RDSmoothnessBound | R Documentation |
Estimate a lower bound on the smoothness constant M and provide a lower confidence interval for it, using method described in supplement to Kolesár and Rothe (2018).
RDSmoothnessBound(
object,
s,
separate = FALSE,
multiple = TRUE,
alpha = 0.05,
sclass = "H"
)
object |
An object of class |
s |
Number of support points that curvature estimates should average over. |
separate |
If |
multiple |
If |
alpha |
determines confidence level |
sclass |
Smoothness class, either |
Returns a data frame wit the following columns:
estimate
Point estimate for lower bounds for M.
conf.low
Lower endpoint for a one-sided confidence interval for M
The data frame has a single row if separate==FALSE
; otherwise it has
two rows, corresponding to smoothness bound estimates and confidence
intervals below and above the cutoff, respectively.
Michal Kolesár and Christoph Rothe. Inference in regression discontinuity designs with a discrete running variable. American Economic Review, 108(8):2277—-2304, August 2018. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1257/aer.20160945")}
## Subset data to increase speed
r <- RDHonest(log(earnings)~yearat14, data=cghs,
subset=abs(yearat14-1947)<10,
cutoff=1947, M=0.04, h=3)
RDSmoothnessBound(r, s=2)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.