RDPrelimVar: Compute preliminary estimate of variance

Description Usage Arguments Value

View source: R/RDfunctions.R

Description

Compute estimate of variance, which can then be used in optimal bandwidth calculations.

Usage

1
RDPrelimVar(d, se.initial = "IKEHW")

Arguments

d

object of class "RDData"

se.initial

Method for estimating initial variance for computing optimal bandwidth. Ignored if data already contains estimate of variance.

"IKEHW"

Based on residuals from a local linear regression using a triangular kernel and IK bandwidth

"IKdemeaned"

Based on sum of squared deviations of outcome from estimate of intercept in local linear regression with triangular kernel and IK bandwidth

"Silverman"

Use residuals from local constant regression with uniform kernel and bandwidth selected using Silverman's rule of thumb, as in Equation (14) in IK

"SilvermanNN"

Use nearest neighbor estimates, rather than residuals

"NN"

Use nearest neighbor estimates, without assuming homoscedasticity

Value

object of class "RDData" containing estimated variances.


kolesarm/RDHonest documentation built on April 3, 2018, 11:08 a.m.