rdbwhte: MSE-Optimal Bandwidth Selection for RD Heterogeneous...

In rdhte: Heterogeneous Treatment Effects in Regression Discontinuity Designs

MSE-Optimal Bandwidth Selection for RD Heterogeneous Treatment Effects Estimation

Description

rdbwhte computes MSE-optimal bandwidths for estimating RD heterogeneous treatment effects based on covariates.

Companion commands: rdhte for RD HTE estimation and inference.

Related Stata and R packages useful for inference in RD designs are described in the website: https://rdpackages.github.io/.

Usage

rdbwhte(
  y,
  x,
  c = 0,
  covs.hte = NULL,
  covs.eff = NULL,
  p = 1,
  kernel = "tri",
  vce = "hc3",
  cluster = NULL,
  bw.joint = FALSE
)

Arguments

y	Outcome variable.
x	Running variable.
c	Cutoff value (default = 0).
covs.hte	Covariate(s) for heterogeneous treatment effects (required).
covs.eff	Additional covariates for efficiency (optional).
p	Polynomial order (default = 1).
kernel	Kernel type (default = "tri").
vce	Variance estimator (default = "hc3").
cluster	Optional cluster variable.
bw.joint	Logical, use joint bandwidth selection (default = FALSE).

Value

A list with selected bandwidths and model information.

W_lev	vector of group level identifiers.
kernel	kernel type used.
vce	variance estimator used.
c	cutoff value.
h	vector containing the bandwidths used.
p	order of the polynomial used for estimation of the regression function.
N	vector with the original number of observations for each group.
Nh	vector with the effective number of observations for each group.
coef_report	internal value.
rdmodel	rd model.

Author(s)

Sebastian Calonico, University of California, Davis [e-mail].

Matias D. Cattaneo, Princeton University [e-mail].

Max H. Farrell, University of California, Santa Barbara [e-mail].

Filippo Palomba, Princeton University [e-mail].

Rocio Titiunik, Princeton University [e-mail].

References

Calonico, Cattaneo, Farrell, Palomba and Titiunik (2025): rdhte: Learning Conditional Average Treatment Effects in RD Designs. Working paper.

Calonico, Cattaneo, Farrell, Palomba and Titiunik (2025): Treatment Effect Heterogeneity in Regression Discontinuity Designs. Working paper

See Also

rdbwhte

Examples

set.seed(123)
n <- 5000
X <- runif(n, -1, 1)
W <- rbinom(n, 1, 0.5)
Y <- 3 + 2*X + 1.5*X^2 + 0.5*X^3 + sin(2*X) + 3*W*(X>=0) + rnorm(n)
rdbwhte.1 = rdbwhte(y=Y, x=X, covs.hte=factor(W))
summary(rdbwhte.1)

rdhte documentation built on April 12, 2025, 1:49 a.m.