Description Usage Arguments Value Author(s) References See Also Examples

`rdrobust`

implements local polynomial Regression Discontinuity (RD) point estimators with robust bias-corrected confidence intervals and inference procedures developed in Calonico, Cattaneo and Titiunik (2014a), Calonico, Cattaneo and Farrell (2018), Calonico, Cattaneo, Farrell and Titiunik (2019), and Calonico, Cattaneo and Farrell (2020). It also computes alternative estimation and inference procedures available in the literature.

Companion commands are: `rdbwselect`

for data-driven bandwidth selection, and `rdplot`

for data-driven RD plots (see Calonico, Cattaneo and Titiunik (2015a) for details).

A detailed introduction to this command is given in Calonico, Cattaneo and Titiunik (2015b), and Calonico, Cattaneo, Farrell and Titiunik (2017). A companion `Stata`

package is described in Calonico, Cattaneo and Titiunik (2014b).

For more details, and related Stata and R packages useful for analysis of RD designs, visit https://rdpackages.github.io/

1 2 3 4 5 6 7 8 9 | ```
rdrobust(y, x, c = NULL, fuzzy = NULL,
deriv = NULL, p = NULL, q = NULL,
h = NULL, b = NULL, rho = NULL, covs = NULL, covs_drop = TRUE,
kernel = "tri", weights = NULL, bwselect = "mserd",
vce = "nn", cluster = NULL,
nnmatch = 3, level = 95, scalepar = 1, scaleregul = 1,
sharpbw = FALSE, all = NULL, subset = NULL,
masspoints = "adjust", bwcheck = NULL,
bwrestrict = TRUE, stdvars = FALSE)
``` |

`y` |
is the dependent variable. |

`x` |
is the running variable (a.k.a. score or forcing variable). |

`c` |
specifies the RD cutoff in |

`fuzzy` |
specifies the treatment status variable used to implement fuzzy RD estimation (or Fuzzy Kink RD if |

`deriv` |
specifies the order of the derivative of the regression functions to be estimated. Default is |

`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 |

`h` |
specifies the main bandwidth used to construct the RD point estimator. If not specified, bandwidth |

`b` |
specifies the bias bandwidth used to construct the bias-correction estimator. If not specified, bandwidth |

`rho` |
specifies the value of |

`covs` |
specifies additional covariates to be used for estimation and inference. |

`covs_drop` |
if TRUE, it checks for collinear additional covariates and drops them. Default is TRUE. |

`kernel` |
is the kernel function used to construct the local-polynomial estimator(s). Options are |

`weights` |
is the variable used for optional weighting of the estimation procedure. The unit-specific weights multiply the kernel function. |

`bwselect` |
specifies the bandwidth selection procedure to be used. By default it computes both |

Options are:

`mserd`

one common MSE-optimal bandwidth selector for the RD treatment effect estimator.

`msetwo`

two different MSE-optimal bandwidth selectors (below and above the cutoff) for the RD treatment effect estimator.

`msesum`

one common MSE-optimal bandwidth selector for the sum of regression estimates (as opposed to difference thereof).

`msecomb1`

for min(`mserd`

,`msesum`

).

`msecomb2`

for median(`msetwo`

,`mserd`

,`msesum`

), for each side of the cutoff separately.

`cerrd`

one common CER-optimal bandwidth selector for the RD treatment effect estimator.

`certwo`

two different CER-optimal bandwidth selectors (below and above the cutoff) for the RD treatment effect estimator.

`cersum`

one common CER-optimal bandwidth selector for the sum of regression estimates (as opposed to difference thereof).

`cercomb1`

for min(`cerrd`

,`cersum`

).

`cercomb2`

for median(`certwo`

,`cerrd`

,`cersum`

), for each side of the cutoff separately.

Note: MSE = Mean Square Error; CER = Coverage Error Rate.
Default is `bwselect=mserd`

. For details on implementation see Calonico, Cattaneo and Titiunik (2014a), Calonico, Cattaneo and Farrell (2018), and Calonico, Cattaneo, Farrell and Titiunik (2019), and the companion software articles.

`vce` |
specifies the procedure used to compute the variance-covariance matrix estimator. Options are:
Default is |

`cluster` |
indicates the cluster ID variable used for cluster-robust variance estimation with degrees-of-freedom weights. By default it is combined with |

`nnmatch` |
to be combined with for |

`level` |
sets the confidence level for confidence intervals; default is |

`scalepar` |
specifies scaling factor for RD parameter of interest. This option is useful when the population parameter of interest involves a known multiplicative factor (e.g., sharp kink RD). Default is |

`scaleregul` |
specifies scaling factor for the regularization term added to the denominator of the bandwidth selectors. Setting |

`sharpbw` |
option to perform fuzzy RD estimation using a bandwidth selection procedure for the sharp RD model. This option is automatically selected if there is perfect compliance at either side of the cutoff. |

`all` |
if specified, (i) conventional RD estimates with conventional standard errors. (ii) bias-corrected estimates with conventional standard errors. (iii) bias-corrected estimates with robust standard errors. |

`subset` |
an optional vector specifying a subset of observations to be used. |

`masspoints` |
checks and controls for repeated observations in the running variable. Options are: (i) (ii) (iii) Default option is |

`bwcheck` |
if a positive integer is provided, the preliminary bandwidth used in the calculations is enlarged so that at least |

`bwrestrict` |
if |

`stdvars` |
if |

`N` |
vector with the sample sizes used to the left and to the right of the cutoff. |

`N_h` |
vector with the effective sample sizes used to the left and to the right of the cutoff. |

`c` |
cutoff value. |

`p` |
order of the polynomial used for estimation of the regression function. |

`q` |
order of the polynomial used for estimation of the bias of the regression function. |

`bws` |
matrix containing the bandwidths used. |

`tau_cl` |
conventional local-polynomial estimate to the left and to the right of the cutoff. |

`tau_bc` |
bias-corrected local-polynomial estimate to the left and to the right of the cutoff. |

`coef` |
vector containing conventional and bias-corrected local-polynomial RD estimates. |

`se` |
vector containing conventional and robust standard errors of the local-polynomial RD estimates. |

`bias` |
estimated bias for the local-polynomial RD estimator below and above the cutoff. |

`beta_p_l` |
conventional p-order local-polynomial estimates to the left of the cutoff. |

`beta_p_r` |
conventional p-order local-polynomial estimates to the right of the cutoff. |

`V_cl_l` |
conventional variance-covariance matrix estimated below the cutoff. |

`V_cl_r` |
conventional variance-covariance matrix estimated above the cutoff. |

`V_rb_l` |
robust variance-covariance matrix estimated below the cutoff. |

`V_rb_r` |
robust variance-covariance matrix estimated above the cutoff. |

`pv` |
vector containing the p-values associated with conventional, bias-corrected and robust local-polynomial RD estimates. |

`ci` |
matrix containing the confidence intervals associated with conventional, bias-corrected and robust local-polynomial RD estimates. |

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 Chicago, Chicago, IL. max.farrell@chicagobooth.edu.

Rocio Titiunik, Princeton University, Princeton, NJ. titiunik@princeton.edu.

Calonico, S., M. D. Cattaneo, and M. H. Farrell. 2018. On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. *Journal of the American Statistical Association*, 113(522): 767-779.

Calonico, S., M. D. Cattaneo, and M. H. Farrell. 2020. Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs. *Econometrics Journal*, 23(2): 192-210.

Calonico, S., M. D. Cattaneo, M. H. Farrell, and R. Titiunik. 2017. rdrobust: Software for Regression Discontinuity Designs. *Stata Journal*, 17(2): 372-404.

Calonico, S., M. D. Cattaneo, M. H. Farrell, and R. Titiunik. 2019. Regression Discontinuity Designs using Covariates. *Review of Economics and Statistics*, 101(3): 442-451.

Calonico, S., M. D. Cattaneo, and R. Titiunik. 2014a. Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs. *Econometrica* 82(6): 2295-2326.

Calonico, S., M. D. Cattaneo, and R. Titiunik. 2014b. Robust Data-Driven Inference in the Regression-Discontinuity Design. *Stata Journal* 14(4): 909-946.

Calonico, S., M. D. Cattaneo, and R. Titiunik. 2015a. Optimal Data-Driven Regression Discontinuity Plots. *Journal of the American Statistical Association* 110(512): 1753-1769.

Calonico, S., M. D. Cattaneo, and R. Titiunik. 2015b. rdrobust: An R Package for Robust Nonparametric Inference in Regression-Discontinuity Designs. *R Journal* 7(1): 38-51.

Cattaneo, M. D., B. Frandsen, and R. Titiunik. 2015. Randomization Inference in the Regression Discontinuity Design: An Application to the Study of Party Advantages in the U.S. Senate. *Journal of Causal Inference* 3(1): 1-24.

1 2 3 4 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.