rddtools (version 0.4.0)

rdd_bw_ik: Imbens-Kalyanaraman Optimal Bandwidth Calculation

Description

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

Usage

rdd_bw_ik(rdd_object, kernel = c("Triangular", "Uniform", "Normal"))

Arguments

rdd_object

of class rdd_data created by rdd_data

kernel

The type of kernel used: either triangular or uniform.

Value

The optimal bandwidth

References

Imbens, Guido and Karthik Kalyanaraman. (2012) 'Optimal Bandwidth Choice for the regression discontinuity estimator,' Review of Economic Studies (2012) 79, 933-959

See Also

rdd_bw_rsw Global bandwidth selector of Ruppert, Sheather and Wand (1995)

Examples

data(house)
rd<- rdd_data(x=house$x, y=house$y, cutpoint=0)
rdd_bw_ik(rd)