rdq.sim: Simulation the asymptotic distributions
In QTE.RD: Quantile Treatment Effects under the Regression Discontinuity Design

rdq.sim

R Documentation

Simulation the asymptotic distributions

Description

rdq.sim produces iid draws from the asymptotic distribution of the conditional quantile process estimate.

Usage

rdq.sim(x, d, x0, z0, dz, cov, tt, hh, hh2, fxp, fxm, n.sim)

Arguments

`x`	a vector (or a matrix) of covariates.
`d`	a numeric vector, the treatment status.
`x0`	the cutoff point.
`z0`	the value of the covariates at which to evaluate the effects.
`dz`	the number of covariates.
`cov`	either 0 or 1. Set cov=1 if covariates are present in the model; otherwise set cov=0.
`tt`	a vector of quantiles.
`hh`	the bandwidth values (specified for each quantile level).
`hh2`	the bandwidth values for the local quadratic quantile regression.
`fxp`	conditional density estimates on the right side of `x_0`.
`fxm`	conditional density estimates on the left side of `x_0`.
`n.sim`	the number of simulation repetitions.

Value

A list with elements:

dcp: realizations from the asymptotic distribution of the conditional quantile process, from the right side of x_0.
dcm: realizations from the asymptotic distribution of the conditional quantile process, from the left side of x_0.
drp: realizations from the asymptotic distribution of the bias corrected conditional quantile process, from the right side of x_0.
drm: realizations from the asymptotic distribution of the bias corrected conditional quantile process, from the left side of x_0.

Examples

n = 500
x = runif(n,min=-4,max=4)
d = (x > 0)
y = x + 0.3*(x^2) - 0.1*(x^3) + 1.5*d + rnorm(n)
tlevel = seq(0.1,0.9,by=0.1)
tlevel2 = c(0.05,tlevel,0.95)
hh = rep(2,length(tlevel))
hh2 = rep(2,length(tlevel2))

ab = rdq(y=y,x=x,d=d,x0=0,z0=NULL,tau=tlevel2,h.tau=hh2,cov=0)
delta = c(0.05,0.09,0.14,0.17,0.19,0.17,0.14,0.09,0.05)
fp = rdq.condf(x=x,Q=ab$qp.est,bcoe=ab$bcoe.p,taus=tlevel,taul=tlevel2,delta,cov=0)
fm = rdq.condf(x=x,Q=ab$qm.est,bcoe=ab$bcoe.m,taus=tlevel,taul=tlevel2,delta,cov=0)
sa = QTE.RD:::rdq.sim(x=x,d=d,x0=0,z0=NULL,dz=0,cov=0,tt=tlevel,hh,hh,fxp=fp$ff,fxm=fm$ff,n.sim=200)

QTE.RD documentation built on Aug. 30, 2025, 9:06 a.m.