# mrd_sens_bw: Bandwidth Sensitivity Simulation for Multivariate Regression... In rddapp: Regression Discontinuity Design Application

 mrd_sens_bw R Documentation

## 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 March 18, 2022, 6:39 p.m.