IKbandwidth: Imbens-Kalyanaraman Optimal Bandwidth Calculation

Description Usage Arguments Value Author(s) References

Description

IKbandwidth calculates the Imbens-Kalyanaraman optimal bandwidth for local linear regression in Regression discontinuity designs.

Usage

1
IKbandwidth(X, Y, cutpoint = NULL, verbose = FALSE, kernel = "triangular")

Arguments

X

a numerical vector which is the running variable

Y

a numerical vector which is the outcome variable

cutpoint

the cutpoint

verbose

logical flag indicating whether to print more information to the terminal. Default is FALSE.

kernel

string indicating which kernel to use. Options are "triangular" (default and recommended), "rectangular", "epanechnikov", "quartic", "triweight", "tricube", "gaussian", and "cosine".

Value

The optimal bandwidth

Author(s)

Drew Dimmery <drewd@nyu.edu>

References

Imbens, Guido and Karthik Kalyanaraman. (2009) "Optimal Bandwidth Choice for the regression discontinuity estimator," NBER Working Paper Series. 14726. http://www.nber.org/papers/w14726


rdd documentation built on May 2, 2019, 10:22 a.m.