View source: R/rdbwselect_2014.R
rdbwselect_2014 | R Documentation |
rdbwselect_2014
is a deprecated command implementing three bandwidth selectors for local polynomial Regression Discontinuity (RD) point estimators and inference procedures, as described in Calonico, Cattaneo and Titiunik (2014).
This command is no longer supported or updated, and it is made available only for backward compatibility purposes. Please use rdbwselect
instead.
The latest version of the rdrobust package includes the following commands:
rdrobust
for point estimation and inference procedures.
rdbwselect
for data-driven bandwidth selection.
rdplot
for data-driven RD plots.
For more details, and related Stata and R packages useful for analysis of RD designs, visit https://rdpackages.github.io/
rdbwselect_2014(y, x, subset = NULL, c = 0, p = 1, q = 2, deriv = 0,
rho = NULL, kernel = "tri", bwselect = "CCT", scaleregul = 1,
delta = 0.5, cvgrid_min = NULL, cvgrid_max = NULL,
cvgrid_length = NULL, cvplot = FALSE, vce = "nn", matches = 3,
all = FALSE, precalc = TRUE )
y |
is the dependent variable. |
x |
is the running variable (a.k.a. score or forcing variable). |
subset |
an optional vector specifying a subset of observations to be used. |
c |
specifies the RD cutoff in |
p |
specifies the order of the local-polynomial used to construct the point-estimator; default is |
q |
specifies the order of the local-polynomial used to construct the bias-correction; default is |
deriv |
specifies the order of the derivative of the regression function to be estimated; default is |
rho |
if specified, sets the pilot bandwidth |
kernel |
is the kernel function used to construct the local-polynomial estimator(s). Options are |
bwselect |
selects the bandwidth selection procedure to be used. By default it computes both
|
scaleregul |
specifies scaling factor for the regularization terms of |
delta |
sets the quantile that defines the sample used in the cross-validation procedure. This option is used only if |
cvgrid_min |
sets the minimum value of the bandwidth grid used in the cross-validation procedure. This option is used only if |
cvgrid_max |
sets the maximum value of the bandwidth grid used in the cross-validation procedure. This option is used only if |
cvgrid_length |
sets the bin length of the (evenly-spaced) bandwidth grid used in the cross-validation procedure. This option is used only if |
cvplot |
generates a graph of the CV objective function. This option is used only if |
vce |
specifies the procedure used to compute the variance-covariance matrix estimator. This option is used only if
|
matches |
specifies the number of matches in the nearest-neighbor based variance-covariance matrix estimator. This options is used only when nearest-neighbor matches residuals are employed; default is |
all |
if specified,
|
precalc |
internal option. |
bws |
matrix containing the estimated bandwidths for each selected procedure. |
bwselect |
bandwidth selection procedure employed. |
kernel |
kernel function used to construct the local-polynomial estimator(s). |
p |
order of the local-polynomial used to construct the point-estimator. |
q |
order of the local-polynomial used to construct the bias-correction estimator. |
Sebastian Calonico, Columbia University, New York, NY. sebastian.calonico@columbia.edu.
Matias D. Cattaneo, Princeton University, Princeton, NJ. cattaneo@princeton.edu.
Max H. Farrell, University of California, Santa Barbara, CA. maxhfarrell@ucsb.edu.
Rocio Titiunik, Princeton University, Princeton, NJ. titiunik@princeton.edu.
Calonico, S., Cattaneo, M. D., and R. Titiunik. 2014. Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs. Econometrica 82(6): 2295-2326. .
rdrobust
, rdplot
x<-runif(1000,-1,1)
y<-5+3*x+2*(x>=0)+rnorm(1000)
rdbwselect_2014(y,x)
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