mrd_sens_bw: Bandwidth Sensitivity Simulation for Multivariate Regression...

In rddapp: Regression Discontinuity Design Application

Bandwidth Sensitivity Simulation for Multivariate Regression Discontinuity

Description

mrd_sens_bw refits the supplied model with varying bandwidths. All other aspects of the model are held constant.

Usage

mrd_sens_bw(object, approach = c("center", "univ1", "univ2"), bws)

Arguments

object	An object returned by mrd_est or mrd_impute.
approach	A string of the approaches to be refitted, choosing from c("center", "univ1", "univ2").
bws	A positive numeric vector of the bandwidths for refitting an mrd object.

Value

mrd_sens_bw returns a dataframe containing the estimate est and standard error se for each supplied bandwidth and for the Imbens-Kalyanaraman (2012) optimal bandwidth, bw, and for each supplied approach, model. Approaches are either user specified ("usr") or based on the optimal bandwidth ("origin").

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.

Examples

set.seed(12345)
x1 <- runif(10000, -1, 1)
x2 <- rnorm(10000, 10, 2)
cov <- rnorm(10000)
y <- 3 + 2 * x1 + 1 * x2 + 3 * cov + 10 * (x1 >= 0) + 5 * (x2 >= 10) + rnorm(10000)
# front.bw arugment was supplied to speed up the example
# users should choose appropriate values for front.bw
mrd <- mrd_est(y ~ x1 + x2 | cov,
               cutpoint = c(0, 10), t.design = c("geq", "geq"), front.bw=c(1,1,1))
mrd_sens_bw(mrd, approach = "univ1", bws = seq(0.1, 1, length.out = 3))

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