rdrobust (version 0.80)

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 implements IMSE-optimal data-driven evenly-spaced and quantile-spaced RD plots. NOTE: this command is no longer mantained, and it is included only for back compatibility. Please use the new command rdplot. See Calonico, Cattaneo and Titiunik (2015a) and Calonico, Cattaneo and Titiunik (2014b) for a discussion on the results implemented by these commands. A companion Stata package is described in Calonico, Cattaneo and Titiunik (2014b).

Usage

rdbinselect(y, x, 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)

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 82(6): 2295-2326, November 2014. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2014_ECMA.pdf. Calonico, S., Cattaneo, M. D., and R. Titiunik. 2014b. "Robust Data-Driven Inference in the Regression-Discontinuity Design." Stata Journal 14(4): 909-946, 4th Quarter 2014. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2014_Stata.pdf. Calonico, S., Cattaneo, M. D., and R. Titiunik. 2015a. "Optimal Data-Driven Regression Discontinuity Plots." Journal of the American Statistical Association, forthcoming. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2015_JASA.pdf. Calonico, S., Cattaneo, M. D., and R. Titiunik. 2015b. "rdrobust: An R Package for Robust Inference in Regression-Discontinuity Designs." R Journal, forthcoming. http://www-personal.umich.edu/~cattaneo/papers/Calonico-Cattaneo-Titiunik_2015_R.pdf.

See Also

rdbwselect, rdrobust, rdplot

Examples

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