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rddapp (version 1.3.2)

bw_ik12: Imbens-Kalyanaraman 2012 Optimal Bandwidth Calculation

Description

bw_ik12 calculates the Imbens-Kalyanaraman (2012) optimal bandwidth for local linear regression in regression discontinuity designs. It is based on a function in the "rddtools" package. This is an internal function and is typically not directly invoked by the user. It can be accessed using the triple colon, as in rddapp:::bw_ik12().

Usage

bw_ik12(X, Y, cutpoint = NULL, verbose = FALSE, kernel = "triangular")

Value

ik_bw12 returns a numeric value specifying the optimal bandwidth.

Arguments

X

A numeric vector containing the running variable.

Y

A numeric vector containing the outcome variable.

cutpoint

A numeric value containing the cutpoint at which assignment to the treatment is determined. The default is 0.

verbose

A logical value indicating whether to print more information to the terminal. The default is FALSE.

kernel

A string indicating which kernel to use. Options are "triangular" (default and recommended), "rectangular", "epanechnikov", "quartic", "triweight", "tricube", and "cosine".

References

Imbens, G., Kalyanaraman, K. (2012). Optimal bandwidth choice for the regression discontinuity estimator. The Review of Economic Studies, 79(3), 933-959. https://academic.oup.com/restud/article/79/3/933/1533189.

Stigler, M. and B. Quast, B (2016). rddtools: A toolbox for regression discontinuity in R.