h_opt_density_res: Internal function, calculates theoretical optimal bandwidth.

In rddensity: Manipulation Testing Based on Density Discontinuity

Internal function, calculates theoretical optimal bandwidth.

Description

h_opt_density_res calculates theoretical optimal bandwidth for restricted model.

Usage

h_opt_density_res(
  p,
  N,
  dgp_F1_l,
  dgp_F1_r,
  dgp_Fp1_l,
  dgp_Fp1_r,
  kernel = "triangular"
)

Arguments

p	Integer, polynomial order.
N	Integer, sample size.
kernel	String, the kernel function, can be triangular (default), uniform or epanechnikov.
x	Numeric vector or data matrix, the running variable.
dgp_F1, dgp_Fp1	Numeric, theoretical d.g.p.
f_low, f_up	Numeric, lower and upper boundaries.

Details

This is an internal function, and should not be called by users.

Value

Returns MSE optimal bandwidth.

rddensity documentation built on Jan. 22, 2023, 1:26 a.m.