mrd_sens_bw | R Documentation |
mrd_sens_bw
refits the supplied model with varying bandwidths.
All other aspects of the model are held constant.
mrd_sens_bw(object, approach = c("center", "univ1", "univ2"), bws)
object |
An object returned by |
approach |
A string of the approaches to be refitted,
choosing from |
bws |
A positive numeric vector of the bandwidths for refitting an |
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"
).
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.
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))
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