rdrandinf | R Documentation |

`rdrandinf`

implements randomization inference and related methods for RD designs,
using observations in a specified or data-driven selected window around the cutoff where
local randomization is assumed to hold.

rdrandinf( Y, R, cutoff = 0, wl = NULL, wr = NULL, statistic = "diffmeans", p = 0, evall = NULL, evalr = NULL, kernel = "uniform", fuzzy = NULL, nulltau = 0, d = NULL, dscale = NULL, ci, interfci = NULL, bernoulli = NULL, reps = 1000, seed = 666, quietly = FALSE, covariates, obsmin = NULL, wmin = NULL, wobs = NULL, wstep = NULL, wasymmetric = FALSE, wmasspoints = FALSE, nwindows = 10, dropmissing = FALSE, rdwstat = "diffmeans", approx = FALSE, rdwreps = 1000, level = 0.15, plot = FALSE, firststage = FALSE, obsstep = NULL )

`Y` |
a vector containing the values of the outcome variable. |

`R` |
a vector containing the values of the running variable. |

`cutoff` |
the RD cutoff (default is 0). |

`wl` |
the left limit of the window. The default takes the minimum of the running variable. |

`wr` |
the right limit of the window. The default takes the maximum of the running variable. |

`statistic` |
the statistic to be used in the balance tests. Allowed options are |

`p` |
the order of the polynomial for outcome transformation model (default is 0). |

`evall` |
the point at the left of the cutoff at which to evaluate the transformed outcome is evaluated. Default is the cutoff value. |

`evalr` |
specifies the point at the right of the cutoff at which the transformed outcome is evaluated. Default is the cutoff value. |

`kernel` |
specifies the type of kernel to use as weighting scheme. Allowed kernel types are |

`fuzzy` |
indicates that the RD design is fuzzy. |

`nulltau` |
the value of the treatment effect under the null hypothesis (default is 0). |

`d` |
the effect size for asymptotic power calculation. Default is 0.5 * standard deviation of outcome variable for the control group. |

`dscale` |
the fraction of the standard deviation of the outcome variable for the control group used as alternative hypothesis for asymptotic power calculation. Default is 0.5. |

`ci` |
calculates a confidence interval for the treatment effect by test inversion. |

`interfci` |
the level for Rosenbaum's confidence interval under arbitrary interference between units. |

`bernoulli` |
the probabilities of treatment for each unit when assignment mechanism is a Bernoulli trial. This option should be specified as a vector of length equal to the length of the outcome and running variables. |

`reps` |
the number of replications (default is 1000). |

`seed` |
the seed to be used for the randomization test. |

`quietly` |
suppresses the output table. |

`covariates` |
the covariates used by |

`obsmin` |
the minimum number of observations above and below the cutoff in the smallest window employed by the companion command |

`wmin` |
the smallest window to be used (if |

`wobs` |
the number of observations to be added at each side of the cutoff at each step. |

`wstep` |
the increment in window length (if |

`wasymmetric` |
allows for asymmetric windows around the cutoff when ( |

`wmasspoints` |
specifies that the running variable is discrete and each masspoint should be used as a window. |

`nwindows` |
the number of windows to be used by the companion command |

`dropmissing` |
drop rows with missing values in covariates when calculating windows. |

`rdwstat` |
the statistic to be used by the companion command |

`approx` |
forces the companion command |

`rdwreps` |
the number of replications to be used by the companion command |

`level` |
the minimum accepted value of the p-value from the covariate balance tests to be used by the companion command |

`plot` |
draws a scatter plot of the minimum p-value from the covariate balance test against window length implemented by the companion command |

`firststage` |
reports the results from the first step when using tsls. |

`obsstep` |
the minimum number of observations to be added on each side of the cutoff for the sequence of fixed-increment nested windows. Default is 2. This option is deprecated and only included for backward compatibility. |

`sumstats` |
summary statistics |

`obs.stat` |
observed statistic(s) |

`p.value` |
randomization p-value(s) |

`asy.pvalue` |
asymptotic p-value(s) |

`window` |
chosen window |

`ci` |
confidence interval (only if |

`interf.ci` |
confidence interval under interferecen (only if |

Matias Cattaneo, Princeton University. cattaneo@princeton.edu

Rocio Titiunik, Princeton University. titiunik@princeton.edu

Gonzalo Vazquez-Bare, UC Santa Barbara. gvazquez@econ.ucsb.edu

Cattaneo, M.D., R. Titiunik and G. Vazquez-Bare. (2016). Inference in Regression Discontinuity Designs under Local Randomization. *Stata Journal* 16(2): 331-367.

# Toy dataset X <- array(rnorm(200),dim=c(100,2)) R <- X[1,] + X[2,] + rnorm(100) Y <- 1 + R -.5*R^2 + .3*R^3 + (R>=0) + rnorm(100) # Randomization inference in window (-.75,.75) tmp <- rdrandinf(Y,R,wl=-.75,wr=.75) # Randomization inference in window (-.75,.75), all statistics tmp <- rdrandinf(Y,R,wl=-.75,wr=.75,statistic='all') # Randomization inference with window selection # Note: low number of replications to speed up process. # The user should increase the number of replications. tmp <- rdrandinf(Y,R,statistic='all',covariates=X,wmin=.5,wstep=.125,rdwreps=500)

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