rdd (version 0.57)

IKbandwidth: Imbens-Kalyanaraman Optimal Bandwidth Calculation

Description

IKbandwidth calculates the Imbens-Kalyanaraman optimal bandwidth for local linear regression in Regression discontinuity designs.

Usage

IKbandwidth(X, Y, cutpoint = NULL, verbose = FALSE, kernel = "triangular")

Arguments

X
a numerical vector which is the running variable
Y
a numerical vector which is the outcome variable
cutpoint
the cutpoint
verbose
logical flag indicating whether to print more information to the terminal. Default is FALSE.
kernel
string indicating which kernel to use. Options are "triangular" (default and recommended), "rectangular", "epanechnikov", "quartic", "triweight", "tricube", "gaussian", and "cosine".

Value

The optimal bandwidth

References

Imbens, Guido and Karthik Kalyanaraman. (2009) "Optimal Bandwidth Choice for the regression discontinuity estimator," NBER Working Paper Series. 14726. http://www.nber.org/papers/w14726