dc_test: McCrary Sorting Test
In rddapp: Regression Discontinuity Design Application

dc_test

R Documentation

McCrary Sorting Test

Description

dc_test implements the McCrary (2008) sorting test to identify violations of assignment rules. It is based on the DCdensity function in the "rdd" package.

Usage

dc_test(
  runvar,
  cutpoint,
  bin = NULL,
  bw = NULL,
  verbose = TRUE,
  plot = TRUE,
  ext.out = FALSE,
  htest = FALSE,
  level = 0.95,
  digits = max(3, getOption("digits") - 3),
  timeout = 30
)

Arguments

`runvar`	A numeric vector containing the running variable.
`cutpoint`	A numeric value containing the cutpoint at which assignment to the treatment is determined. The default is 0.
`bin`	A numeric value containing the binwidth. The default is `2sd(runvar)length(runvar)^(-.5)`.
`bw`	A numeric value containing bandwidth to use. If no bandwidth is supplied, the default uses bandwidth selection calculation from McCrary (2008).
`verbose`	A logical value indicating whether to print diagnostic information to the terminal. The default is `TRUE`.
`plot`	A logical value indicating whether to plot the histogram and density estimations The default is `TRUE`. The user may wrap this function in additional graphical options to modify the plot.
`ext.out`	A logical value indicating whether to return extended output. The default is `FALSE`. When `FALSE` `dc_test` will return only the p-value of the test, but will print more information. When `TRUE`, `dc_test` will return and print the additional information documented below.
`htest`	A logical value indicating whether to return an `"htest"` object compatible with base R's hypothesis test output. The default is `FALSE`.
`level`	A numerical value between 0 and 1 specifying the confidence level for confidence intervals. The default is 0.95.
`digits`	A non-negative integer specifying the number of digits to display in all output. The default is `max(3, getOption("digits") - 3)`.
`timeout`	A non-negative numerical value specifying the maximum number of seconds that expressions in the function are allowed to run. The default is 30. Specify `Inf` to run all expressions to completion.

Value

If ext.out is FALSE, dc_test returns a numeric value specifying the p-value of the McCrary (2008) sorting test. Additional output is enabled when ext.out is TRUE. In this case, dc_test returns a list with the following elements:

`theta`	The estimated log difference in heights of the density curve at the cutpoint.
`se`	The standard error of `theta`.
`z`	The z statistic of the test.
`p`	The p-value of the test. A p-value below the significance threshold 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 `cellmp` (the midpoints of each cell) and `cellval` (the normalized height of each cell).

References

McCrary, J. (2008). Manipulation of the running variable in the regression discontinuity design: A density test. Journal of Econometrics, 142(2), 698-714. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.jeconom.2007.05.005")}.

Drew Dimmery (2016). rdd: Regression Discontinuity Estimation. R package version 0.57. https://CRAN.R-project.org/package=rdd

Examples

set.seed(12345)
# No discontinuity
x <- runif(1000, -1, 1)
dc_test(x, 0)

# Discontinuity
x <- runif(1000, -1, 1)
x <- x + 2 * (runif(1000, -1, 1) > 0 & x < 0)
dc_test(x, 0)

rddapp documentation built on April 6, 2023, 1:15 a.m.