rdbwselect: Bandwidth selection procedures for local-polynomial RD estimators

Description

rdbwselect implements bandwidth selection procedures for local-polynomial RD estimators proposed in Calonico, Cattaneo and Titiunik (2014a). It also computes bandwith selection procedures proposed in Ludwig and Miller (2007) and Imbens and Kalyanaraman (2012). Calonico, Cattaneo and Titiunik (2014b) provides an introduction to this command. Additional details for conventional approaches to conduct inference in the RD design can be found in Imbens and Lemieux (2008), Lee and Lemieux (2010), Dinardo and Lee (2011), and references therein. A companion Stata package is described in Calonico, Cattaneo and Titiunik (2014c).

Usage

rdbwselect(y, x, data, subset = NULL, c = 0, p = 1, q = 2, deriv = 0,
              rho = NULL, kernel = "tri", bwselect = "CCT", scaleregul = 1,
              delta = 0.5, cvgrid_min = NULL, cvgrid_max = NULL, 
              cvgrid_length = NULL, cvplot = FALSE, vce = "nn", matches = 3, 
              all = FALSE, precalc = TRUE, model = FALSE, frame = FALSE)

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., 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. 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. Imbens, G. W., and K. Kalyanaraman. 2012. "Optimal Bandwidth Choice for the Regression Discontinuity Estimator." Review of Economic Studies 79(3): 933-959. Lee, D. S., and T. Lemieux. 2010. "Regression Discontinuity Designs in Economics." Journal of Economic Literature 48(2): 281-355. Ludwig, J., and D. L. Miller. 2007. "Does Head Start Improve Children's Life Chances? Evidence from a Regression Discontinuity Design." Quarterly Journal of Economics 122(1): 159-208.

Examples

Run this code

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