RDPrelimVar: Compute preliminary estimate of variance

Description Usage Arguments Value

View source: R/RDfunctions.R


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


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



object of class "RDData"


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


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


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


Use residuals from local constant regression with uniform kernel and bandwidth selected using Silverman's rule of thumb, as in Equation (14) in Imbens and Kalyanaraman (2012)


Use nearest neighbor estimates, rather than residuals


Use nearest neighbor estimates, without assuming homoscedasticity


object of class "RDData" containing estimated variances.

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