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 (2015b) 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), and references therein. For data-driven RD plots use the command rdplot, which implements the results in Calonico, Cattaneo and Titiunik (2015a). A companion Stata package is described in Calonico, Cattaneo and Titiunik (2014b).

Usage

rdbwselect(y, x, 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 )

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 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. 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)