H.cdf: Regression Discontinuity Design Permutation test

In ignaciomsarmiento/RATest: Randomization Tests

Description

Calculates the empirical CDF of the sample of W conditional on Z being close to the cutoff from either the left or right. Given the induced order for the baseline covariates

W^{-}_{[q]}, W^{-}_{[q-1]},…≤ W^{-}_{[1]}

or

W^{+}_{[1]}, W^{+}_{[2]},…, W^{+}_{[q]}

, this function will calculate either

H^-_n(t)=\frac{1}{q}∑_{i=1}^q I\{W^{-}_{[i]}≤ t\}

or

H^+_n(t)=\frac{1}{q}∑_{i=1}^q I\{W^{+}_{[i]}≤ t\}

depending on the argument of the function. See section 3 in Canay & Kamat (2017).

Usage

H.cdf(W, t)

Arguments

W	Numeric. The sample of induced order statistics. The input can be either \{W^{-}_{[q]}, W^{-}_{[q-1]},…, W^{-}_{[1]}\} or \{W^{+}_{[1]}, W^{+}_{[2]},…, W^{+}_{[q]}\}.
t	Numeric. The scalar needed for the calculation of the CDF.

Value

Numeric. For a sample W=(w_1,…,w_n), returns the fraction of observations less or equal to t.

Author(s)

Maurcio Olivares Gonzalez

Ignacio Sarmiento Barbieri

References

Canay, I and Kamat V, (2017) Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design. http://faculty.wcas.northwestern.edu/~iac879/wp/RDDPermutations.pdf

ignaciomsarmiento/RATest documentation built on May 18, 2019, 9:17 p.m.