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#' Bandwidth Sensitivity Simulation for Regression Discontinuity
#'
#' \code{rd_sens_bw} refits the supplied model with varying bandwidths.
#' All other aspects of the model are held constant.
#'
#' @param object An object returned by \code{rd_est} or \code{rd_impute}.
#' @param bws A positive numeric vector of the bandwidths for refitting an \code{rd} object.
#'
#' @return \code{rd_sens_bw} returns a dataframe containing the estimate \code{est} and standard error \code{se}
#' for each supplied bandwidth and for the Imbens-Kalyanaraman (2012) optimal bandwidth, \code{bw},
#' and for each supplied approach, \code{model}. Approaches are either user
#' specified (\code{"usr"}) or based on the optimal bandwidth (\code{"origin"}).
#'
#' @references Imbens, G., Kalyanaraman, K. (2012).
#' Optimal bandwidth choice for the regression discontinuity estimator.
#' The Review of Economic Studies, 79(3), 933-959.
#' \url{https://academic.oup.com/restud/article/79/3/933/1533189}.
#'
#' @export
#'
#' @examples
#' set.seed(12345)
#' x <- runif(1000, -1, 1)
#' cov <- rnorm(1000)
#' y <- 3 + 2 * x + 3 * cov + 10 * (x >= 0) + rnorm(1000)
#' rd <- rd_est(y ~ x | cov, t.design = "geq")
#' rd_sens_bw(rd, bws = seq(.1, 1, length.out = 5))
rd_sens_bw <- function(object, bws) {
if (!inherits(object, "rd"))
stop("Not an object of class rd.")
sim_results <- lapply(bws,
function(bw) {
object$call$bw <- bw
object$call$est.cov <- FALSE
new_model <- eval.parent(object$call, 3)
return(
data.frame(
bw = bw,
est = new_model$est["Usr"],
se = new_model$se["Usr"],
model = c("usr"),
stringsAsFactors = FALSE)
)
}
)
combined_sim_results <- do.call(rbind.data.frame, sim_results)
original_result <- data.frame(
bw = object$bw["Opt"],
est = object$est["Opt"],
se = object$se["Opt"],
model = c("origin"),
stringsAsFactors = FALSE)
return(rbind(combined_sim_results, original_result))
}
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