误.从分类变量状态"产生固定效应您可以执行以下操作:
The recent rdrobust version 1.0.1 should take care of this error. To generate fixed effects from a categorical variable "state" you can do something like:
state.f = factor(state)
state.d = model.matrix(~state.f+0)
out = rdrobust(y, x, covs = state.d)
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