rdbinselect: Data-driven optimal length selector of evenly-spaced and quantile-based bins employed to approximate the underlying regression functions in RD estimation

Description

rdbinselect employs the results in Calonico, Cattaneo and Titiunik (2014d) to implement several novel data-driven optimal choices of evenly-spaced and quantile-based bins used to approximate the underlying regression functions by local sample means, which is then used to construct the RD plots usually found in empirical applications. Calonico, Cattaneo and Titiunik (2014b) provides an introduction to this command. For a review on RD methods see Imbens and Lemieux (2008), Lee and Lemieux (2010), Dinardo and Lee (2011), Calonico, Cattaneo and Titiunik (2014a), and references therein. A companion Stata package is described in Calonico, Cattaneo and Titiunik (2014c).

Usage

rdbinselect(y, x, data, subset = NULL, c = 0, p = 4, 
          numbinl = NULL, numbinr = NULL, binselect = "es", 
          lowerend = NULL, upperend = NULL, scale = 1, hide = FALSE, 
          par=NULL, title = NULL, x.label = NULL, y.label = NULL, 
          x.lim = NULL, y.lim = NULL, model = FALSE, frame = FALSE)

Arguments

Value

methodmethod used to compute the optimal number of bins.resultsmatrix containing the main estimation results (sample size, polynomial order, number of bins, scales and bin lengths).coefmatrix containing the coefficients of the $p^{th}$ order global polynomial estimated both sides of the cutoff.

References

Calonico, S., Cattaneo, M. D., and R. Titiunik. 2014a. "Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs." Econometrica, forthcoming. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2014_ECMA.pdf. Calonico, S., Cattaneo, M. D., and R. Titiunik. 2014b. "rdrobust: An R Package for Robust Inference in Regression-Discontinuity Designs." University of Michigan, Department of Economics. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2014_Rpkg.pdf. Calonico, S., Cattaneo, M. D., and R. Titiunik. 2014c. "Robust Data-Driven Inference in the Regression-Discontinuity Design." University of Michigan, Department of Economics. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2014_Stata.pdf. Calonico, S., Cattaneo, M. D., and R. Titiunik. 2014d. "Optimal Data-Driven Regression Discontinuity Plots." University of Michigan, Department of Economics. http://www-personal.umich.edu/~cattaneo/papers/RD-binselect.pdf. Dinardo, J., and D. S. Lee. 2011. "Program Evaluation and Research Designs." In Handbook of Labor Economics, ed. O. Ashenfelter and D. Card, vol. 4A, 463-536. Elsevier Science B.V. Imbens, G., and T. Lemieux. 2008. "Regression Discontinuity Designs: A Guide to Practice." Journal of Econometrics 142(2): 615-635. Lee, D. S., and T. Lemieux. 2010. "Regression Discontinuity Designs in Economics." Journal of Economic Literature 48(2): 281-355.

Examples

Run this code

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