rdbwselect: Bandwidth Selection Procedures for Local Polynomial Regression Discontinuity Estimators

Description

rdbwselect implements bandwidth selectors for local polynomial Regression Discontinuity (RD) point estimators and inference procedures developed in Calonico, Cattaneo and Titiunik (2014a), Calonico, Cattaneo and Farrell (2016a), and Calonico, Cattaneo, Farrell and Titiunik (2016). Companion commands are: rdrobust for point estimation and inference procedures, and rdplot for data-driven RD plots (see Calonico, Cattaneo and Titiunik (2015a) for details). A detailed introduction to this command is given in Calonico, Cattaneo and Titiunik (2015b) and Calonico, Cattaneo, Farrell and Titiunik (2016b). A companion Stata package is described in Calonico, Cattaneo and Titiunik (2014b). For more details, and related Stata and R packages useful for analysis of RD designs, visit https://sites.google.com/site/rdpackages/

Usage

rdbwselect(y, x, covs = NULL, fuzzy = NULL, cluster = NULL, 
              c = 0, p = 1, q = 2, deriv = 0,
              kernel = "tri", bwselect = "mserd", scaleregul = 1, sharpbw = FALSE,
              vce = "nn", nnmatch = 3, all = FALSE, subset = NULL)

Arguments

Value

bwsmatrix containing the estimated bandwidths for each selected procedure.bwselectbandwidth selection procedure employed.kernelkernel function used to construct the local-polynomial estimator(s).porder of the local-polynomial used to construct the point-estimator.qorder of the local-polynomial used to construct the bias-correction estimator.

References

Calonico, S., M. D. Cattaneo, and M. H. Farrell. 2016. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. Working Paper. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Farrell_2016_wp.pdf. Calonico, S., M. D. Cattaneo, M. H. Farrell, and R. Titiunik. 2016a. Regression Discontinuity Designs using Covariates. Working Paper. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Farrell-Titiunik_2016_wp.pdf. Calonico, S., M. D. Cattaneo, M. H. Farrell, and R. Titiunik. 2016b. rdrobust: Software for Regression Discontinuity Designs. Working Paper. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Farrell-Titiunik_2016_Stata.pdf. Calonico, S., M. D. Cattaneo, and R. Titiunik. 2014a. Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs. Econometrica 82(6): 2295-2326. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2014_ECMA.pdf. Calonico, S., M. D. Cattaneo, and R. Titiunik. 2014b. Robust Data-Driven Inference in the Regression-Discontinuity Design. Stata Journal 14(4): 909-946. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2014_Stata.pdf. Calonico, S., M. D. Cattaneo, and R. Titiunik. 2015a. Optimal Data-Driven Regression Discontinuity Plots. Journal of the American Statistical Association 110(512): 1753-1769. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2015_JASA.pdf. Calonico, S., M. D. Cattaneo, and R. Titiunik. 2015b. rdrobust: An R Package for Robust Nonparametric Inference in Regression-Discontinuity Designs. R Journal 7(1): 38-51. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2015_R.pdf. Cattaneo, M. D., B. Frandsen, and R. Titiunik. 2015. Randomization Inference in the Regression Discontinuity Design: An Application to the Study of Party Advantages in the U.S. Senate. Journal of Causal Inference 3(1): 1-24. http://www-personal.umich.edu/~cattaneo/papers/Cattaneo-Frandsen-Titiunik_2015_JCI.pdf.

Examples

Run this code

x<-runif(1000,-1,1)
y<-5+3*x+2*(x>=0)+rnorm(1000)
rdbwselect(y,x)