$1)$ How do I use end$-$of$-$May market capitalization data in STATA to show that the Russell $2000$ Regression Discontinuity design is valid for the $1000$ cut$-$off? $2)$ Next, how do I use the end$-$of$-$May market capitalization data in STATA to estimate what the effects of indexing on stock prices are using a bandwidth of $50?$

$"$r$2$j$"$ is an indicator variable for membership in the Russell $2000$ in June. In the equations in the paper it is the variable $"$D$"$

inc is an indicator variable for being below the threshold for inclusion in the Russell $2000$ in

June. It is our instrument for actual inclusion, r$2$j$.$ In the equations in the paper it is the variable "tau"

rankd is rank interacted with $"$D$"$

rankinc is rank interacted with "tau"

ret is monthly returns

mc is market capitalization

rm is Russell Index in May

quad ri is Russell Index in June