DCdensity
implements the McCrary (2008) sorting test.
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runvar |
numerical vector of the running variable |
cutpoint |
the cutpoint (defaults to 0) |
bin |
the binwidth (defaults to |
bw |
the bandwidth to use (by default uses bandwidth selection calculation from McCrary (2008)) |
verbose |
logical flag specifying whether to print diagnostic information to the terminal. (defaults to |
plot |
logical flag indicating whether to plot the histogram and density estimations (defaults to |
ext.out |
logical flag indicating whether to return extended output. When |
htest |
logical flag indicating whether to return an |
If ext.out
is FALSE
, only the p value will be returned. Additional output is enabled when ext.out
is TRUE
. In this case, a list will be returned with the following elements:
theta |
the estimated log difference in heights at the cutpoint |
se |
the standard error of |
z |
the z statistic of the test |
p |
the p-value of the test. A p-value below the significance threshhold indicates that the user can reject the null hypothesis of no sorting. |
binsize |
the calculated size of bins for the test |
bw |
the calculated bandwidth for the test |
cutpoint |
the cutpoint used |
data |
a dataframe for the binning of the histogram. Columns are |
Drew Dimmery <drewd@nyu.edu>
McCrary, Justin. (2008) "Manipulation of the running variable in the regression discontinuity design: A density test," Journal of Econometrics. 142(2): 698-714. http://dx.doi.org/10.1016/j.jeconom.2007.05.005
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