IKBW.fit: Imbens and Kalyanaraman bandwidth

Description Usage Arguments Value References

View source: R/RD_lp.R

Description

Calculate bandwidth for sharp RD based on local linear regression using method by Imbens and Kalyanaraman (2012)

Usage

1
IKBW.fit(d, kern = "triangular", order = 1, verbose = FALSE)

Arguments

d

object of class "RDData"

kern

specifies kernel function used in the local regression. It can either be a string equal to "triangular" (k(u)=(1-|u|)_{+}), "epanechnikov" (k(u)=(3/4)(1-u^2)_{+}), or "uniform" (k(u)= (|u|<1)/2), or else a kernel function.

order

Order of local regression 1 for linear, 2 for quadratic.

verbose

Print details of calculation?

Value

Imbens and Kalyanaraman bandwidth

References

Imbens, Guido, and Kalyanaraman, Karthik, "Optimal bandwidth choice for the regression discontinuity estimator." The Review of Economic Studies 79 (3): 933-959.


kolesarm/RDHonest documentation built on Jan. 14, 2019, 7:04 a.m.