rdd_bw_ik: Imbens-Kalyanaraman Optimal Bandwidth Calculation

In rddtools: Toolbox for Regression Discontinuity Design ('RDD')

Description

Imbens-Kalyanaraman optimal bandwidth for local linear regression in Regression discontinuity designs.

Usage

rdd_bw_ik(rdd_object, kernel = c("Triangular", "Uniform", "Normal"))

Arguments

rdd_object	of class rdd_data created by rdd_data
kernel	The type of kernel used: either triangular or uniform.

Value

The optimal bandwidth

Author(s)

Matthieu Stigler <[e-mail]>

References

Imbens, Guido and Karthik Kalyanaraman. (2012) 'Optimal Bandwidth Choice for the regression discontinuity estimator,' Review of Economic Studies (2012) 79, 933-959

See Also

rdd_bw_rsw Global bandwidth selector of Ruppert, Sheather and Wand (1995)

Examples

data(house)
rd<- rdd_data(x=house$x, y=house$y, cutpoint=0)
rdd_bw_ik(rd)

Example output

Loading required package: AER
Loading required package: car
Loading required package: lmtest
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: sandwich
Loading required package: survival
Loading required package: np
Nonparametric Kernel Methods for Mixed Datatypes (version 0.60-3)
[vignette("np_faq",package="np") provides answers to frequently asked questions]
[vignette("np",package="np") an overview]
[vignette("entropy_np",package="np") an overview of entropy-based methods]
    h_opt 
0.2938561 

rddtools documentation built on Jan. 10, 2022, 5:07 p.m.