来自：https://eml.berkeley.edu/~jmccrary/DCdensity/

This subdirectory contains 5 files:

1. DCdensity.ado
   Put this file in your ado directory. To find out where this is, issue -sysdir- at the Stata prompt. Brian Kovak did the heavy lifting on writing the code. Neither Brian nor I provide any support for the file. If you believe you have found a conceptual mistake in the code,however, I would like to hear about it. In that case, please send along documentation of how you know it is getting the wrong answer.

2. DCdensity_example.do
   This file gives example syntax for DCdensity and should be self-explanatory.

3. DCdensity_example.log
   The log file for DCdensity_example.do.

4. DCdensity_example.eps
   An encapsulated postscript graph that gets generated by DCdensity_example.do. It shows the histogram and estimated density, based on a sample of size 10,000 from the standard normal distribution, where it has been pretended that the true density has a break at 0.

5. DCdensity.pdf
   This is a pdf file that describes the standard error bands displayed in the plots for DCdensity. In particular, the standard errors are presented everywhere on the curve, not just on the boundary. These are derived under the same assumptions as those involved in the Proposition of McCrary (2008). It assumes you have read McCrary (2008) and looked pretty carefully at the proof of the Proposition.

JRM, 9/2008