bw_ik12: Imbens-Kalyanaraman 2012 Optimal Bandwidth Calculation

Description Usage Arguments Value References

Description

bw_ik12 calculates the Imbens-Kalyanaraman (2012) optimal bandwidth for local linear regression in regression discontinuity designs. It is based on the rdd_bw_ik function in the rddtools package. This is an internal function and is typically not directly invoked by the user. It can be accessed using the triple colon, as in rddapp:::bw_ik12().

Usage

1
bw_ik12(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", and "cosine".

Value

The optimal bandwidth.

References

Imbens, G., Kalyanaraman, K. (2012). Optimal bandwidth choice for the regression discontinuity estimator. The Review of Economic Studies, 79(3), 933-959. https://academic.oup.com/restud/article/79/3/933/1533189.


rddapp documentation built on May 1, 2019, 8:04 p.m.