D: This is an internal function. It calculates the criterion...

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DR Documentation

This is an internal function. It calculates the criterion function for semiparametric estimation.

Description

This is an internal function. It calculates the criterion function for semiparametric estimation.

Usage

D(
  ga,
  b1,
  b2,
  b3,
  Y,
  Treat,
  R,
  u_grid = 0.02,
  e_space,
  t_tilde,
  Nonseparable = TRUE
)

Arguments

ga

Parameter in the structural function.

b1

Bandwidth for the local linear estimation of the conditional distribution of Y given T,R.

b2

Bandwidth for the smoothing of the indicator function 1(Y <= y).

b3

Bandwidth for the first-step conditional quantile estimation of T given R.

Y

Outcome variable.

Treat

Treatment variable.

R

Running variable.

u_grid

Grid length of the quantile space for numerical integration. The default is 0.02.

e_space

The space of epsilon on which the numerical integration is conducted.

t_tilde

Normalization constant in the parametric specification of the structural function.

Nonseparable

Whether the structural function should be estimated as a separable or nonseparable function of the treatment. The default is TRUE.

Value

Returns the value of the criterion function for a given value of the parameter.


NonlinearRDD documentation built on Nov. 26, 2023, 5:07 p.m.

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